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Modelling volatility spillovers from the US equity market to ASEAN stock markets
Xuan Vinh Vo; Tran Thi Tuan Anh - In: Pacific-Basin finance journal 59 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012231221
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Herd behavior and idiosyncratic volatility in a frontier market
Xuan Vinh Vo; Dang Bao Anh Phan - In: Pacific-Basin finance journal 53 (2019), pp. 321-330
Persistent link: https://www.econbiz.de/10012133503
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Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
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Global risk aversion and emerging market return comovements
Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
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Exchange rate dynamics of emerging and developing economies : not all capital flows are alike
Thong Trung Nguyen; Nasir, Muhammad Ali; Xuan Vinh Vo - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 1115-1124
Persistent link: https://www.econbiz.de/10014470065
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Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chen, Chun-Da; Demirer, Rıza; Jategaonkar, Shrikant P. - In: Pacific-Basin finance journal 33 (2015), pp. 23-37
Persistent link: https://www.econbiz.de/10011474042
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Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza; Gupta, Rangan - In: Economics letters 167 (2018), pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
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Spillover and risk transmission between the term structure of the US interest rates and Islamic equities
Umar, Zaghum; Yousaf, Imran; Gubareva, Mariya; Xuan Vinh Vo - In: Pacific-Basin finance journal 72 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013370392
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Industry herding and momentum strategies
Demirer, Rıza; Lien, Da-hsiang Donald; Zhang, Huacheng - In: Pacific-Basin finance journal 32 (2015), pp. 95-110
Persistent link: https://www.econbiz.de/10011471555
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Global risk exposures and industry diversification with Shariah-compliant equity sectors
Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat - In: Pacific-Basin finance journal 35 (2015) 2, pp. 499-520
Persistent link: https://www.econbiz.de/10011540670