Công trình nghiên cứu khoa học công bố quốc tế năm 2021

15/03/2023

Các ông bố quốc tế của Viện trong năm 2021 

• Huynh, TLD; Wang, M; Vo, VX (2021),ECONOMIC POLICY UNCERTAINTY AND THE BITCOIN MARKET: AN INVESTIGATION IN THE COVID-19 PANDEMIC WITH TRANSFER ENTROPY, SINGAPORE ECONOMIC REVIEW
• Pham, TTT; Nguyen, KS; Nguyen, HH; Nguyen, LT; Vo, VX (2021),Dynamic entrepreneurship, planned innovation, and firm profitability: evidence from a Southeast Asian country, HELIYON
• Le, HT; Vo, XV; Vo, TT (2021),Accruals quality and the cost of debt: Evidence from Vietnam, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
• Rehman, MU; Vo, XV (2021),Integration and volatility spillover amongst banks: a cross-correlation analysis, JOURNAL OF ECONOMIC AND ADMINISTRATIVE SCIENCES
• Nguyen, TT; Vo, XV (2021),Why do the Chinese make direct investment in the Europe? Insights from disaggregated bilateral data, ECONOMICS AND BUSINESS LETTERS
• Hung, NT; Vo, XV (2021),Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
• Salisu, AA; Vo, XV (2021),The behavior of exchange rate and stock returns in high and low interest rate environments, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE
• Ibrahim, M; Vo, XV (2021),Exploring the relationships among innovation, financial sector development and environmental pollution in selected industrialized countries, JOURNAL OF ENVIRONMENTAL MANAGEMENT
• Salisu, AA; Vo, XV (2021),Firm-specific news and the predictability of Consumer stocks in Vietnam, FINANCE RESEARCH LETTERS
• Rehman, MU; Vo, XV (2021),Energy commodities, precious metals and industrial metal markets: A nexus across different investment horizons and market conditions, RESOURCES POLICY
• Luu, HN; Vo, XV (2021),The Impact of Supervisory Stress Tests on Bank Ex-Ante Risk-Taking Behaviour: Empirical Evidence from a Quasi-Natural Experiment, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
• Thu, HT; Tran, HG; Vo, XV (2021),Audit quality, accruals quality and the cost of equity in an emerging market: Evidence from Vietnam, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
• Mensi, W; Rehman, MU; Vo, XV (2021),Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states, RESOURCES POLICY
• Salisu, AA; Raheem, ID; Vo, XV (2021),Assessing the safe haven property of the gold market during COVID-19 pandemic, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
• Salisu, AA; Akanni, LO; Vo, XV (2021),Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE
• Efobi, U; Vo, XV; Orkoh, E (2021),Are there wages from sin? Working conditions spillover from paying bribe in Vietnam, SMALL BUSINESS ECONOMICS
• Yaya, OS; Vo, XV; Olayinka, HA (2021),Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach, RESOURCES POLICY
• Aharon, DY; Umar, Z; Vo, XV (2021),Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies, FINANCIAL INNOVATION
• Mesagan, EP; Vo, XV; Amadi, IP (2021),Symmetric and asymmetric effects of exchange rate: Evidence from capital market and financial sector in Nigeria, JOURNAL OF PUBLIC AFFAIRS
• Bolarinwa, ST; Adegboye, AA; Vo, XV (2021),Is there a nonlinear relationship between financial development and poverty in Africa?, JOURNAL OF ECONOMIC STUDIES
• Bolarinwa, ST; Akinyele, O; Vo, XV (2021),Determinants of nonperforming loans after recapitalization in the Nigerian banking industry: Does efficiency matter?, MANAGERIAL AND DECISION ECONOMICS
• Nekhili, R; Mensi, W; Vo, XV (2021),Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets, RESOURCES POLICY
• Chen, JM; Rehman, MU; Vo, XV (2021),Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning, RESOURCES POLICY
• Aluko, OA; Ibrahim, M; Vo, XV (2021),On the foreign direct investment-economic growth relationship in Africa: does economic freedom mediate this relationship?, INTERNATIONAL JOURNAL OF EMERGING MARKETS
• Raheem, ID; Ajide, KB; Vo, XV (2021),The hype of social capital in the finance-growth nexus, ECONOMIC NOTES
• Mensi, W; Vo, XV; Kang, SH (2021),Precious metals, oil, and ASEAN stock markets: From global financial crisis to global health crisis, RESOURCES POLICY
• Mensi, W; Vo, XV; Kang, SH (2021),Upside-Downside Multifractality and Efficiency of Green Bonds: The Roles of Global Factors and COVID-19, FINANCE RESEARCH LETTERS
• Mensi, W; Vo, XV; Kang, SH (2021),Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters, RESOURCES POLICY
• Salisu, AA; Vo, XV; Lawal, A (2021),Hedging oil price risk with gold during COVID-19 pandemic, RESOURCES POLICY
• Mensi, W; Rehman, MU; Vo, XV (2021),Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management, RESOURCES POLICY
• Hanif, W; Mensi, W; Vo, XV (2021),Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors, FINANCE RESEARCH LETTERS
• Zhao, YP; Umar, Z; Vo, XV (2021),Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate, JOURNAL OF FUTURES MARKETS
• Aluko, OA; Ibrahim, M; Vo, XV (2021),Toward achieving sustainable development: Searching for economic development and globalization thresholds in the foreign direct investment-environmental degradation nexus, SUSTAINABLE DEVELOPMENT
• Bouri, E; Vo, XV; Saeed, T (2021),Return equicorrelation in the cryptocurrency market: Analysis and determinants, FINANCE RESEARCH LETTERS
• Mensi, W; Vo, XV; Kang, SH (2021),Multiscale spillovers, connectedness, and portfolio management among precious and industrial metals, energy, agriculture, and livestock futures, RESOURCES POLICY
• Mortha, A; Taghizadeh-Hesary, F; Vo, XV (2021),The impact of a carbon tax implementation on non-CO2 gas emissions: the case of Japan, AUSTRALASIAN JOURNAL OF ENVIRONMENTAL MANAGEMENT
• Shahbaz, M; Topcu, BA; Sarigul, SS; Vo, XV (2021),The effect of financial development on renewable energy demand: The case of developing countries, RENEWABLE ENERGY
• Vo, XV; Pham, THA; Doan, TN; Luu, HN (2021),Managerial Ability and Bank Lending Behavior, FINANCE RESEARCH LETTERS
• Mensi, W; Lee, YJ; Vo, XV; Yoon, SM (2021),Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
• Ahmed, Z; Cary, M; Shahbaz, M; Vo, XV (2021),Asymmetric nexus between economic policy uncertainty, renewable energy technology budgets, and environmental sustainability: Evidence from the United States, JOURNAL OF CLEANER PRODUCTION
• Qureshi, F; Qureshi, S; Vo, XV; Junejo, I (2021),Revisiting the nexus among foreign direct investment, corruption and growth in developing and developed markets, BORSA ISTANBUL REVIEW
• Mensi, W; Lee, YJ; Vo, XV; Yoon, SM (2021),Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes, RESOURCES POLICY
• Mensi, W; Nekhili, R; Vo, XV; Kang, SH (2021),Good and bad high-frequency volatility spillovers among developed and emerging stock markets, INTERNATIONAL JOURNAL OF EMERGING MARKETS
• Mensi, W; Nekhili, R; Vo, XV; Kang, SH (2021),Quantile dependencies between precious and industrial metals futures and portfolio management, RESOURCES POLICY
• Mensi, W; Hammoudeh, S; Vo, XV; Kang, SH (2021),Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries, JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY
• Bouri, E; Lucey, B; Saeed, T; Vo, XV (2021),The realized volatility of commodity futures: Interconnectedness and determinants, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE
• Dutta, A; Bouri, E; Saeed, T; Vo, XV (2021),Crude oil volatility and the biodiesel feedstock market in Malaysia during the 2014 oil price decline and the COVID-19 outbreak, FUEL
• Mensi, W; Rehman, MU; Hammoudeh, S; Vo, XV (2021),Spillovers between natural gas, gasoline, oil, and stock markets: Evidence from MENA countries, RESOURCES POLICY
• Sharma, R; Shahbaz, M; Kautish, P; Vo, XV (2021),Analyzing the impact of export diversification and technological innovation on renewable energy consumption: Evidences from BRICS nations, RENEWABLE ENERGY
• Vo, XV; Le, TQ; Nguyen, TLA; Luu, HN (2021),Who Could We Blame? The Impact of Strategic Orientations on the Failure of Financial Institutions, REVIEW OF PACIFIC BASIN FINANCIAL MARKETS AND POLICIES
• Mensi, W; Maitra, D; Vo, XV; Kang, SH (2021),Asymmetric volatility connectedness among main international stock markets: A high frequency analysis, BORSA ISTANBUL REVIEW
• Bouri, E; Saeed, T; Vo, XV; Roubaud, D (2021),Quantile connectedness in the cryptocurrency market, JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY
• Sharma, R; Shahbaz, M; Kautish, P; Vo, XV (2021),Does energy consumption reinforce environmental pollution? Evidence from emerging Asian economies, JOURNAL OF ENVIRONMENTAL MANAGEMENT
• Mensi, W; Nekhili, R; Vo, XV; Kang, SH (2021),Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis, ECONOMIC ANALYSIS AND POLICY
• Villanthenkodath, MA; Ansari, MA; Shahbaz, M; Vo, XV (2021),Do tourism development and structural change promote environmental quality? Evidence from India, ENVIRONMENT DEVELOPMENT AND SUSTAINABILITY
• Mensi, W; Al-Yahyaee, KH; Vo, XV; Kang, SH (2021),Dynamic spillover and connectedness between oil futures and European bonds, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
• Mensi, W; Al Rababa'a, AR; Vo, XV; Kang, SH (2021),Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets, ENERGY ECONOMICS
• Mensi, W; Al-Yahyaee, KH; Vo, XV; Kang, SH (2021),Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications, ECONOMIC ANALYSIS AND POLICY
• Yaya, OS; Gil-Alana, LA; Adekoya, OB; Vo, XV (2021),How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses, RESOURCES POLICY
• Tran, LTH; Tu, TTK; Nguyen, TTH; Nguyen, HTL; Vo, XV (2021),Annual report narrative disclosures, information asymmetry and future firm performance: evidence from Vietnam, INTERNATIONAL JOURNAL OF EMERGING MARKETS
• Awolaja, OG; Yaya, OS; Ogbonna, AE; Joseph, SO; Vo, XV (2021),Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function, MIDDLE EAST DEVELOPMENT JOURNAL
• Nguyen, TTH; Naeem, MA; Balli, F; Balli, HO; Vo, XV (2021),Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds, FINANCE RESEARCH LETTERS
• Yasmeen, H; Tan, QM; Zameer, H; Vo, XV; Shahbaz, M (2021),Discovering the relationship between natural resources, energy consumption, gross capital formation with economic growth: Can lower financial openness change the curse into blessing, RESOURCES POLICY
• Mensi, W; Hernandez, JA; Yoon, SM; Vo, XV; Kang, SH (2021),Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
• Bashir, MF; Ma, BJ; Shahbaz, M; Shahzad, U; Vo, XV (2021),Unveiling the heterogeneous impacts of environmental taxes on energy consumption and energy intensity: Empirical evidence from OECD countries, ENERGY
• Rehman, MU; Sensoy, A; Eraslan, V; Shahzad, SJH; Vo, XV (2021),Sensitivity of US equity returns to economic policy uncertainty and investor sentiments, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
• Ali, S; Rehman, MU; Shahzad, SJH; Raza, N; Vo, XV (2021),Financial integration in emerging economies: an application of threshold cointegration, STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS
• Shahzad, SJH; Bouri, E; Ahmad, T; Naeem, MA; Vo, XV (2021),The pricing of bad contagion in cryptocurrencies: A four-factor pricing model, FINANCE RESEARCH LETTERS
• Naeem, MA; Bouri, E; Peng, Z; Shahzad, SJH; Vo, XV (2021),Asymmetric efficiency of cryptocurrencies during COVID19, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
• Mensi, W; Rehman, MU; Maitra, D; Al-Yahyaee, KH; Vo, XV (2021),Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain, RESOURCES POLICY
• Taghizadeh-Hesary, F; Sarker, T; Yoshino, N; Mortha, A; Vo, XV (2021),Quality infrastructure and natural disaster resiliency: A panel analysis of Asia and the Pacific, ECONOMIC ANALYSIS AND POLICY
• Mensi, W; Al-Yahyaee, KH; Al-Jarrah, IMW; Vo, XV; Kang, SH (2021),Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE
• Dang, M; Puwanenthiren, P; Thai, HA; Mazur, M; Jones, E; Vo, XV (2021),Policy uncertainty and seasoned equity offerings methods, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
• Caporin, M; Naeem, MA; Arif, M; Hasan, M; Vo, XV; Shahzad, SJH (2021),Asymmetric and time-frequency spillovers among commodities using high-frequency data, RESOURCES POLICY
• Mohsin, M; Taghizadeh-Hesary, F; Panthamit, N; Anwar, S; Abbas, Q; Vo, XV (2021),Developing Low Carbon Finance Index: Evidence From Developed and Developing Economies, FINANCE RESEARCH LETTERS