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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

Dependence dynamics of stock markets during COVID-19

Ur Rehman, Mobeen; Ahmad, Nasir; Shahzad, Syed Jawad Hussain - In: Emerging markets review 51 (2022) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10013418824

Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies

Ur Rehman, Mobeen; Katsiampa, Paraskevi; Zeitun, Rami; … - In: Emerging markets review 55 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014481146

Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets

Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 139-157

Persistent link: https://www.econbiz.de/10014461547

Integration and volatility spillover amongst banks : a cross-correlation analysis

Ur Rehman, Mobeen; Xuan Vinh Vo - In: Journal of economic and administrative sciences 39 (2023) 1, pp. 203-224

Persistent link: https://www.econbiz.de/10014305553

Global oil price and stock markets in oil exporting and European countries : evidence during the Covid-19 and the Russia-Ukraine war

Olayungbo, David Oluseun; Župarova, A. S.; Al-Faryan, … - In: Research in globalization 8 (2024), pp. 1-14

The relationship between oil price movements and stock markets during the COVID-19 pandemic and the geopolitical crisis like the ongoing Russian-Ukraine war is yet unexplored extensively. This study therefore examines the return-correlation effects of oil prices on stock markets and their...

Persistent link: https://www.econbiz.de/10015047816

Jumps in geopolitical risk and the cryptocurrency market : the singularity of bitcoin

Bouri, Elie; Gupta, Rangan; Xuan Vinh Vo - In: Defence and peace economics 33 (2022) 2, pp. 150-161

Persistent link: https://www.econbiz.de/10013167286

Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries

Mensi, Walid; Hammoudeh, Shawkat; Xuan Vinh Vo; Kang, … - In: Journal of international financial markets, … 75 (2021), pp. 1-27

Persistent link: https://www.econbiz.de/10012820834

Asymmetric volatility connectedness among US stock sectors

Mensi, Walid; Nekhili, Ramzi; Xuan Vinh Vo; Suleman, Tahir - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012822000

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