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Modelling systemically important banks vis-à-vis the basel prudential guidelines

Salim, M. Zulkifli; Daly, Kevin James - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-20

Our paper investigates Indonesia's systemically important banks (SIBs) using theoretical approaches-CoVaR, marginal expected shortfall (MES), and SRISK-to compare with the Basel guidelines as benchmark. We use Indonesian banks' market and supervisory data over the 2008-2019 period. The research...

Persistent link: https://www.econbiz.de/10012622472

Risks and supply chain performance : globalization and COVID-19 perspectives

An Duong Thi Binh; Vo Xuan Vinh; Carvalho, Maria do Sameiro - In: The international journal of productivity and … 72 (2023) 7, pp. 1962-1986

Persistent link: https://www.econbiz.de/10014338866

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

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

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

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

Economic policy uncertainty and the Bitcoin-US stock nexus

Mokni, Khaled; Ajmi, Ahdi Noomen; Bouri, Elie; Vo Xuan Vinh - In: Journal of multinational financial management 57/58 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012597164

Policy uncertainty and seasoned equity offerings methods

Dang, Man; Puwanenthiren, Premkanth; Thai, An; Mazur, … - In: International review of financial analysis 77 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012806322