Journal Articles - Business and Management - 2022

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Browsing Journal Articles - Business and Management - 2022 by Author "Ahmad Al-Fadly"
  • Publication
    Assessing Financial Risk Spillover and Panic Impact of Covid-19 on European and Vietnam Stock market
    ( 2022)
    Massoud Moslehpour
    ;
    Ahmad Al-Fadly
    ;
    Syed Ehsanullah
    ;
    Kwong Wing Chong
    ;
    Nguyen Thi My Xuyen
    ;
    Luc Phan Tan
    This study examined the influence of tail risks on global financial markets, which aids in better understanding of the emergence of COVID-19. This study looks at the global and Vietnamese stock markets impacted by the COVID-19 pandemic to identify systemic emergencies. Risk dependent value (CoVaR) and Delta link VaR are two important tail-related risk indicators used in Conditional Bivariate Dynamic Correlation (DCC) (CoVaR). The empirical findings demonstrate that when COVID-19's worldwide spread widens, the volatility transmission of systemic risks across the global stock market and multiple exchanges shifts and becomes more relevant over time. At the time of COVID-19, the world industrial market was larger than the Vietnamese stock market, and the Vietnamese stock market posed a lesser danger to the global market. A closer examination of the link between the Vietnam value-at-risk (VaR) range index sample and the world stock index indicates a significant degree of downside risk integration in key monetary systems, particularly during the COVID-19 era. Our study findings may help regulators, politicians, and portfolio risk managers in Vietnam and worldwide during the unique moment of uncertainty created by the COVID-19 epidemic.
  • Publication
    The nexus among green financial development and renewable energy: investment in the wake of the Covid-19 pandemic
    ( 2022)
    Jianhua Ye
    ;
    Ahmad Al-Fadly
    ;
    Pham Quang Huy
    ;
    Thanh Quang Ngo
    ;
    Doan Dang Phi Hung
    ;
    Nguyen Hoang Tien
    The findings revealed that green credit, green investment, and green securities along with CSR reporting and economic growth have a significant positive nexus with renewable energy investment in the selected emerging economy. These outcomes are helpful for new arrivals to investigate this area in the future along with regulators who want to formulate policies related to green finance and renewable energy usage and investment in the context of emerging and developing countries.