Browsing by Subject Asymmetric spillovers

Showing results 1 to 4 of 4
Issue DateTitleAuthor(s)
2021Asymmetric volatility connectedness among U.S. stock sectorsMensi W.; Nekhili R.; Vo X.V.; Suleman T.; Kang S.H.
2025Dynamics of extreme spillovers across European sustainability marketsWalid Mensi; Ismail O. Fasanya; Xuan Vinh Vo; Sang Hoon Kang
2023Good and bad high-frequency volatility spillovers among developed and emerging stock marketsWalid Mensi; Ramzi Kekhili; Vo Xuan Vinh; Kang Sang Hoon
2023Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implicationsWalid Mensi; Aylin Aslan; Xuan Vinh Vo; Sang Hoon Kang
Showing results 1 to 4 of 4