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Spillovers and portfolio management between the uncertainty indices of oil and gold and G7 stock markets

Mensi, Walid; Ziadat, Salem Adel; Vo Xuan Vinh; Kang, … - In: Computational economics 64 (2024) 4, pp. 2233-2262

Persistent link: https://www.econbiz.de/10015144010

Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets

Mensi, Walid; Gubareva, Mariya; Ko, Hee-Un; Vo Xuan Vinh; … - In: Financial innovation : FIN 9 (2023) 1, pp. 1-27

This study investigates tail dependence among five major cryptocurrencies, namely Bitcoin, Ethereum, Litecoin, Ripple, and Bitcoin Cash, and uncertainties in the gold, oil, and equity markets. Using the cross-quantilogram method and quantile connectedness approach, we identify cross-quantile...

Persistent link: https://www.econbiz.de/10014289114

Can COVID-19 deaths and confirmed cases predict the uncertainty indexes? : a multiscale analysis

Mensi, Walid; Vo Xuan Vinh; Kang, Sang Hoon - In: Studies in economics and finance 40 (2023) 3, pp. 569-587

Persistent link: https://www.econbiz.de/10014252637

Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?

Mensi, Walid; Kamal, Md Rajib; Vo Xuan Vinh; 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

Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions

Ur Rehman, Mobeen; Ghardallou, Wafa; Ahmad, Nasir; Vo … - In: Risk management : an international journal 26 (2024) 1, pp. 1-49

Persistent link: https://www.econbiz.de/10014478847

Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond

Mensi, Walid; Ur Rehman, Mobeen; Vo Xuan Vinh - In: International review of financial analysis 81 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013411188

Profitability and risk in relation to income diversification of Vietnamese commercial banking system

Vo Xuan Vinh; Tran Thi Phuong Mai - In: Journal of economic development 23 (2016) 2, pp. 61-76

Persistent link: https://www.econbiz.de/10011647697

Collusive behaviour, risk and performance of tourism firms

Vu Quang Trinh; Neelu Seetaram; Duong, Kiet Tuan; Vo … - In: Tourism economics : the business and finance of tourism … 29 (2023) 8, pp. 2103-2128

Persistent link: https://www.econbiz.de/10014580619

Sensitivity of US equity returns to economic policy uncertainty and investor sentiments

Ur Rehman, Mobeen; Sensoy, Ahmet; Eraslan, Veysel; … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012822120

Abnormal returns and idiosyncratic volatility puzzle : an empirical investigation in Vietnam stock market

Vo Xuan Vinh; Van Phong Vo; Thanh Phuc Nguyen - In: Cogent economics & finance 8 (2020) 1, pp. 1-25

This paper aims to examine the relation between idiosyncratic volatility (IVOL) and stock returns with full-sample and conditional alpha sub-samples in Vietnam stock market covering the period from January 2008 to December 2018. We test the IVOL effect on stock returns employing Fama-Macbeth...

Persistent link: https://www.econbiz.de/10012219258