Global financial crisis and co-movements between oil prices and sector stock markets in Saudi Arabia: A VaR based wavelet

by Walid Mensi
Published 2019-03-01

Asymmetric volatility connectedness among main international stock markets: A high frequency analysis

by Walid Mensi, Debasish Maitra, Xuan Vinh Vo, Sang Hoon Kang
Published 2021-09-01

High frequency multiscale relationships among major cryptocurrencies: portfolio management implications

by Walid Mensi, Mobeen Ur Rehman, Muhammad Shafiullah, Khamis Hamed Al-Yahyaee, Ahmet Sensoy
Published 2021-09-01