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Stock market efficiency in Asia : evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test
Yaya, OlaOluwa S.; Adekoya, Oluwasegun B.; Xuan Vinh Vo; … - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 91-101
Persistent link: https://www.econbiz.de/10014468989
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Unemployment hysteresis in Middle East and North Africa countries : panel SUR-based unit root test with a Fourier function
Awolaja, Oladapo Gbenga; Yaya, OlaOluwa S.; Ogbonna, … - In: Middle East development journal : a publication of the … 13 (2021) 2, pp. 318-334
Persistent link: https://www.econbiz.de/10012694039
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Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid; Lee, Yun-Jung; Xuan Vinh Vo; Yoon, Seong-min - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
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Multifractality during upside/downside trends in the MENA stock markets : the effects of the global financial crisis, oil crash and COVID-19 pandemic
Mensi, Walid; Yousaf, Imran; Xuan Vinh Vo; Kang, Sang Hoon - In: International journal of emerging markets 18 (2023) 10, pp. 4408-4435
Persistent link: https://www.econbiz.de/10014456152
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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
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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
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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
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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
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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
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Oil, gold and international stock markets : extreme spillovers, connectedness and its determinants
Mensi, Walid; Ziadat, Salem Adel; Al Rababa'a, Abdel Razzaq - In: The quarterly review of economics and finance 95 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014631290