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~accessRights:"restricted"
~person:"Xuan Vinh Vo"
~subject:"Volatilität"
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Volatilität
Estimation
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Volatility
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Spillover-Effekt
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Welt
14
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Xuan Vinh Vo
Gupta, Rangan
55
Ma, Feng
24
Bahmani-Oskooee, Mohsen
21
Bouri, Elie
21
Balcilar, Mehmet
19
Pierdzioch, Christian
19
Wohar, Mark E.
17
Todorov, Viktor
16
Kang, Sang Hoon
14
Mensi, Walid
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Tiwari, Aviral Kumar
14
Bollerslev, Tim
13
Li, Jia
13
Wei, Yu
13
Wu, Xinyu
12
Zhu, Huiming
12
Jawadi, Fredj
11
Kumar, Dilip
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Wang, Yudong
11
Yoon, Seong-min
11
Zhang, Yaojie
10
Brooks, Robert
9
Chevallier, Julien
9
Demirer, Rıza
9
Hammoudeh, Shawkat
9
Kelly, Bryan T.
9
McAleer, Michael
9
Clements, Adam
8
Gil-Alaña, Luis A.
8
Ji, Qiang
8
Salisu, Afees A.
8
Sehgal, Sanjay
8
Shi, Yanlin
8
Tauchen, George Eugene
8
Yin, Libo
8
Apergēs, Nikolaos
7
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International review of economics & finance : IREF
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Applied economics
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The North American journal of economics and finance : a journal of financial economics studies
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Australian economic papers
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Emerging markets review
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International financial integration : stock return linkages and volatility transmission between Vietnam and advanced countries
Xuan Vinh Vo
;
Ellis, Craig
- In:
Emerging markets review
36
(
2018
),
pp. 19-27
Persistent link: https://www.econbiz.de/10012114829
Saved in:
2
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:
3
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
4
How macroeconomic factors drive the linkages between inflation and oil markets in global economies? : a multiscale analysis
Mensi, Walid
;
Ur Rehman, Mobeen
;
Hammoudeh, Shawkat
; …
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 212-232
Persistent link: https://www.econbiz.de/10014373763
Saved in:
5
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:
6
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
7
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
8
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
Saved in:
9
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:
10
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
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