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~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"World development : the multi-disciplinary international journal devoted to the study and promotion of world development"
~language:"ces"
~language:"eng"
~language:"hin"
~language:"nor"
~language:"por"
~language:"rus"
~person:"Barbier, Edward"
~person:"Brzeszczyński, Janusz"
~person:"Cumming, Douglas J."
~person:"McMillan, David G."
~person:"Xuan Vinh Vo"
~subject:"Spillover effect"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Spillover effect
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7
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7
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5
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Barbier, Edward
Brzeszczyński, Janusz
Cumming, Douglas J.
McMillan, David G.
Xuan Vinh Vo
Hammoudeh, Shawkat
6
Narayan, Paresh Kumar
6
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Journal of international financial markets, institutions & money
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
International review of financial analysis
15
The North American journal of economics and finance : a journal of financial economics studies
11
Applied financial economics
10
Finance research letters
7
The European journal of finance
5
Energy economics
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International review of economics & finance : IREF
4
Research in international business and finance
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3
Financial innovation : FIN
3
Journal of forecasting
3
Journal of multinational financial management
3
Pacific-Basin finance journal
3
The journal of futures markets
3
Borsa Istanbul Review
2
Emerging markets review
2
International journal of finance & economics : IJFE
2
Journal of banking & finance
2
Journal of financial stability
2
Journal of international money and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied economics letters
1
Applied financial economics letters
1
Argumenta oeconomica
1
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1
Asian African journal of economics and econometrics
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Asian Pacific economic literature
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East European transition and EU enlargement : a quantitative approach ; with 105 tables
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
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1
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:
2
Exchange rate volatility connectedness during Covid-19 outbreak : DECO-GARCH and Transfer Entropy approaches
Ngo Thai Hung
;
Linh Thi My Nguyen
;
Xuan Vinh Vo
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013533345
Saved in:
3
Modelling the quantile cross-coherence between exchange rates : Does the COVID-19 pandemic change the interlinkage structure?
Ur Rehman, Mobeen
;
Al Rababa'a, Abdel Razzaq
;
El-Nader, …
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013412813
Saved in:
4
Rethinking financial contagion : information transmission mechanism during the COVID-19 pandemic
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Goodell, John W.
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013358773
Saved in:
5
Forecasting realised volatility : does the LASSO approach outperform HAR?
Ding, Yi
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803163
Saved in:
6
Quantile connectedness in the cryptocurrency market
Bouri, Elie
;
Saeed, Tareq
;
Xuan Vinh Vo
;
Roubaud, David
- In:
Journal of international financial markets, …
71
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012800041
Saved in:
7
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
8
Does feedback trading drive returns of cross-listed shares?
Chen, Jing
;
Dong, Yizhe
;
Hou, Wenxuan
;
McMillan, David G.
- In:
Journal of international financial markets, …
53
(
2018
),
pp. 179-199
Persistent link: https://www.econbiz.de/10011983852
Saved in:
9
The interaction between risk, return-risk trade-off and complexity: Evidence and policy implications for US bank holding companies
McMillan, David G.
;
McMillan, Fiona J.
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 103-113
Persistent link: https://www.econbiz.de/10011892256
Saved in:
10
Market accessibility and economic growth : insights from a new dimension of inequality
Hochard, Jacob
;
Barbier, Edward
- In:
World development : the multi-disciplinary …
97
(
2017
),
pp. 279-297
Persistent link: https://www.econbiz.de/10011763414
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