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Does the U.S. Export Inflation? Evidence from the Dynamic Inflation Spillover between the U.S. And Eagles

Pham, Son Duy; Nguyen, Thao T.T; Do, Hung Xuan - 2023

Given inflation’s crucial role as a key economic barometer, our paper investigates the dynamic inflation spillover between the U.S. and the nine emerging and growth-leading economies (EAGLEs) between 1991M1 and 2020M2. Employing the recently developed time-varying parameter vector...

Persistent link: https://www.econbiz.de/10014355644

Does the U.S. export inflation? : evidence from the dynamic inflation spillover between the U.S. and EAGLEs

Nguyen, Thao Thac Thanh; Pham, Son Duy; Li, Xiao-Ming; … - In: International review of economics & finance : IREF 94 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014583705

Impact of climate policy uncertainty on return spillover among green assets and portfolio implications

Pham, Son Duy; Nguyen, Thao T. T.; Do, Hung Xuan - In: Energy economics 134 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015047152

Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna - In: Global finance journal 28 (2015), pp. 24-37

Persistent link: https://www.econbiz.de/10011478085

Stock and currency market linkages : new evidence from realized spillovers in higher moments

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of economics & finance : IREF 42 (2016), pp. 167-185

Persistent link: https://www.econbiz.de/10011625106

Volatility spillover between the US, Chinese and Australian stock markets

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Chi, Wei; … - In: Australian journal of management 43 (2018) 2, pp. 263-285

Persistent link: https://www.econbiz.de/10011890710

Dynamic volatility spillover effects between oil and agricultural products

Pick Schen Yip; Brooks, Robert; Do, Hung Xuan; Nguyen, … - In: International review of financial analysis 69 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012316894

Dynamic spillover between commodities and commodity currencies during United States Q.E.

Pick Schen Yip; Brooks, Robert; Do, Hung Xuan - In: Energy economics 66 (2017), pp. 399-410

Persistent link: https://www.econbiz.de/10011896519

Green bonds and implied volatilities : dynamic causality, spillovers, and implications for portfolio management

Pham, Linh; Do, Hung Xuan - In: Energy economics 112 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013350802

What drives cross-market correlations during the United States Q.E.?

Pick Schen Yip; Brooks, Robert; Do, Hung Xuan; Xuan Vinh Vo - In: International review of financial analysis 83 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013460973