This study looks into the nonlinear and horizon-dependent influences of global financial stress on Viet Nam’s financial markets using the Fourier Quantile-on-Quantile Regression (FQQR) framework. Financial stress is proxied by the Office of Financial Research Financial Stress Index (FSI), while Viet Nam’s financial mar...
Hưng Thái Ngô, P. Tran, Chi Que Luong· Tạp chí Khoa học Đại học Côn...· 0 citations
This study examines the predictive capacity of the Financial Stress Index (FSI) for major digital asset categories - Bitcoin, DeFi tokens, and NFT tokens - across bearish, normal, and bullish market regimes.
We deploy a rolling-window wavelet quantile Granger causality (RWWQGC) framework capturing time varia...
P. Tran, Hưng Thái Ngô· Digital Transformation and S...· 0 citations
This study examines the impact of green finance on carbon emissions in eleven European countries over the period 2003–2023, using consumption-based CO₂ emissions as the empirical proxy. To capture distributional heterogeneity beyond mean effects, the Method of Moments Quantile Regression (MMQR) is employed, while boots...
P. Tran, Sang The Bui, Tam Chi Trinh· Tạp chí Khoa học Đại học Côn...· 0 citations
This study examines the impact of digital transformation on the environmental dimension of sustainable development in six Southeast Asian countries over the period 2002–2022. Environmental sustainability is proxied by consumption-based CO₂ emissions per capita, with government effectiveness examined as a moderating fac...
Sang The Bui, P. Tran· Tạp chí Khoa học Đại học Côn...· 0 citations
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