Browsing by Author Al-Yahyaee K.H.

Showing results 1 to 3 of 3
Issue DateTitleAuthor(s)
2021Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysisMensi W.; Al-Yahyaee K.H.; Wanas Al-Jarrah I.M.; Vo X.V.; Kang S.H.
2021Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implicationsMensi W.; Al-Yahyaee K.H.; Vo X.V.; Kang S.H.
2021Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domainMensi W.; Rehman M.U.; Maitra D.; Al-Yahyaee K.H.; Vo X.V.