Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis[J] FINANCE RESEARCH LETTERS 2019(31) Mensi, Walid Lee, Yun-Jung Al-Yahyaee, Khamis Hamed Sensoy, Ahmet Yoon, Seong-Min
Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum[J] FINANCE RESEARCH LETTERS 2019(29) Mensi, Walid Al-Yahyaee, Khamis Hamed Kang, Sang Hoon
Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets[J] FINANCE RESEARCH LETTERS 2018(27) Al-Yahyaee, Khamis Hamed Mensi, Walid Yoon, Seong-Min
High frequency multiscale relationships among major cryptocurrencies: portfolio management implications[J] FINANCIAL INNOVATION 2021(7) Mensi, Walid Rehman, Mobeen Ur Shafiullah, Muhammad Al-Yahyaee, Khamis Hamed Sensoy, Ahmet
Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach[J] RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE 2020(53) Mensi, Walid Rehman, Mobeen Ur Maitra, Debasish Al-Yahyaee, Khamis Hamed Sensoy, Ahmet
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
Why cryptocurrency markets are inefficient: The impact of liquidity and volatility[J] NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE 2020(52) Al-Yahyaee, Khamis Hamed Mensi, Walid Ko, Hee-Un Yoon, Seong-Min 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
Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches[J] NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE 2019(49) Al-Yahyaee, Khamis Hamed Rehman, Mobeen Ur Mensi, Walid Al-Jarran, Idries Mohammad Wanas
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
