An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis[J] TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE 2022(183) Ha, Le Thanh Nham, Nguyen Thi Hong
An application of Bayesian vector heterogeneous autoregressions to study network interlinkages of the crude oil and gold, stock, and cryptocurrency markets during the COVID-19 outbreak[J] ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH 2023(30) Ha, Le Thanh
Total and Net-Directional Connectedness of Cryptocurrencies During the Pre- and Post-COVID-19 Pandemic[J] JOURNAL OF INTERNATIONAL COMMERCE ECONOMICS AND POLICY 2022(13) Ha, Le Thanh Dai, Nguyen Van
