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~accessRights:"restricted"
~person:"McAleer, Michael"
~person:"Xuan Vinh Vo"
~subject:"Estimation"
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McAleer, Michael
Xuan Vinh Vo
Gupta, Rangan
36
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19
Hammoudeh, Shawkat
16
Bahmani-Oskooee, Mohsen
15
Rose, Andrew
15
Balcilar, Mehmet
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10
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9
Massa, Massimo
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9
Taylor, Alan M.
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Nguyen Phuc Canh
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17
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1
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:
2
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:
3
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:
4
Are short stocks susceptible to geopolitical shocks? : time-frequency evidence from the Russian-Ukrainian conflict
Umar, Zaghum
;
Bossman, Ahmed
;
Choi, Sun-Yong
;
Xuan Vinh Vo
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472256
Saved in:
5
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:
6
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:
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
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
9
Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
Mensi, Walid
;
Yousaf, Imran
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013412815
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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