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subject:"Impact assessment"
~person:"Xuan Vinh Vo"
~subject:"ARCH-Modell"
~subject:"Welt"
~type:"article"
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Impact assessment
ARCH-Modell
Welt
Estimation
46
Schätzung
46
Volatility
21
Volatilität
21
Spillover effect
18
Spillover-Effekt
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Xuan Vinh Vo
Gupta, Rangan
55
Bahmani-Oskooee, Mohsen
30
Lee, Chien-chiang
25
Hammoudeh, Shawkat
22
Ma, Feng
22
Zaremba, Adam
22
Apergēs, Nikolaos
21
Schneider, Friedrich
21
Balcilar, Mehmet
20
Bouri, Elie
20
Rose, Andrew
20
Kumar, Dilip
19
MacDonald, Ronald
19
Tiwari, Aviral Kumar
19
Wohar, Mark E.
19
Voigt, Stefan
17
Woessmann, Ludger
17
Herwartz, Helmut
16
Nunnenkamp, Peter
16
Yoon, Seong-min
16
Kang, Sang Hoon
15
Mensi, Walid
14
Pierdzioch, Christian
14
Wang, Yudong
14
Zhu, Huiming
14
Dreher, Axel
13
Gil-Alaña, Luis A.
13
Hamori, Shigeyuki
13
Hujer, Reinhard
13
McAleer, Michael
13
Narayan, Paresh Kumar
13
Nonejad, Nima
13
Belke, Ansgar
12
Brooks, Robert
12
Chiang, Thomas C.
12
Salisu, Afees A.
12
Shahbaz, Muhammad
12
Yilmazkuday, Hakan
12
Buch, Claudia M.
11
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International review of economics & finance : IREF
4
International review of financial analysis
4
Applied economics
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Australian economic papers
1
Economics and Business Letters : EBL
1
Emerging markets review
1
Finance research letters
1
Global finance journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of emerging markets
1
Journal of financial stability
1
Journal of international financial markets, institutions & money
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance
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ECONIS (ZBW)
22
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1
Asymmetric impact of the COVID-19 pandemic on foreign exchange markets : evidence from an extreme quantile approach
Ngo Thai Hung
;
Xuan Vinh Vo
- In:
Economics and Business Letters : EBL
12
(
2023
)
1
,
pp. 20-32
Persistent link: https://www.econbiz.de/10014250446
Saved in:
2
Oil, gold and international stock markets : extreme spillovers, connectedness and its determinants
Mensi, Walid
;
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014631290
Saved in:
3
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
4
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
5
Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 2107-2132
Persistent link: https://www.econbiz.de/10014449774
Saved in:
6
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
7
Portfolio diversification during the COVID-19 pandemic : do vaccinations matter?
Pham, Son Duy
;
Nguyen, Thao Thac Thanh
;
Do, Hung Xuan
; …
- In:
Journal of financial stability
65
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014289935
Saved in:
8
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
Saved in:
9
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
10
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
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