Works matching AU Mensi, Walid

Results: 39

Hourly Asymmetric Multifractality and Dynamic Efficiency in Cryptocurrency Markets: The Effects of COVID‐19 and Russia–Ukraine Tension.

Published in:

Australian Economic Papers, 2025, v. 64, n. 2, p. 251, doi. 10.1111/1467-8454.12390

By:

Mensi, Walid;
Nekhili, Ramzi;
Vo, Xuan Vinh;
Kang, Sang Hoon

Publication type:

Article

Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers.

Published in:

Journal of Forecasting, 2025, v. 44, n. 4, p. 1294, doi. 10.1002/for.3219

By:

Al Rababaa, Abdel Razzaq;
Mensi, Walid;
McMillan, David;
Kang, Sang Hoon

Publication type:

Article

Improving loan repayment in Ghana: Does financial literacy matter?

Published in:

Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1787693

By:

Baidoo, Samuel Tawiah;
Yusif, Hadrat;
Ayesu, Enock Kojo;
Mensi, Walid

Publication type:

Article

Measuring the effect of the North Korea-U.S. summit on the South Korean stock market.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1690212

By:

Pham, Huy;
Al-Hares, Osama;
Ramiah, Vikash;
Moosa, Nisreen;
Mensi, Walid

Publication type:

Article

On the global integration of REITs market returns: A multiresolution analysis.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1690211

By:

Ijasan, Kola;
Tweneboah, George;
Omane-Adjepong, Maurice;
Owusu Junior, Peterson;
Mensi, Walid

Publication type:

Article

Nexus between corporate governance practices and cost of capital in PSX listed firms.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1600222

By:

Arslan, Muhammad;
Abidin, Sazali;
Mensi, Walid

Publication type:

Article

Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries.

Published in:

Financial Innovation, 2023, v. 9, n. 1, p. 1, doi. 10.1186/s40854-023-00451-z

By:

Mensi, Walid;
Maitra, Debasish;
Selmi, Refk;
Vo, Xuan Vinh

Publication type:

Article

Return spillovers between decentralized finance and centralized finance markets.

Published in:

Eurasian Economic Review, 2024, v. 14, n. 2, p. 487, doi. 10.1007/s40822-023-00260-w

By:

Nekhili, Ramzi;
Alomari, Mohammad;
Mensi, Walid;
Sultan, Jahangir

Publication type:

Article

Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes.

Published in:

Eurasian Economic Review, 2024, v. 14, n. 2, p. 507, doi. 10.1007/s40822-024-00263-1

By:

Mensi, Walid;
Kumar, Anoop S.;
Ko, Hee-Un;
Kang, Sang Hoon

Publication type:

Article

Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models.

Published in:

Review of International Economics, 2016, v. 24, n. 1, p. 1, doi. 10.1111/roie.12201

By:

Mensi, Walid;
Hammoudeh, Shawkat;
Yoon, Seong‐Min;
Nguyen, Duc Khuong

Publication type:

Article

High frequency multiscale relationships among major cryptocurrencies: portfolio management implications.

Published in:

Financial Innovation, 2021, v. 7, n. 1, p. 1, doi. 10.1186/s40854-021-00290-w

By:

Mensi, Walid;
Rehman, Mobeen Ur;
Shafiullah, Muhammad;
Al-Yahyaee, Khamis Hamed;
Sensoy, Ahmet

Publication type:

Article

Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications.

Published in:

2021

By:

Mensi, Walid;
Rehman, Mobeen Ur;
Shafullah, Muhammad;
Al‑Yahyaee, Khamis Hamed;
Sensoy, Ahmet

Publication type:

Correction Notice

High frequency multiscale relationships among major cryptocurrencies: portfolio management implications.

Published in:

Financial Innovation, 2021, v. 7, n. 1, p. 1, doi. 10.1186/s40854-021-00290-w

By:

Mensi, Walid;
Rehman, Mobeen Ur;
Shafiullah, Muhammad;
Al-Yahyaee, Khamis Hamed;
Sensoy, Ahmet

Publication type:

Article

High frequency multiscale relationships among major cryptocurrencies: portfolio management implications.

Published in:

Financial Innovation, 2021, v. 7, n. 1, p. 1, doi. 10.1186/s40854-021-00290-w

By:

Mensi, Walid;
Rehman, Mobeen Ur;
Shafiullah, Muhammad;
Al-Yahyaee, Khamis Hamed;
Sensoy, Ahmet

Publication type:

Article

High frequency multiscale relationships among major cryptocurrencies: portfolio management implications.

Published in:

Financial Innovation, 2021, v. 7, n. 1, p. 1, doi. 10.1186/s40854-021-00290-w

By:

Mensi, Walid;
Rehman, Mobeen Ur;
Shafiullah, Muhammad;
Al-Yahyaee, Khamis Hamed;
Sensoy, Ahmet

Publication type:

Article

Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach.

Published in:

International Journal of Finance & Economics, 2021, v. 26, n. 2, p. 2904, doi. 10.1002/ijfe.1942

By:

Al‐Yahyaee, Khamis Hamed;
Shahzad, Syed Jawad Hussain;
Mensi, Walid;
Yoon, Seong‐Min

Publication type:

Article

Upward and Downward Multifractality and Efficiency of Chinese and Hong Kong Stock Markets.

Published in:

Computational Economics, 2024, v. 64, n. 6, p. 3207, doi. 10.1007/s10614-023-10526-9

By:

Mensi, Walid;
Vo, Xuan Vinh;
Kang, Sang Hoon

Publication type:

Article

Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets.

Published in:

Computational Economics, 2024, v. 64, n. 4, p. 2233, doi. 10.1007/s10614-023-10488-y

By:

Mensi, Walid;
Ziadat, Salem Adel;
Vo, Xuan Vinh;
Kang, Sang Hoon

Publication type:

Article

Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting.

Published in:

World Economy, 2016, v. 39, n. 11, p. 1703, doi. 10.1111/twec.12433

By:

Hammoudeh, Shawkat;
Kang, Sang Hoon;
Mensi, Walid;
Nguyen, Duc Khuong

Publication type:

Article

Dynamics of extreme spillovers across European sustainability markets.

Published in:

Eurasian Economic Review, 2025, v. 15, n. 1, p. 225, doi. 10.1007/s40822-024-00272-0

By:

Mensi, Walid;
Fasanya, Ismail O.;
Vo, Xuan Vinh;
Kang, Sang Hoon

Publication type:

Article

Asymmetric multifractality and dynamic efficiency in DeFi markets.

Published in:

Journal of Economics & Finance, 2024, v. 48, n. 2, p. 280, doi. 10.1007/s12197-023-09655-6

By:

Mensi, Walid;
Kumar, Anoop S.;
Vo, Xuan Vinh;
Kang, Sang Hoon

Publication type:

Article

CO<sub>2</sub> EMISSIONS, ENERGY CONSUMPTION, AND ECONOMIC GROWTH IN SAUDI ARABIA: THE IMPORTANCE OF MULTI-HORIZON, TIME-VARYING, AND FOURIER-BASED CAUSALITY APPROACHES.

Published in:

Journal of Energy & Development, 2018, v. 44, n. 1/2, p. 61

By:

Tiwari, Aviral Kumar;
Mensi, Walid;
Menegaki, Angeliki N.

Publication type:

Article

Risks in Major Cryptocurrency Markets: Modeling the Dual Long Memory Property and Structural Breaks.

Published in:

Sustainability (2071-1050), 2023, v. 15, n. 3, p. 2193, doi. 10.3390/su15032193

By:

Jiang, Zhuhua;
Mensi, Walid;
Yoon, Seong-Min

Publication type:

Article

Is the Korean housing market following Gangnam style?

Published in:

Empirical Economics, 2021, v. 61, n. 4, p. 2041, doi. 10.1007/s00181-020-01931-2

By:

Al-Yahyaee, Khamis Hamed;
Mensi, Walid;
Ko, Hee-Un;
Caporin, Massimiliano;
Kang, Sang Hoon

Publication type:

Article

Impacts of investor's sentiment, uncertainty indexes, and macroeconomic factors on the dynamic efficiency of G7 stock markets.

Published in:

Quality & Quantity, 2024, v. 58, n. 3, p. 2855, doi. 10.1007/s11135-023-01780-y

By:

Belhoula, Mohamed Malek;
Mensi, Walid;
Naoui, Kamel

Publication type:

Article

Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets.

Published in:

Australian Economic Papers, 2023, v. 62, n. 4, p. 597, doi. 10.1111/1467-8454.12323

By:

Mensi, Walid;
Jiang, Zhuhua;
Vo, Xuan Vinh;
Yoon, Seong‐Min

Publication type:

Article

Tail dependence risk exposure and diversification potential of Islamic and conventional banks.

Published in:

Applied Economics, 2019, v. 51, n. 44, p. 4856, doi. 10.1080/00036846.2019.1602716

By:

Hernandez, Jose Arreola;
Al-Yahyaee, Khamis Hamed;
Hammoudeh, Shawkat;
Mensi, Walid

Publication type:

Article

Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes.

Published in:

Applied Economics, 2017, v. 49, n. 25, p. 2456, doi. 10.1080/00036846.2016.1240349

By:

Mensi, Walid;
Hammoudeh, Shawkat;
Sensoy, Ahmet;
Yoon, Seong-Min

Publication type:

Article

Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching.

Published in:

Applied Economics, 2017, v. 49, n. 13, p. 1255, doi. 10.1080/00036846.2016.1217305

By:

Mensi, Walid;
Hammoudeh, Shawkat;
Yoon, Seong-Min;
Balcilar, Mehmet

Publication type:

Article

Oil price shocks, sustainability index, and green bond market spillovers and connectedness during bear and bull market conditions.

Published in:

Economic Analysis & Policy, 2024, v. 84, p. 1470, doi. 10.1016/j.eap.2024.10.016

By:

AlGhazali, Abdullah;
Belghouthi, Houssem Eddine;
Mensi, Walid;
Mclver, Ron;
Kang, Sang Hoon

Publication type:

Article

Extreme time-frequency connectedness between energy sector markets and financial markets.

Published in:

Economic Analysis & Policy, 2024, v. 84, p. 847, doi. 10.1016/j.eap.2024.09.027

By:

Alomari, Mohammed;
Belghouthi, Houssem Eddine;
Mensi, Walid;
Vo, Xuan Vinh;
Kang, Sang Hoon

Publication type:

Article

Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data.

Published in:

Economic Analysis & Policy, 2024, v. 82, p. 449, doi. 10.1016/j.eap.2024.03.021

By:

Mensi, Walid;
Rehman, Mobeen Ur;
Vo, Xuan Vinh;
Kang, Sang Hoon

Publication type:

Article

Quantile spillovers and connectedness analysis between oil and African stock markets.

Published in:

Economic Analysis & Policy, 2023, v. 78, p. 60, doi. 10.1016/j.eap.2023.02.002

By:

Mensi, Walid;
Vo, Xuan Vinh;
Kang, Sang Hoon

Publication type:

Article

Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis.

Published in:

Economic Analysis & Policy, 2023, v. 77, p. 558, doi. 10.1016/j.eap.2022.12.010

By:

Mensi, Walid;
Vo, Xuan Vinh;
Ko, Hee-Un;
Kang, Sang Hoon

Publication type:

Article

COVID-19 pandemic's impact on intraday volatility spillover between oil, gold, and stock markets.

Published in:

Economic Analysis & Policy, 2022, v. 74, p. 702, doi. 10.1016/j.eap.2022.04.001

By:

Mensi, Walid;
Vo, Xuan Vinh;
Kang, Sang Hoon

Publication type:

Article

Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management.

Published in:

Economic Analysis & Policy, 2022, v. 73, p. 331, doi. 10.1016/j.eap.2021.11.015

By:

Mensi, Walid;
Naeem, Muhammad Abubakr;
Vo, Xuan Vinh;
Kang, Sang Hoon

Publication type:

Article

The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters.

Published in:

Economic Analysis & Policy, 2022, v. 73, p. 345, doi. 10.1016/j.eap.2021.11.009

By:

Ali, Syed Riaz Mahmood;
Mensi, Walid;
Anik, Kaysul Islam;
Rahman, Mishkatur;
Kang, Sang Hoon

Publication type:

Article

Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications.

Published in:

Economic Analysis & Policy, 2021, v. 71, p. 397, doi. 10.1016/j.eap.2021.06.001

By:

Mensi, Walid;
Al-Yahyaee, Khamis Hamed;
Vo, Xuan Vinh;
Kang, Sang Hoon

Publication type:

Article

Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis.

Published in:

Economic Analysis & Policy, 2021, v. 71, p. 73, doi. 10.1016/j.eap.2021.04.009

By:

Mensi, Walid;
Nekhili, Ramzi;
Vo, Xuan Vinh;
Kang, Sang Hoon

Publication type:

Article