Similar Search Results

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

Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Do, … - In: International review of economics & finance : IREF 62 (2019), pp. 309-320

Persistent link: https://www.econbiz.de/10012205552

Covid-19 pandemic and tail-dependency networks of financial assets

Trung Hai Le; Do, Hung Xuan; Nguyen, Duc Khuong; … - In: Finance research letters 38 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012490666

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

Predicting loss severities for residential mortgage loans : a three-step selection approach

Do, Hung Xuan; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 270 (2018) 1, pp. 246-259

Persistent link: https://www.econbiz.de/10011869001

Nguyen, Quan M. P.; Do, Hung Xuan; Molchanov, Alexander; … - In: International review of financial analysis 86 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014248482

Interconnectedness in the Australian National Electricity Market : A Higher Moment Analysis

Do, Hung Xuan; Nepal, Rabindra; Smyth, Russell - 2020

We examine the risk transmission mechanisms in the interconnected Australian National Electricity Market (NEM). We illustrate that the transmission of extreme events in terms of their magnitude (via skewness) and the likelihood of their occurrence (via kurtosis) should be considered when...

Persistent link: https://www.econbiz.de/10014098107

Financial leverage and stock return comovement

Do, Hung Xuan; Nguyen, Nhut; Quan, Nguyen M. P. - In: Journal of financial markets 60 (2022), pp. 1-27

Persistent link: https://www.econbiz.de/10013397935

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