7
H index
6
i10 index
308
Citations
University of Melbourne | 7 H index 6 i10 index 308 Citations RESEARCH PRODUCTION: 21 Articles 13 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Viet Hoang Nguyen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Australian Economic Review | 8 |
Journal of Financial Markets | 2 |
Year ![]() | Title of citing document ![]() |
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2025 | Event-Driven Changes in Volatility Connectedness in Global Forex Markets. (2025). Kočenda, Evžen ; Koenda, Even ; Albrecht, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11606. Full description at Econpapers || Download paper |
2025 | Event-Driven Changes in Return Connectedness Among Cryptocurrencies. (2025). Kočenda, Evžen ; Koenda, Even ; Albrecht, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11658. Full description at Econpapers || Download paper |
2024 | Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111. Full description at Econpapers || Download paper |
2025 | Economic expectations under the shadow of party polarization: Evidence from 135 government changes. (2025). Guirola, Luis. In: European Economic Review. RePEc:eee:eecrev:v:171:y:2025:i:c:s0014292124002393. Full description at Econpapers || Download paper |
2024 | How connected is the oil-bank network? Firm-level and high-frequency evidence. (2024). GUPTA, RANGAN ; Zhang, Yunhan ; Ji, Qiang ; Gabauer, David. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400392x. Full description at Econpapers || Download paper |
2024 | Does M&A activity spin the cycle of energy prices?. (2024). Kizys, Renatas ; Enilov, Martin ; Wang, Jianuo. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004894. Full description at Econpapers || Download paper |
2024 | Commodity systemic risk and macroeconomic predictions. (2024). Fang, YI ; Zhao, Yang ; Pei, Tiancheng ; Ouyang, Ruolan. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005152. Full description at Econpapers || Download paper |
2024 | Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach. (2024). Gabauer, David ; Chatziantoniou, Ioannis ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005021. Full description at Econpapers || Download paper |
2024 | Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309. Full description at Econpapers || Download paper |
2024 | Volatility connectedness on the central European forex markets. (2024). Kočenda, Evžen ; Koenda, Even ; Albrecht, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x. Full description at Econpapers || Download paper |
2024 | How does tail risk spill over between Chinese and the US stock markets? An empirical study based on multilayer network. (2024). Mo, Tingcheng ; Li, Kelong ; Xie, Chi ; Ouyang, Yingbo ; Feng, Yusen. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004472. Full description at Econpapers || Download paper |
2024 | Spillover between investor sentiment and volatility: The role of social media. (2024). Indriawan, Ivan ; Fernandez-Perez, Adrian ; Yang, NI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005751. Full description at Econpapers || Download paper |
2024 | Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677. Full description at Econpapers || Download paper |
2024 | Spillover among Sovereign Credit Risk and the Role of Climate Uncertainty. (2024). Naifar, Nader. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013077. Full description at Econpapers || Download paper |
2024 | Currency tail risk measurement and spillovers: An improved TENET approach. (2024). Luo, Zihao ; He, Shi ; Yan, Jiahong ; Yu, Huijuan. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s154461232400789x. Full description at Econpapers || Download paper |
2024 | The topological structure of panel variance decomposition networks. (2024). Pagnottoni, Paolo ; Cerchiello, Paola ; Celani, Alessandro. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400007x. Full description at Econpapers || Download paper |
2024 | Trade fragmentation and volatility-of-volatility networks. (2024). Jawadi, Fredj ; Bastidon, Cecile. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001762. Full description at Econpapers || Download paper |
2024 | Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Pacelli, Vincenzo ; Wang, Gang-Jin ; di Tommaso, Caterina ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088. Full description at Econpapers || Download paper |
2024 | And suddenly, the rain! When surprises shape experienced utility. (2024). Figini, Paolo ; Leoni, Veronica ; Vici, Laura. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:771-784. Full description at Econpapers || Download paper |
2024 | Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x. Full description at Econpapers || Download paper |
2024 | International macroeconomic vulnerability. (2024). Garcia, Marcio ; Velloso, Joo ; Guillen, Diogo ; Ribeiro, Bernardo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624000925. Full description at Econpapers || Download paper |
2024 | Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697. Full description at Econpapers || Download paper |
2024 | Tail connectedness: Measuring the volatility connectedness network of equity markets during crises. (2024). Yao, Wenying ; Liu, Junli ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400249x. Full description at Econpapers || Download paper |
2024 | Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks. (2024). Selmi, Refk ; Mensi, Walid ; Alomari, Mohammed ; Kang, Sang Hoon ; Ko, Hee-Un. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:210-228. Full description at Econpapers || Download paper |
2024 | Asymmetric spillover effects in energy markets. (2024). Tiwari, Aviral ; Doan, Buhari ; Aikins, Emmanuel Joel ; Wohar, Mark ; Adekoya, Oluwasegun B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502. Full description at Econpapers || Download paper |
2024 | Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions. (2024). Wang, Gang-Jin ; Zhou, Xuewei ; Ouyang, Zisheng ; Lu, Min ; Liu, Shuwen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:909-928. Full description at Econpapers || Download paper |
2024 | Does the U.S. export inflation? Evidence from the dynamic inflation spillover between the U.S. and EAGLEs. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy ; Do, Hung Xuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004192. Full description at Econpapers || Download paper |
2024 | Navigating median and extreme volatility in stock markets: Implications for portfolio strategies. (2024). Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004994. Full description at Econpapers || Download paper |
2024 | Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods. (2024). Raza, Syed ; Guesmi, Khaled ; Anwar, Rija ; Benkraiem, Ramzi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002647. Full description at Econpapers || Download paper |
2024 | Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Chen, Shoudong ; Li, Yueshan ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203. Full description at Econpapers || Download paper |
2024 | Imported financial risk in global stock markets: Evidence from the interconnected network. (2024). Liu, KE ; Lu, Min ; Zhou, Xuewei ; Ouyang, Zisheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400093x. Full description at Econpapers || Download paper |
2025 | Multiscale cross-sector tail credit risk spillovers in China: Evidence from EEMD-based VAR quantile analysis. (2025). Wu, Xinyu ; Liu, Xiaoli ; Hau, Liya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003957. Full description at Econpapers || Download paper |
2024 | Economic activity and suicides: Causal evidence from macroeconomic shocks in England and Wales. (2024). Mishra, Tapas ; Morgan, Sara ; Lepori, Gabriele M ; Assarian, Borna A. In: Social Science & Medicine. RePEc:eee:socmed:v:342:y:2024:i:c:s027795362300895x. Full description at Econpapers || Download paper |
2024 | How Do Global Shocks Affect Australia?. (2024). Beckers, Benjamin ; Hendy, Patrick. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2024-10. Full description at Econpapers || Download paper |
2024 | Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries. (2024). Marco, Chi Keung ; Downing, Gareth ; Elsayed, Ahmed H ; Sheng, Xin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1804-1819. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2012 | Review of the Australian Economy 2011–12: A Case of Déjà Vu In: Australian Economic Review. [Full Text][Citation analysis] | article | 5 |
2014 | Review of the Australian Economy 2013–14: The Age of Austerity? In: Australian Economic Review. [Full Text][Citation analysis] | article | 2 |
2015 | The Australian Economy in 2014–15: An Economy in Transition In: Australian Economic Review. [Full Text][Citation analysis] | article | 1 |
2016 | The Australian Economy in 2015–16: Uncertainties and Challenges In: Australian Economic Review. [Full Text][Citation analysis] | article | 0 |
2017 | The Australian Economy in 2016–17: Looking Beyond the Apartment Construction Boom In: Australian Economic Review. [Full Text][Citation analysis] | article | 2 |
2019 | The Australian Economy in 2018–2019: Convergence in Economic Activity across Australia In: Australian Economic Review. [Full Text][Citation analysis] | article | 0 |
2021 | The Australian Economy in 2020–21: The COVID‐19 Pandemic and Prospects for Economic Recovery In: Australian Economic Review. [Full Text][Citation analysis] | article | 1 |
2022 | The Australian Economy in 2021–2022: The Virus Strikes Back In: Australian Economic Review. [Full Text][Citation analysis] | article | 0 |
2021 | On the International Spillover Effects of Country‐Specific Financial Sector Bailouts and Sovereign Risk Shocks* In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
2020 | On the International Spillover Effects of Country-Specific Financial Sector Bailouts and Sovereign Risk Shocks.(2020) In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2015 | ALTERNATIVE WEIGHTING APPROACHES TO COMPUTING INDEXES OF ECONOMIC ACTIVITY In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 7 |
2023 | Does the Spillover Index Respond to Adverse Shocks? A Bootstrap-Based Probabilistic Analysis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2024 | Detecting statistically significant changes in connectedness: A bootstrap-based technique.(2024) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2024 | Detecting Statistically Significant Changes in Connectedness: A Bootstrap-based Technique.(2024) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | Does the Spillover Index Respond Significantly to Systemic Shocks? A Bootstrap-Based Probabilistic Analysis.(2021) In: Working Papers IES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2019 | Does the Spillover Index Reflect Systemic Shocks? A Bootstrap-Based Probabilistic Analysis.(2019) In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2023 | Biased expectations In: European Economic Review. [Full Text][Citation analysis] | article | 1 |
2016 | Risk and return spillovers among the G10 currencies In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 95 |
2016 | Risk and Return Spillovers among the G10 Currencies.(2016) In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | paper | |
2019 | Financial sector bailouts, sovereign bailouts, and the transfer of credit risk In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 19 |
2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 6 |
2021 | Measuring the Connectedness of the Global Economy In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 60 |
2015 | Measuring the Connectedness of the Global Economy.(2015) In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
2018 | Consumptor economicus: How do consumers form expectations on economic variables? In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 3 |
2013 | Good news, bad news, consumer sentiment and consumption behavior In: Journal of Economic Psychology. [Full Text][Citation analysis] | article | 27 |
2020 | Monetary policy shocks from the consumer perspective In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 14 |
2022 | Opposite nonlinear effects of unemployment and sentiment on male and female suicide rates: Evidence from Australia In: Social Science & Medicine. [Full Text][Citation analysis] | article | 4 |
2021 | Opposite Nonlinear Effects of Unemployment and Sentiment on Male and Female Suicide Rates: Evidence from Australia.(2021) In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2011 | Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2012 | International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2014 | Quantifying Informational Linkages in a Global Model of Currency Spot Markets In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2017 | What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2020 | The downside of being upbeat: Consumer cognitive biases can affect real economic activity In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2012 | Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 43 |
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