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Institutional investment activities and stock market volatility amid COVID-19 in India

Naik, Pramod Kumar; Shaikh, Imlak; Toan Luu Duc Huynh - In: Economic research 35 (2022) 1,2, pp. 1542-1560

Persistent link: https://www.econbiz.de/10014380903

Portfolio optimization from a Copulas-GJR-GARCH-EVT-CVAR model : empirical evidence from ASEAN stock indexes

Sang Phu Nguyen; Toan Luu Duc Huynh - In: Quantitative finance and economics 3 (2019) 3, pp. 562-585

Persistent link: https://www.econbiz.de/10012176618

How does investor attention influence the green bond market?

Pham, Linh; Toan Luu Duc Huynh - In: Finance research letters 35 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012439066

Diversification in the age of the 4th industrial revolution : the role of artificial intelligence, green bonds and cryptocurrencies

Toan Luu Duc Huynh; Hille, Erik; Nasir, Muhammad Ali - In: Technological forecasting & social change : an … 159 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012519587

Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies : from pre-industrial to the 4th industrial revolution

Thampanya, Natthinee; Nasir, Muhammad Ali; Toan Luu Duc … - In: Technological forecasting & social change : an … 159 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012519591

Financial modelling, risk management of energy instruments and the role of cryptocurrencies

Toan Luu Duc Huynh; Shahbaz, Muhammad; Nasir, Muhammad Ali - In: Financial modeling and risk management of energy and …, (pp. 47-75). 2022

Persistent link: https://www.econbiz.de/10013349915

A new momentum measurement in the Chinese stock market

Li, Yan; Liang, Chao; Toan Luu Duc Huynh - In: Pacific-Basin finance journal 73 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013388944

Contagion Risk Measured by Return Among Cryptocurrencies

Huynh, Toan Luu Duc - 2020

This paper examines the movement of cryptocurrencies' return based on price. This volatility can spread to others of the same kind. Currently, the more cryptocurrencies are traded in market, the more chances are available for investors. The author wonders whether contagion risk among these...

Persistent link: https://www.econbiz.de/10012850452