Access Statistics for walid Mensi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold 0 0 2 132 2 2 7 353
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 2 134 0 0 6 447
Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting 0 0 0 7 0 0 1 105
Dynamic spillovers among major energy and cereal commodity prices 0 0 0 51 0 0 1 225
Structural Breaks, Dynamic Correlations, Volatility Transmission, and Hedging Strategies for International Petroleum Prices and U.S. Dollar Exchange Rate 0 0 0 12 0 0 0 67
Total Working Papers 0 0 4 336 2 2 15 1,197


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes 0 0 0 8 0 0 0 25
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 0 0 35 0 0 1 121
Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models 0 0 1 13 0 0 3 108
Board effectiveness, conglomerate diversification, and firm performance: the tunisian case 0 0 0 19 0 0 1 88
Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold 1 1 6 148 2 6 21 524
Crude oil market efficiency: An empirical investigation via the Shannon entropy 1 1 3 14 1 1 3 55
Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach 0 1 1 6 1 2 3 74
Do global factors impact BRICS stock markets? A quantile regression approach 0 4 15 106 3 11 37 471
Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting 0 0 0 7 0 1 3 82
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 0 1 31 0 1 4 160
Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis 0 0 0 12 0 1 2 52
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications 0 1 3 31 4 6 14 148
Dynamic spillovers among major energy and cereal commodity prices 2 4 5 61 2 5 14 309
Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches 0 0 0 10 0 0 1 67
Global financial crisis and spillover effects among the U.S. and BRICS stock markets 0 0 4 46 0 0 12 288
Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis 0 0 0 27 0 2 9 101
How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process 0 1 2 55 1 7 12 233
Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching 0 0 4 21 0 0 9 66
Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches 0 0 0 6 0 0 2 60
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method 1 2 6 47 2 8 21 237
More on corporate diversification, firm size and value creation 0 0 3 49 0 1 5 195
New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile 0 0 0 12 0 0 0 71
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas 0 0 0 20 0 0 1 82
Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia 0 0 0 30 1 1 5 150
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements 0 0 1 29 0 0 2 138
Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets: Evidence from the Hurst exponent and Shannon entropy methods 0 0 0 10 0 0 2 59
Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate 0 0 1 59 0 1 5 171
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes 2 3 5 23 3 4 10 87
Time-varying volatility spillovers between stock and precious metal markets with portfolio implications 0 0 0 29 0 0 3 164
Total Journal Articles 7 18 61 964 20 58 205 4,386


Statistics updated 2024-07-03