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Capital structure choices and stock market volatility : evidence from Chinese listed firms

Thi Huong Giang Vuong; Wu, Yang-Che; Weng, Tzu-Ching; … - In: The Chinese economy : translations and studies 56 (2023) 1, pp. 25-49

Persistent link: https://www.econbiz.de/10013549022

Upward and downward multifractality and efficiency of Chinese and Hong Kong stock markets

Mensi, Walid; Vo Xuan Vinh; Kang, Sang Hoon - In: Computational economics 64 (2024) 6, pp. 3207-3242

Persistent link: https://www.econbiz.de/10015144197

COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications : evidence from China and US economies

Mensi, Walid; Al-Yahyaee, Khamis Hamed; Vo Xuan Vinh; … - In: International economics : the quarterly journal in … 180 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10015166867

Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors

Hanif, Waqas; Mensi, Walid; Vo Xuan Vinh - In: Finance research letters 40 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012819863

Determinants of bilateral trade : evidence from ASEAN+3

Nguyen Dong Phong; Vo Xuan Vinh - In: Asian Pacific economic literature 31 (2017) 2, pp. 115-122

Persistent link: https://www.econbiz.de/10011946877

Covid-19 and Time-Frequency Spillovers between Oil and Sectoral Stocks and Portfolio Implications : Evidence from China and Us Economies

mensi, walid; Al-Yahyaee, Khamis Hamed; Vo Xuan Vinh; … - 2022

This paper examines the volatility spillovers and the time-frequency dependence between crude oil and stock sectors of US and China. We also rely on the effects of the COVID-19 pandemic on spillover effects and portfolio management. The results reveal evidence of strong positive co-movements...

Persistent link: https://www.econbiz.de/10013290646