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Publications

by alumni of

İşletme Fakültesi
Bilkent Üniversitesi
Ankara, Turkey

(Faculty of Business Administration, Bilkent University)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Journal articles |

Journal articles

2025

  1. Walid Mensi & Ramzi Nekhili & Xuan Vinh Vo & Sang Hoon Kang, 2025. "Hourly Asymmetric Multifractality and Dynamic Efficiency in Cryptocurrency Markets: The Effects of COVID‐19 and Russia–Ukraine Tension," Australian Economic Papers, Wiley Blackwell, vol. 64(2), pages 251-266, June.

2024

  1. Kristjanpoller, Werner & Nekhili, Ramzi & Bouri, Elie, 2024. "Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 637(C).
  2. Kristjanpoller, Werner & Nekhili, Ramzi & Bouri, Elie, 2024. "Ethereum futures and the efficiency of cryptocurrency spot markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 654(C).
  3. Bouri, Elie & Gradojevic, Nikola & Nekhili, Ramzi, 2024. "Fear, extreme fear and U.S. stock market returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 656(C).
  4. Choi, Ki-Hong & Nekhili, Ramzi & Mensi, Walid & Boubaker, Ferihane Zaraa & Yoon, Seong-Min, 2024. "Systemic risk-sharing between natural gas, oil, and stock markets in top energy producer and consumer countries," International Review of Economics & Finance, Elsevier, vol. 96(PA).
  5. Nekhili, Ramzi & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "Dynamic spillover and connectedness in higher moments of European stock sector markets," Research in International Business and Finance, Elsevier, vol. 68(C).
  6. Kostas Giannopoulos & Ramzi Nekhili & Christos Christodoulou-Volos, 2024. "Estimating Tail Risk in Ultra-High-Frequency Cryptocurrency Data," IJFS, MDPI, vol. 12(4), pages 1-14, October.
  7. Ramzi Nekhili & Mohammad Alomari & Walid Mensi & Jahangir Sultan, 2024. "Return spillovers between decentralized finance and centralized finance markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(2), pages 487-506, June.

2023

  1. Nekhili, Ramzi & Sultan, Jahangir & Bouri, Elie, 2023. "Liquidity spillovers between cryptocurrency and foreign exchange markets," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
  2. Nekhili, Ramzi & Bouri, Elie, 2023. "Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management," Energy Economics, Elsevier, vol. 119(C).
  3. Bouri, Elie & Nekhili, Ramzi & Kinateder, Harald & Choudhury, Tonmoy, 2023. "Expected inflation and U.S. stock sector indices: A dynamic time-scale tale from inflationary and deflationary crisis periods," Finance Research Letters, Elsevier, vol. 55(PA).
  4. Bouri, Elie & Nekhili, Ramzi & Todorova, Neda, 2023. "Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis," Finance Research Letters, Elsevier, vol. 55(PB).
  5. Nekhili, Ramzi & Foglia, Matteo & Bouri, Elie, 2023. "European bank credit risk transmission during the credit Suisse collapse," Finance Research Letters, Elsevier, vol. 58(PB).
  6. Nekhili, Ramzi & Ziadat, Salem Adel & Mensi, Walid, 2023. "Frequency interdependence and portfolio management between gold, oil and sustainability stock markets," International Economics, Elsevier, vol. 176(C).
  7. Liu, Yujun & Li, Zhongfei & Nekhili, Ramzi & Sultan, Jahangir, 2023. "Forecasting cryptocurrency returns with machine learning," Research in International Business and Finance, Elsevier, vol. 64(C).

2022

  1. Yousaf, Imran & Nekhili, Ramzi & Umar, Muhammad, 2022. "Extreme connectedness between renewable energy tokens and fossil fuel markets," Energy Economics, Elsevier, vol. 114(C).
  2. Yousaf, Imran & Nekhili, Ramzi & Gubareva, Mariya, 2022. "Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 81(C).
  3. Mensi, Walid & Nekhili, Ramzi & Kang, Sang Hoon, 2022. "Quantile connectedness and spillovers analysis between oil and international REIT markets," Finance Research Letters, Elsevier, vol. 48(C).
  4. Saliha Theiri & Ramzi Nekhili & Jahangir Sultan, 2022. "Cryptocurrency liquidity during the Russia–Ukraine war: the case of Bitcoin and Ethereum," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 24(1), pages 59-71, October.

2021

  1. Mensi, Walid & Nekhili, Ramzi & Vo, Xuan Vinh & Kang, Sang Hoon, 2021. "Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 73-96.
  2. Mensi, Walid & Nekhili, Ramzi & Vo, Xuan Vinh & Suleman, Tahir & Kang, Sang Hoon, 2021. "Asymmetric volatility connectedness among U.S. stock sectors," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
  3. Mensi, Walid & Nekhili, Ramzi & Vo, Xuan Vinh & Kang, Sang Hoon, 2021. "Quantile dependencies between precious and industrial metals futures and portfolio management," Resources Policy, Elsevier, vol. 73(C).
  4. Nekhili, Ramzi & Mensi, Walid & Vo, Xuan Vinh, 2021. "Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets," Resources Policy, Elsevier, vol. 74(C).
  5. Nekhili, Ramzi & Sultan, Jahangir & Mensi, Walid, 2021. "Co-movements among precious metals and implications for portfolio management: A multivariate wavelet-based dynamic analysis," Resources Policy, Elsevier, vol. 74(C).
  6. Walid Mensi & Ramzi Nekhili & Xuan Vinh Vo & Sang Hoon Kang, 2021. "Good and bad high-frequency volatility spillovers among developed and emerging stock markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 18(9), pages 2107-2132, August.

2020

  1. Owyed, Saud & Abdou, M.A. & Abdel-Aty, Abdel-Haleem & Alharbi, W. & Nekhili, Ramzi, 2020. "Numerical and approximate solutions for coupled time fractional nonlinear evolutions equations via reduced differential transform method," Chaos, Solitons & Fractals, Elsevier, vol. 131(C).
  2. Ramzi Nekhili & Jahangir Sultan, 2020. "Jump Driven Risk Model Performance in Cryptocurrency Market," IJFS, MDPI, vol. 8(2), pages 1-18, April.

2019

  1. Ramzi Nekhili & Saad Darwish & Marwan Mohamed Abdeldayem, 2019. "Impact of Education Tourism on Bahrain¡¯s Economic Growth: A Perspective," International Journal of Learning and Development, Macrothink Institute, vol. 9(2), pages 116-133, June.

2016

  1. Marwan Abdeldayem & Ramzi Nekhili, 2016. "Credit Rating Changes and Stock Market Reaction in the Kingdom of Bahrain," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(8), pages 1-23, August.

2002

  1. Nekhili, Ramzi & Altay-Salih, Aslihan & Gençay, Ramazan, 2002. "Exploring exchange rate returns at different time horizons," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 313(3), pages 671-682.

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