Extreme quantile connectedness and spillovers between oil and Vietnamese stock markets : a sectoral analysis
Walid Mensi, Salem Adel Ziadat, Xuan Vinh Vo and Sang Hoon Kang
| Year of publication: |
2024
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|---|---|
| Authors: | Mensi, Walid ; Ziadat, Salem Adel ; Xuan Vinh Vo ; Kang, Sang Hoon |
| Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 19.2024, 6, p. 1586-1625
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| Subject: | Oil | Vietnamese stock sectors | Quantile spillovers | Crises | Hedging | Spillover-Effekt | Spillover effect | Vietnam | Viet Nam | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJOEM-03-2022-0513 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014575558