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Oil prices and economic growth in China : a time-frequency analysis
Thuy Tien Ho; Nguyen Mau Ba Dang; Ngo Thai Hung - In: Asian Academy of Management journal 29 (2024) 1, pp. 25-54
This study analyses the inherent evolution dynamics of economic activity and global oil prices in China using the tools of wavelet and wavelet-based VAR-GARCH-BEKK model. Besides, the Wavelet-Granger causality test of Olayeni (2016) provides us further insights into the magnitude and direction...
Persistent link: https://www.econbiz.de/10014555847
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An empirical analysis of the dynamic impact of DeFi on GCC foreign exchange forward markets : portfolio implication
Thuy Tien Ho; Nguyen Mau Ba Dang; Ngo Thai Hung - In: International journal of Islamic and Middle Eastern … 17 (2024) 1, pp. 170-194
Persistent link: https://www.econbiz.de/10014478246
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Bitcoin and CEE stock markets : fresh evidence from using the DECO-GARCH model and quantile on quantile regression
Ngo Thai Hung - In: European journal of management and business economics : … 30 (2021) 2, pp. 261-280
Purpose - This study examines the inter-linkages between Bitcoin prices and CEE stock markets (Hungary, the Czech Republic, Poland, Romania and Croatia). Design/methodology/approach - The dynamic contemporaneous nexus has been analyzed using both the multivariate DECO-GARCH model proposed by...
Persistent link: https://www.econbiz.de/10012822225
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Directional spillover effects between BRICS stock markets and economic policy uncertainty
Ngo Thai Hung - In: Asia Pacific financial markets 28 (2021) 3, pp. 429-448
Persistent link: https://www.econbiz.de/10012599801
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Spillover effects between stock prices and exchange rates for the Central and Eastern European countries
Ngo Thai Hung - In: Global business review 23 (2022) 2, pp. 259-286
Persistent link: https://www.econbiz.de/10013256834
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Financial connectedness of GCC emerging stock markets
Ngo Thai Hung - In: Eurasian economic review : a journal in applied … 11 (2021) 4, pp. 753-773
Persistent link: https://www.econbiz.de/10012698838
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Asymmetric connectedness among S&P 500, crude oil, gold and Bitcoin
Ngo Thai Hung - In: Managerial finance 48 (2022) 4, pp. 587-610
Persistent link: https://www.econbiz.de/10013173347
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Does volatility transmission between stock market returns of Central and Eastern European countries vary from normal to turbulent periods?
Ngo Thai Hung - In: Acta oeconomica : periodical of the Hungarian Academy … 70 (2020) 3, pp. 449-468
Persistent link: https://www.econbiz.de/10012438044
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Volatility behaviour of the foreign exchange rate and transmission among Central and Eastern European countries : evidence from the EGARCH model
Ngo Thai Hung - In: Global business review 22 (2021) 1, pp. 36-56
Persistent link: https://www.econbiz.de/10012440250
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Analysis of the time-frequency connectedness between gold prices, oil prices and Hungarian financial markets
Ngo Thai Hung - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 4, pp. 51-59
Persistent link: https://www.econbiz.de/10012500476