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~accessRights:"restricted"
~language:"eng"
~language:"ita"
~language:"mkd"
~language:"und"
~person:"Kang, Sang Hoon"
~person:"Nguyen, Duc Khuong"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Wirkungsanalyse"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
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Kapitaleinkommen
Share price
Wirkungsanalyse
Spillover effect
53
Spillover-Effekt
53
Volatility
43
Volatilität
43
Portfolio selection
42
Portfolio-Management
42
Welt
41
World
41
Aktienmarkt
36
Estimation
36
Schätzung
36
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36
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26
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26
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25
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21
ARCH model
20
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20
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19
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51
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Amtsdruckschrift
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Aufsatz im Buch
Collection of articles of several authors
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Aufsatz in Zeitschrift
50
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1
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Kang, Sang Hoon
Nguyen, Duc Khuong
Gupta, Rangan
163
Zaremba, Adam
83
Ma, Feng
63
Wohar, Mark E.
62
Bouri, Elie
55
Narayan, Paresh Kumar
53
Tiwari, Aviral Kumar
51
Zhang, Wei
47
Ryu, Doojin
45
Xuan Vinh Vo
44
Xiong, Xiong
43
Hammoudeh, Shawkat
41
Salisu, Afees A.
40
Wang, Yudong
40
Demirer, Rıza
39
Balcilar, Mehmet
36
Shahzad, Syed Jawad Hussain
36
Corbet, Shaen
34
Lee, Chien-chiang
33
Shen, Dehua
33
Umar, Zaghum
32
Yin, Libo
32
Zhang, Yaojie
32
Apergēs, Nikolaos
31
Chan, Kam C.
31
Goodell, John W.
31
Wen, Fenghua
31
Gil-Alaña, Luis A.
29
Lien, Da-hsiang Donald
28
McMillan, David G.
28
Blau, Benjamin
27
Li, Yan
27
Mensi, Walid
27
Caporale, Guglielmo Maria
26
Li, Youwei
26
Lucey, Brian M.
26
Jawadi, Fredj
25
Sensoy, Ahmet
25
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The North American journal of economics and finance : a journal of financial economics studies
8
Energy economics
4
Finance research letters
4
Applied economics
3
Journal of international financial markets, institutions & money
3
Pacific-Basin finance journal
3
International journal of emerging markets
2
Journal of banking & finance
2
Journal of commodity markets
2
Business ethics, the environment & responsibility
1
Economic systems
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Global finance journal
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of multinational financial management
1
Quantitative finance
1
Research in international business and finance
1
Review of international economics
1
Review of quantitative finance and accounting
1
Risk management : an international journal
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Risk management decisions and value under uncertainty
1
Technological forecasting & social change : an international journal
1
The journal of asset management
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
51
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1
Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions
Ur Rehman, Mobeen
;
Ghardallou, Wafa
;
Ahmad, Nasir
;
Xuan …
- In:
Risk management : an international journal
26
(
2024
)
1
,
pp. 1-49
Persistent link: https://www.econbiz.de/10014478847
Saved in:
2
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
3
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
4
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:
5
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
6
Multifractality during upside/downside trends in the MENA stock markets : the effects of the global financial crisis, oil crash and COVID-19 pandemic
Mensi, Walid
;
Yousaf, Imran
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International journal of emerging markets
18
(
2023
)
10
,
pp. 4408-4435
Persistent link: https://www.econbiz.de/10014456152
Saved in:
7
Quantile dependencies and connectedness between stock and precious metals markets
Jain, Prachi
;
Maitra, Debasish
;
McIver, Ron
;
Kang, Sang Hoon
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014426833
Saved in:
8
Corporate immunity, national culture and stock returns : startups amid the COVID-19 pandemic
Huy Viet Hoang
;
Nguyen, Cuong
;
Nguyen, Duc Khuong
- In:
International review of financial analysis
79
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349517
Saved in:
9
Economic drivers of volatility and correlation in precious metal markets
Theu Dinh
;
Goutte, Stéphane
;
Nguyen, Duc Khuong
; …
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014335244
Saved in:
10
Forecasting high-frequency stock returns : a comparison of alternative methods
Akyildirim, Erdinc
;
Bariviera, Aurelio Fernández
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 639-690)
.
2022
Persistent link: https://www.econbiz.de/10013341974
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