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~accessRights:"restricted"
~isPartOf:"International review of economics & finance : IREF"
~person:"Hamori, Shigeyuki"
~person:"Laroche, Michel"
~person:"Xuan Vinh Vo"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bank risk"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Globalization"
~subject:"Innovation"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Transnational corporation"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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Hamori, Shigeyuki
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International review of economics & finance : IREF
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1
The realized volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
Saved in:
2
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
Saved in:
3
Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? : a wavelet coherence analysis
Yang, Lu
;
Cai, Xiao Jing
;
Hamori, Shigeyuki
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 536-547
Persistent link: https://www.econbiz.de/10011748693
Saved in:
4
Economic policy uncertainty around the
world
: implications for Vietnam
Giang Nguyen
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014582634
Saved in:
5
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:
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