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Modelling cryptocurrency high-low prices using fractional cointegrating VAR

Yaya, OlaOluwa S.; Xuan Vinh Vo; Ogbonna, Ahamuefula E.; … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 489-505

Persistent link: https://www.econbiz.de/10012814609

The behavior of exchange rate and stock returns in high and low interest rate environments

Salisu, Afees A.; Xuan Vinh Vo - In: International review of economics & finance : IREF 74 (2021), pp. 138-149

Persistent link: https://www.econbiz.de/10012792945

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

Liquidity connectedness in cryptocurrency market

Hasan, Mudassar; Naeem, Muhammad Abubakr; Arif, Muhammad; … - In: Financial innovation : FIN 8 (2022), pp. 1-25

We examine the dynamics of liquidity connectedness in the cryptocurrency market. We use the connectedness models of Diebold and Yilmaz (Int J Forecast 28(1):57-66, 2012) and Baruník and Křehlík (J Financ Econom 16(2):271-296, 2018) on a sample of six major cryptocurrencies, namely, Bitcoin...

Persistent link: https://www.econbiz.de/10012798833

Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets

Mensi, Walid; Al Rababa'a, Abdel Razzaq; Xuan Vinh Vo; … - In: Energy economics 98 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012873674

Astonishing insights : emerging market debt spreads throughout the pandemic

Gubareva, Mariya; Umar, Zaghum; Sokolova, Tatiana V.; … - In: Applied economics 54 (2022) 18, pp. 2067-2076

Persistent link: https://www.econbiz.de/10012875721

Is a portfolio of socially responsible firms profitable for investors?

Ur Rehman, Mobeen; Xuan Vinh Vo - In: Journal of sustainable finance & investment 10 (2020) 2, pp. 191-212

Persistent link: https://www.econbiz.de/10012286269

Operational excellence through lean manufacturing : considerations for productivity management in Malaysia's construction industry

Ibrahim, Abdul Razak; Imtiaz, Ghaffar; Mujtaba, Bahaudin; … - In: Journal of transnational management : the official … 25 (2020) 3, pp. 225-256

Persistent link: https://www.econbiz.de/10012287087

Predicting stock returns in the presence of COVID-19 pandemic : the role of health news

Salisu, Afees A.; Xuan Vinh Vo - In: International review of financial analysis 71 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012437031

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