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Forecasting option smile dynamics

Le, Van; Zurbruegg, Ralf - In: International review of financial analysis 35 (2014), pp. 32-45

Persistent link: https://www.econbiz.de/10010529632

The impact of short sale restrictions on informed trading in the stock and options markets

Le, Van; Zurbruegg, Ralf - In: International review of economics & finance : IREF 41 (2016), pp. 262-273

Persistent link: https://www.econbiz.de/10011624726

The effect of short-sale restrictions : another perspective

Le, Van - In: International journal of managerial finance : IJMF 12 (2016) 4, pp. 700-714

Persistent link: https://www.econbiz.de/10011627137

The relationship between global wealth and happiness : an analytical study of returns and volatility spillovers

Nguyen Khac Quoc Bao; Van Le - In: Borsa Istanbul Review 21 (2021), pp. S80-S89

This paper explores the relationship between global wealth and happiness. We employ a bivariate generalized autoregressive conditional heteroskedasticity framework for global wealth and happiness represented, respectively, by FTSE All-World and Twitter's Daily Happiness Sentiment indexes from...

Persistent link: https://www.econbiz.de/10012817718

Debt to the Penny and US Dollar Index : a lead-lag relationship of the US economy under impacts of the Covid-19 outbreak

Nguyen Khac Quoc Bao; Nguyet Thi Bich Phan; Van Le - In: International journal of social economics 51 (2024) 2, pp. 178-198

Persistent link: https://www.econbiz.de/10014466930

Hedging precious metals with impact investing

Akhtaruzzaman, Md.; Banerjee, Ameet Kumar; Le, Van; … - In: International review of economics & finance : IREF 89 (2024) 1, pp. 651-664

Persistent link: https://www.econbiz.de/10014446512

The relation between stock return and air quality in Vietnam under impacts of COVID-19

Nguyen Khac Quoc Bao; Van Le - In: International journal of economic policy in emerging … 17 (2023) 2, pp. 143-161

Persistent link: https://www.econbiz.de/10014308334

Interconnectedness in the FOREX market during the high inflation regime : a network analysis

Ahmed, Shamima; Akhtaruzzaman, Md.; Le, Van; Nath, Tamal; … - In: Research in international business and finance 71 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015062858

Is Bitcoin a risky investment compared to the stock market of Vietnam?

Van Le - In: International journal of economic policy in emerging … 19 (2024) 2, pp. 141-158

Persistent link: https://www.econbiz.de/10015063182

The role of trading volume in volatility forecasting

Le, Van; Zurbruegg, Ralf - In: Journal of international financial markets, … 20 (2010) 5, pp. 533-556

Persistent link: https://www.econbiz.de/10008722492

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