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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

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

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

Exchange rate volatility connectedness during Covid-19 outbreak : DECO-GARCH and Transfer Entropy approaches

Ngo Thai Hung; Linh Thi My Nguyen; Xuan Vinh Vo - In: Journal of international financial markets, … 81 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013533345