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~accessRights:"restricted"
~person:"Brzeszczyński, Janusz"
~person:"Xuan Vinh Vo"
~subject:"Volatilität"
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Search: subject_exact:"Ausstrahlungseffekt"
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Volatilität
Spillover effect
45
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Brzeszczyński, Janusz
Xuan Vinh Vo
Kang, Sang Hoon
26
Bouri, Elie
25
Mensi, Walid
21
Hammoudeh, Shawkat
16
Gupta, Rangan
13
Tiwari, Aviral Kumar
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Lau, Chi Keung
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Umar, Zaghum
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Yarovaya, Larisa
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Ji, Qiang
9
Balli, Faruk
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Ngo Thai Hung
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Yoon, Seong-min
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Chi, Xie
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Corbet, Shaen
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Maitra, Debasish
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Roubaud, David
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Shahzad, Syed Jawad Hussain
7
Uribe, Jorge
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Yousaf, Imran
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Abakah, Emmanuel Joel Aikins
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Ahmed, Abdullahi Dahir
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Brooks, Robert
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Zhuang, Xintian
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Balli, Hatice Ozer
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Dai, Zhifeng
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Do, Hung Xuan
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Gillas, Konstantinos Gkillas
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International review of economics & finance : IREF
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1
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
2
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
3
Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 2107-2132
Persistent link: https://www.econbiz.de/10014449774
Saved in:
4
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
5
Integration and volatility spillover amongst banks : a cross-correlation analysis
Ur Rehman, Mobeen
;
Xuan Vinh Vo
- In:
Journal of economic and administrative sciences
39
(
2023
)
1
,
pp. 203-224
Persistent link: https://www.econbiz.de/10014305553
Saved in:
6
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
Saved in:
7
The return and volatility connectedness of NFT segments and media coverage : fresh evidence based on news about the Covid-19 pandemic
Umar, Zaghum
;
Abrar, Afsheen
;
Zaremba, Adam
;
Teplova, …
- In:
Finance research letters
49
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013478625
Saved in:
8
Return and volatility connectedness of the non-fungible tokens segments
Umar, Zaghum
;
Alwahedi, Wafa
;
Zaremba, Adam
;
Xuan Vinh Vo
- In:
Journal of behavioral and experimental finance
35
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014227612
Saved in:
9
Rethinking financial contagion : information transmission mechanism during the COVID-19 pandemic
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Goodell, John W.
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013358773
Saved in:
10
The realized volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
Saved in:
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