Browsing by Author Kang S.H.

Showing results 1 to 11 of 11
Issue DateTitleAuthor(s)
2021Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock marketsMensi W.; Al Rababa'a A.R.; Vo X.V.; Kang S.H.
2021Asymmetric volatility connectedness among main international stock markets: A high frequency analysisMensi W.; Maitra D.; Vo X.V.; Kang S.H.
2021Asymmetric volatility connectedness among U.S. stock sectorsMensi W.; Nekhili R.; Vo X.V.; Suleman T.; Kang S.H.
2021Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysisMensi W.; Al-Yahyaee K.H.; Wanas Al-Jarrah I.M.; Vo X.V.; Kang S.H.
2021Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implicationsMensi W.; Al-Yahyaee K.H.; Vo X.V.; Kang S.H.
2021Precious metals, oil, and ASEAN stock markets: From global financial crisis to global health crisisMensi W.; Vo X.V.; Kang S.H.
2021Quantile dependencies between precious and industrial metals futures and portfolio managementMensi W.; Nekhili R.; Vo X.V.; Kang S.H.
2021Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factorMensi W.; Hernandez J.A.; Yoon S.-M.; Vo X.V.; Kang S.H.
2021Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exportersMensi W.; Vo X.V.; Kang S.H.
2021Upside-downside multifractality and efficiency of green bonds: the roles of global factors and COVID-19Mensi W.; Vo X.V.; Kang S.H.
2021Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economiesMensi W.; Shafiullah M.; Vo X.V.; Kang S.H.
Showing results 1 to 11 of 11