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The realized volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie; Lucey, Brian M.; Saeed, Tareq; Xuan Vinh Vo - In: International review of economics & finance : IREF 73 (2021), pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
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Extreme spillovers across Asian-Pacific currencies : a quantile-based analysis
Bouri, Elie; Lucey, Brian M.; Saeed, Tareq; Xuan Vinh Vo - In: International review of financial analysis 72 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012437557
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The pricing of bad contagion in cryptocurrencies : a four-factor pricing model
Shahzad, Syed Jawad Hussain; Bouri, Elie; Ahmad, Tanveer; … - In: Finance research letters 41 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10013335981
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Volatility amongst firms in the Dow Jones Eurostoxx50 Index
Xuan Vinh Vo; Daly, Kevin James - In: Applied financial economics 18 (2008) 7/9, pp. 569-582
Persistent link: https://www.econbiz.de/10003739231
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An analysis of the relationship between foreign direct investment and economic growth
Batten, Jonathan A.; Xuan Vinh Vo - In: Applied economics 41 (2009) 13/15, pp. 1621-1641
Persistent link: https://www.econbiz.de/10003862165
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The determinants of international financial integration
Xuan Vinh Vo; Daly, Kevin James - In: Global finance journal 18 (2007) 2, pp. 228-250
Persistent link: https://www.econbiz.de/10003704511
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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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Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid; Al-Yahyaee, Khamis Hamed; Xuan Vinh Vo; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012822033
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Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid; Hernandez, Jose Arroeola; Yoon, Seong-min; … - In: International review of financial analysis 74 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
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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