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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

If worst comes to worst : co-movement of global stock markets in the US-China trade war

Toan Luu Duc Huynh; Burggraf, Tobias - In: Economics and Business Letters : EBL 9 (2020) 1, pp. 21-30

Persistent link: https://www.econbiz.de/10012156744

Inflation targeting & implications of oil shocks for inflation expectations in oil-importing and exporting economies : evidence from three Nordic Kingdoms

Nasir, Muhammad Ali; Toan Luu Duc Huynh; Yarovaya, Larisa - In: International review of financial analysis 72 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012437435

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

Preventing crash in stock market : the role of economic policy uncertainty during COVID-19

Dai, Peng-Fei; Xiong, Xiong; Liu, Zhifeng; Toan Luu Duc … - In: Financial innovation : FIN 7 (2021), pp. 1-15

This paper investigates the impact of economic policy uncertainty (EPU) on the crash risk of US stock market during the COVID-19 pandemic. To this end, we use the GARCH-S (GARCH with skewness) model to estimate daily skewness as a proxy for the stock market crash risk. The empirical results show...

Persistent link: https://www.econbiz.de/10012510333

Anchoring inflation expectations in the face of oil shocks & in the proximity of ZLB : a tale of two targeters

Nasir, Muhammad Ali; Balsalobre-Lorente, Daniel; Toan … - In: Energy economics 86 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012511586

Gold, platinum, and expected Bitcoin returns

Toan Luu Duc Huynh; Burggraf, Tobias; Wang, Mei - In: Journal of multinational financial management 56 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012597079

Feverish sentiment and global equity markets during the COVID-19 pandemic

Toan Luu Duc Huynh; Foglia, Matteo; Nasir, Muhammad Ali; … - In: Journal of economic behavior & organization : JEBO 188 (2021), pp. 1088-1108

Persistent link: https://www.econbiz.de/10012658939

"Small things matter most" : the spillover effects in the cryptocurrency market and gold as a silver bullet

Toan Luu Duc Huynh; Nasir, Muhammad Ali; Vo Xuan Vinh; … - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012665431

FinTech, SME efficiency and national culture : evidence from OECD countries

Abbasi, Kaleemullah; Alam, Ashraful; Du, Min; Toan Luu … - In: Technological forecasting & social change : an … 163 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012667636