Quang Van Tran : Citation Profile


Vysoká Škola Ekonomická v Praze

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Citations

RESEARCH PRODUCTION:

10

Articles

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 1
   Journals where Quang Van Tran has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 2 (15.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptr409
   Updated: 2025-12-13    RAS profile: 2025-04-24    
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Relations with other researchers


Works with:

Brůna, Karel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Quang Van Tran.

Is cited by:

Russo, Angeloantonio (1)

zoundi, zakaria (1)

Janda, Karel (1)

Cites to:

Rudebusch, Glenn (8)

Sensoy, Ahmet (5)

Hamilton, James (5)

Hördahl, Peter (3)

Baumeister, Christiane (3)

Elder, John (3)

GUPTA, RANGAN (3)

Guivarch, Céline (3)

Wu, Jing Cynthia (3)

Wieland, Volker (3)

Hallegatte, Stephane (2)

Main data


Where Quang Van Tran has published?


Journals with more than one article published# docs
Finance Research Letters2
Physica A: Statistical Mechanics and its Applications2

Recent works citing Quang Van Tran (2025 and 2024)


YearTitle of citing document
2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Hasan, Mudassar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

Full description at Econpapers || Download paper

2024Wells or Welfare? Macroeconomic implications of the Canadian oil subsidy. (2024). zoundi, zakaria. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001500.

Full description at Econpapers || Download paper

2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Measuring ESG risks in multi-asset portfolios: Decomposing VaRESG into CVaRESG. (2024). Capelli, Paolo ; Ielasi, Federica ; Russo, Angeloantonio. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007220.

Full description at Econpapers || Download paper

2024Co-Bubble transmission across clean and dirty Cryptocurrencies: Network and portfolio analysis. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000950.

Full description at Econpapers || Download paper

2025The battle of informational efficiency: Cryptocurrencies vs. classical assets. (2025). , Jos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:664:y:2025:i:c:s0378437125000792.

Full description at Econpapers || Download paper

2024Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? A comparative analysis with the S&P 500. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000709.

Full description at Econpapers || Download paper

Works by Quang Van Tran:


YearTitleTypeCited
2023Asymmetric effects of oil price shocks on EUR/USD exchange rate and structural shock decomposition in a BVAR model with sign restriction In: Energy Economics.
[Full Text][Citation analysis]
article1
2022A novel heavy tail distribution of logarithmic returns of cryptocurrencies In: Finance Research Letters.
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article1
2023Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations In: Finance Research Letters.
[Full Text][Citation analysis]
article6
2020The central banks’ ability to control variability of money market interest rates: The case of inflation targeting countries In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article1
2019Discovery of rare event testing for stochastic simulations of diffusion processes In: Physica A: Statistical Mechanics and its Applications.
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article0
2024Renyi entropy based design of heavy tailed distribution for return of financial assets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article1
2018Inflation Targeting and Variability of Money Market Interest Rates Under a Zero Lower Bound In: Czech Journal of Economics and Finance (Finance a uver).
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article0
2024The Effect of the Pandemic and the War in Ukraine on the Riskiness of Financial Investments in Three Central European Countries In: Eastern European Economics.
[Full Text][Citation analysis]
article0
2013Complex Price Dynamics in the Modified Kaldorian Model In: Prague Economic Papers.
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article1
2016Odhad parametrů rozšířeného Kaldorova modelu a analýza stability stacionárního řešení In: Politická ekonomie.
[Full Text][Citation analysis]
article0

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