Publicaciones en colaboración con investigadores/as de Ton Duc Thang University (4)

2021

  1. U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach

    International Journal of Finance and Economics, Vol. 26, Núm. 3, pp. 3569-3587

2020

  1. Dynamic spillover effects among tourism, economic growth and macro-finance risk factors

    Portuguese Economic Journal, Vol. 19, Núm. 3, pp. 173-194

2019

  1. Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility

    Energy Economics, Vol. 84

  2. Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach

    Physica A: Statistical Mechanics and its Applications, Vol. 536