Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis[J] INTERNATIONAL REVIEW OF ECONOMICS & FINANCE 2021(76) Mensi, Walid Al-Yahyaee, Khamis Hamed Al-Jarrah, Idries Mohammad Wanas Vo, Xuan Vinh Kang, Sang Hoon
Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data[J] NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE 2020(54) Mensi, Walid Al-Yahyaee, Khamis Hamed Al-Jarrah, Idries Mohammad Wanas Xuan Vinh Vo Kang, Sang Hoon
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications[J] NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE 2019(48) Mensi, Walid Rehman, Mobeen Ur Al-Yahyaee, Khamis Hamed Al-Jarrah, Idries Mohammad Wanas Kang, Sang Hoon
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal[J] NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE 2019(49) Al-Yahyaee, Khamis Hamed Mensi, Walid Al-Jarrah, Idries Mohammad Wanas Hamdi, Atef Kang, Sang Hoon
