Browsing by Author Kang S.H.

Showing results 1 to 11 of 11
Issue DateTitleAuthor(s)
2021Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock marketsMensi W.
2021Asymmetric volatility connectedness among main international stock markets: A high frequency analysisMensi W.
2021Asymmetric volatility connectedness among U.S. stock sectorsMensi W.
2021Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysisMensi W.
2021Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implicationsMensi W.
2021Precious metals, oil, and ASEAN stock markets: From global financial crisis to global health crisisMensi W.
2021Quantile dependencies between precious and industrial metals futures and portfolio managementMensi W.
2021Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factorMensi W.
2021Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exportersMensi W.
2021Upside-downside multifractality and efficiency of green bonds: the roles of global factors and COVID-19Mensi W.
2021Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economiesMensi W.
Showing results 1 to 11 of 11