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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

Spillover effects between stock prices and exchange rates for the Central and Eastern European countries

Ngo Thai Hung - In: Global business review 23 (2022) 2, pp. 259-286

Persistent link: https://www.econbiz.de/10013256834

Does volatility transmission between stock market returns of Central and Eastern European countries vary from normal to turbulent periods?

Ngo Thai Hung - In: Acta oeconomica : periodical of the Hungarian Academy … 70 (2020) 3, pp. 449-468

Persistent link: https://www.econbiz.de/10012438044

Volatility behaviour of the foreign exchange rate and transmission among Central and Eastern European countries : evidence from the EGARCH model

Ngo Thai Hung - In: Global business review 22 (2021) 1, pp. 36-56

Persistent link: https://www.econbiz.de/10012440250

An analysis of CEE equity market integration and their volatility spillover effects

Ngo Thai Hung - In: European journal of management and business economics : … 29 (2020) 1, pp. 23-40

Purpose The purpose of this paper is to examine the conditional correlations and spillovers of volatilities across CEE markets, namely, Hungary, Poland, the Czech Republic, Romania and Croatia, in the post-2007 financial crisis period. Design/methodology/approach The authors use five-dimensional...

Persistent link: https://www.econbiz.de/10012182589