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~subject:"Spillover effect"
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Extreme spillovers across Asia...
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Spillover effect
Welt
258
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239
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177
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177
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164
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Vo Xuan Vinh
56
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48
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28
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Ur Rehman, Mobeen
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Muhammad Shafiullah
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3
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ECONIS (ZBW)
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1
The realized volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Vo Xuan Vinh
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
Saved in:
2
Quantile connectedness in the cryptocurrency market
Bouri, Elie
;
Saeed, Tareq
;
Vo Xuan Vinh
;
Roubaud, David
- In:
Journal of international financial markets, …
71
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012800041
Saved in:
3
Spillovers and tail dependence between oil and US sectoral stock markets before and during COVID-19 pandemic
Walid Mensi
;
Hanif, Waqas
;
Bouri, Elie
;
Vo Xuan Vinh
-
2024
Persistent link: https://www.econbiz.de/10015394792
Saved in:
4
Network connectedness of environmental attention : green and dirty assets
Umar, Zaghum
;
Abrar, Afsheen
;
Zaremba, Adam
;
Teplova, …
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014239939
Saved in:
5
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Vo Xuan Vinh
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
6
Quantile dependencies and connectedness between the gold and cryptocurrency markets : effects of the COVID-19 crisis
Mensi, Walid
;
El Khoury, Rim
;
Syed Riaz Mahmood Ali
;
Vo …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014432490
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Vo Xuan Vinh
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
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