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International financial integration : stock return linkages and volatility transmission between Vietnam and advanced countries

Xuan Vinh Vo; Ellis, Craig - In: Emerging markets review 36 (2018), pp. 19-27

Persistent link: https://www.econbiz.de/10012114829

Dynamic spillover and connectedness in higher moments of European stock sector markets

Nekhili, Ramzi; Mensi, Walid; Xuan Vinh Vo; Kang, Sang Hoon - In: Research in international business and finance 68 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014451818

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

Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks

Bossman, Ahmed; Gubareva, Mariya; Agyei, Samuel Kwaku; … - In: International review of economics & finance : IREF 91 (2024), pp. 699-719

Persistent link: https://www.econbiz.de/10014492252

Financial integration in emerging economies : an application of threshold cointegration

Sajid Ali; Ur Rehman, Mobeen; Shahzad, Syed Jawad Hussain; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 4, pp. 213-228

Persistent link: https://www.econbiz.de/10012657687

Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US

Salisu, Afees A.; Akanni, Lateef O.; Xuan Vinh Vo - In: International review of economics & finance : IREF 74 (2021), pp. 150-159

Persistent link: https://www.econbiz.de/10012792946

Asymmetric volatility connectedness among main international stock markets : a high frequency analysis

Mensi, Walid; Maitra, Debasish; Xuan Vinh Vo; Kang, … - In: Borsa Istanbul Review 21 (2021) 3, pp. 291-306

This paper examines the direction and extent of the asymmetric volatility connectedness among international equity markets using 5-minute interval data from 16 stock markets. We analyze asymmetric volatility connectedness using realized volatility and identify the magnitude of the volatility...

Persistent link: https://www.econbiz.de/10012816916

Asset growth and the cross section of stock returns : evidence from Vietnam

Xuan Vinh Vo; Bui Hong Thu - In: Afro-Asian Journal of Finance and Accounting : AAJFA 6 (2016) 4, pp. 289-304

Persistent link: https://www.econbiz.de/10011719669

Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?

Mensi, Walid; Kamal, Md Rajib; Xuan Vinh Vo; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014485327

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