8
H index
8
i10 index
375
Citations
University of Melbourne | 8 H index 8 i10 index 375 Citations RESEARCH PRODUCTION: 21 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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 |
|---|---|
| Australian Economic Review | 8 |
| Journal of Financial Markets | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2025 | Multivariate Granger causality between financial markets: Evidence from US, Europe, Asia and Emerging market. (2025). Enow, Samuel Tabot. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:7:y:2025:i:2:p:270-275. Full description at Econpapers || Download paper | |
| 2024 | From Buzz to Bust: How Fake News Shapes the Business Cycle. (2024). Huber, Stefanie ; Fève, Patrick ; Assenza, Tiziana ; Feve, Patrick ; Collard, Fabrice. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:287. Full description at Econpapers || Download paper | |
| 2025 | EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods. (2024). Jiang, Zixiao ; Zhao, Xuanze ; Abdullah, Shamsul Nahar ; Ding, Hongcheng ; Dewi, Deshinta Arrova. In: Papers. RePEc:arx:papers:2408.13214. Full description at Econpapers || Download paper | |
| 2026 | Diffusion Index Forecast with Tensor Data. (2025). Han, Yuefeng ; Chen, Bin ; Yu, Qiyang. In: Papers. RePEc:arx:papers:2511.02235. Full description at Econpapers || Download paper | |
| 2024 | Consumers macroeconomic expectations. (2024). Lamla, Michael ; Dräger, Lena ; Drger, Lena. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:427-451. Full description at Econpapers || Download paper | |
| 2025 | Event-Driven Changes in Volatility Connectedness in Global Forex Markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. 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 ; Albrecht, Peter ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11658. Full description at Econpapers || Download paper | |
| 2025 | Economic Interdependencies in the Great Lakes–St. Lawrence Region: A Dynamic Analysis of Manufacturing Connectedness. (2025). Warin, Thierry ; Trpanier, Martin ; Kader, Adam Abdel. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-25. 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 | Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets. (2025). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gmez-Puig, Marta ; Fernandez-Perez, Adrin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000476. Full description at Econpapers || Download paper | |
| 2025 | From collapse to contagion: How bank failures influence stock markets. (2025). Tepl, Petr ; Bro, Vclav. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000841. Full description at Econpapers || Download paper | |
| 2026 | Volatility spillovers in forex markets and the role of quantitative easing. (2026). Naifar, Nader ; Caporin, Massimiliano ; van Hoang, Thi Hong ; Hussain, Syed Jawad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s106294082500155x. Full description at Econpapers || Download paper | |
| 2026 | On completing the connectedness analysis—A bootstrap-based DCC-GARCH approach. (2026). Wang, Bin ; Cheung, Adrian ; Huai, Jingliang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001664. Full description at Econpapers || Download paper | |
| 2024 | Multivariate spatiotemporal models with low rank coefficient matrix. (2024). Yu, Jihai ; Zhang, Qingzhao ; Lan, Wei ; Fang, Kuangnan ; Pu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002483. Full description at Econpapers || Download paper | |
| 2025 | Central bank communication on social media: What, to whom, and how?. (2025). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002148. Full description at Econpapers || Download paper | |
| 2025 | Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure. (2025). Hong, Yongmiao ; Dai, Siqi ; Li, Haiqi ; Zheng, Chaowen. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001368. Full description at Econpapers || Download paper | |
| 2025 | The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645. 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 ; Gabauer, David ; Zhang, Yunhan ; Ji, Qiang. 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 | |
| 2025 | Dynamic connectedness between crude oil futures and energy industrial bond credit spread: Evidence from China. (2025). Ren, Yi-Shuai ; Klein, Tony ; Jiang, Yong ; Liu, Pei-Zhi ; Weber, Olaf. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001173. Full description at Econpapers || Download paper | |
| 2025 | Geopolitical risk and extreme spillovers among oil-based energy commodities. (2025). Pastorek, Daniel ; Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325008072. Full description at Econpapers || Download paper | |
| 2025 | Unveiling the asymmetric dynamic spillovers in industry bond credit risk: Is the energy industry the prime mover?. (2025). Jiang, Yong ; Klein, Tony ; Ren, Yi-Shuai. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925001012. Full description at Econpapers || Download paper | |
| 2025 | Through the looking glass: Unveiling geopolitical risks and sovereign bond spillovers in the eurozone. (2025). Jiang, Yong ; Dai, Jia-Hang ; Ren, Yi-Shuai ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002777. Full description at Econpapers || Download paper | |
| 2025 | The asymmetric effects of European carbon emission trading system on European stock market returns: The moderating role of oil price uncertainty. (2025). Selmi, Refk ; Tabash, Mosab I ; Sheikh, Umaid A ; Saleh, Mamdouh Abdulaziz ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004119. 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 ; Karim, Sitara ; Naeem, Muhammad Abubakr. 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). Sheikh, Umaid A ; Hammoudeh, Shawkat ; Asadi, Mehrad ; Roubaud, David. 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 ; Albrecht, Peter ; Koenda, Even. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x. Full description at Econpapers || Download paper | |
| 2024 | New evidence of interdependence in forex markets: A connection of connection analysis. (2024). Xu, Xin ; Sun, Xiaotong ; Wu, Tao ; Xuan, Siyuan ; Jia, Nanfei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002758. 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). Feng, Yusen ; Mo, Tingcheng ; Li, Kelong ; Xie, Chi ; Ouyang, Yingbo. 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 | Spillovers in Europe: The role of ESG. (2024). Paterlini, Sandra ; Bax, Karoline ; Bonaccolto, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000068. Full description at Econpapers || Download paper | |
| 2025 | Regional bank failures and volatility transmission. (2025). Wiesen, Thomas ; Lastrapes, William D. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000336. Full description at Econpapers || Download paper | |
| 2024 | Stock, foreign exchange and commodity markets linkages: Implications for risk diversification and portfolio management. (2024). Veloso, Carmen L ; Cornejo, Edinson E ; Seplveda, Sandra M ; Muoz, Jorge A ; Delgado, Carlos L. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s104402832400125x. Full description at Econpapers || Download paper | |
| 2024 | Extreme downside risk connectedness and portfolio hedging among the G10 currencies. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Mensi, Walid ; Brahim, Mariem ; Carlotti, Jean-Etienne ; Aikins, Emmanuel Joel. In: International Economics. RePEc:eee:inteco:v:178:y:2024:i:c:s211070172400026x. Full description at Econpapers || Download paper | |
| 2025 | When fiscal discipline meets macroeconomic stability: The Euro-stability bond. (2025). Raggi, Davide ; Greco, Luciano ; Pintus, Francesco Jacopo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:103:y:2025:i:c:s1042443125000861. Full description at Econpapers || Download paper | |
| 2024 | Trade fragmentation and volatility-of-volatility networks. (2024). JAWADI, Fredj ; BASTIDON, Cécile. 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). Wang, Gang-Jin ; Foglia, Matteo ; Pacelli, Vincenzo ; di Tommaso, Caterina. 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 | |
| 2025 | Risk and return spillovers among developed and emerging market currencies. (2025). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001525. 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 | |
| 2025 | Intraday volatility connectedness on the forex market: the role of uncertainty. (2025). Szafranek, Karol ; Rubaszek, Michał ; Uddin, Gazi Salah. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001330. Full description at Econpapers || Download paper | |
| 2026 | Exchange rate contagion and international trade: Insights from the TENET method. (2026). Han, Kefei ; Zhou, Jiayi ; Xu, Qiuhua ; Kong, Manyu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625002062. Full description at Econpapers || Download paper | |
| 2024 | Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; 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 | Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?. (2024). Pham, Linh ; Kamal, Javed Bin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000266. Full description at Econpapers || Download paper | |
| 2024 | Food-fuel nexus beyond mean-variance: New evidence from a quantile approach. (2024). Etienne, Xiaoli ; Wang, Linjie ; Li, Jian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000606. Full description at Econpapers || Download paper | |
| 2025 | Portfolio implications based on quantile connectedness among cryptocurrency, stock, energy, and safe-haven assets. (2025). Hamori, Shigeyuki ; Zhang, Yulian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000388. Full description at Econpapers || Download paper | |
| 2025 | Block connectedness between the EU-ETS and corporate returns: Evidence from high- and low-emission firms. (2025). Lozano-Reina, Gabriel ; Rey, Diego Rodrguez-Linares ; Lvarez-Diez, Susana ; Baixauli-Soler, Samuel J. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000558. Full description at Econpapers || Download paper | |
| 2025 | Herding effect of both global and local crises in BRICS countries. (2025). Tatomir, Marija ; Hibiki, Norio. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000076. Full description at Econpapers || Download paper | |
| 2024 | Effects of monetary policy on household expectations: The role of homeownership. (2024). Yang, Choongryul ; Xie, Shihan ; Ahn, Hie Joo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000527. Full description at Econpapers || Download paper | |
| 2025 | Do firm expectations respond to monetary policy announcements?. (2025). Mangiante, Giacomo ; Masolo, Riccardo M. ; Di Pace, Federico. In: Journal of Monetary Economics. RePEc:eee:moneco:v:149:y:2025:i:c:s0304393224001016. Full description at Econpapers || Download paper | |
| 2025 | Event-driven changes in volatility connectedness in global forex markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x24000616. Full description at Econpapers || Download paper | |
| 2024 | Mapping fear in financial markets: Insights from dynamic networks and centrality measures. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001197. 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 | |
| 2025 | SDR adjustment and FX liquidity. (2025). Yang, Jimmy J ; Chen, Yu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000484. 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 ; Kang, Sang Hoon ; Alomari, Mohammed ; 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 | Monetary policy and inflation rate in the behavior of consumer sentiment in the us. A fractional integration and cointegration analysis. (2024). Monge, Manuel ; Infante, Juan ; Lazcano, Ana. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:3:s1090944324000450. Full description at Econpapers || Download paper | |
| 2025 | Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk. (2025). Plakandaras, Vasilios ; GUPTA, RANGAN ; Bouri, Elie ; Foglia, Matteo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003466. Full description at Econpapers || Download paper | |
| 2025 | Risk premia-return spillovers among commodity-U.S. equity markets. (2025). Finta, Marinela Adriana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025003326. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric spillover effects in energy markets. (2024). Wohar, Mark ; Tiwari, Aviral ; doğan, buhari ; Adekoya, Oluwasegun B ; Aikins, Emmanuel Joel ; Doan, Buhari. 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 ; Ouyang, Zisheng ; Zhou, Xuewei ; Liu, Shuwen ; Lu, Min. 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 | Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets. (2024). Mishra, Sibanjan ; Kang, Sang Hoon ; Bhattacherjee, Purba. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:1176-1197. 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 | Monetary policy shocks and the high-frequency network connectedness of stock markets. (2024). Caraiani, Petre ; Anghel, Dan Gabriel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005501. Full description at Econpapers || Download paper | |
| 2024 | Dynamic spillover between green cryptocurrencies and stocks: A portfolio implication. (2024). Cui, Jinxin ; Yousaf, Imran ; Ali, Shoaib. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006531. Full description at Econpapers || Download paper | |
| 2025 | Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks. (2025). Xia, Xiaohua ; An, Chaofan ; Liu, Mengai ; Chen, Baifan ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000152. Full description at Econpapers || Download paper | |
| 2024 | Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods. (2024). Raza, Syed ; Anwar, Rija ; Benkraiem, Ramzi ; Guesmi, Khaled. 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 ; Li, Yueshan ; Chen, Shoudong ; 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). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min ; Liu, KE. 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 | |
| 2025 | Crossroads of volatility spillover: Interactions between Islamic and conventional financial systems. (2025). Foglia, Matteo ; Addi, Abdelhamid ; Miglietta, Federica ; Wang, Gang-Jin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004938. Full description at Econpapers || Download paper | |
| 2025 | Event-driven changes in connectedness among commodities and commodity currencies: A quantile, network and probabilistic analysis. (2025). Kočenda, Evžen ; Albrecht, Peter ; de Oliveira, Alexandre Silva ; Koenda, Even ; Ceretta, Paulo Sergio ; Drbek, Michal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000376. 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 | |
| 2025 | What is the impact of natural disasters on sovereign risk? Expect the unexpected!. (2025). Sousa, Ricardo ; Castro, Vtor ; Agnello, Luca ; Hammoudeh, Shawkat. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128535. Full description at Econpapers || Download paper | |
| 2025 | Network Analysis of Volatility Spillovers Between Environmental, Social, and Governance (ESG) Rating Stocks: Evidence from China. (2025). Tian, Miao ; Li, Shuhuai ; Cao, Xianghan ; Wang, Guizhou. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:10:p:1586-:d:1654017. Full description at Econpapers || Download paper | |
| 2024 | Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI. (2024). Uribe, Jorge ; Chuliá, Helena ; Khalili, Sabuhi ; Chulia, Helena. In: IREA Working Papers. RePEc:ira:wpaper:202402. Full description at Econpapers || Download paper | |
| 2025 | Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets. (2025). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gmez-Puig, Marta ; Fernandez-Perez, Adrin. In: IREA Working Papers. RePEc:ira:wpaper:202504. Full description at Econpapers || Download paper | |
| 2025 | Homeownership and Attention to Inflation: Evidence from Information Treatments. (2025). Gorodnichenko, Yuriy ; Piccolo, Jessica. In: IZA Discussion Papers. RePEc:iza:izadps:dp17770. Full description at Econpapers || Download paper | |
| 2025 | Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak. (2025). Su, Fei ; Wang, Feifan ; Xu, Yahua. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-024-09452-z. Full description at Econpapers || Download paper | |
| 2024 | Directed association network analysis on the Standard and Poor’s 500 Index. (2024). Li, Zhaoyang ; Yang, Yuehan. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10331-w. Full description at Econpapers || Download paper | |
| 2025 | Spillover effects and network connectedness among stock markets: evidence from the U.S. and Asia. (2025). Chiang, Shu-Mei ; Kuo, Chen-Yin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01291-3. Full description at Econpapers || Download paper | |
| 2024 | How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence. (2024). GUPTA, RANGAN ; Gabauer, David ; Zhang, Yunhan ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202405. Full description at Econpapers || Download paper | |
| 2025 | Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk. (2025). GUPTA, RANGAN ; Bouri, Elie ; Olaniran, Abeeb. In: Working Papers. RePEc:pre:wpaper:202519. 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 | |
| 2025 | Functional reciprocity of the macroeconomic variables. (2025). Dobrescu, Emilian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2025:i:1:p:40-62. Full description at Econpapers || Download paper | |
| 2024 | Time varying risk aversion and its connectedness: evidence from cryptocurrencies. (2024). Corbet, Shaen ; Hu, Yang ; Hou, Yang ; Oxley, Les. In: Annals of Operations Research. RePEc:spr:annopr:v:338:y:2024:i:2:d:10.1007_s10479-024-06001-9. Full description at Econpapers || Download paper | |
| 2024 | A joint impulse response function for vector autoregressive models. (2024). Wiesen, Thomas ; Beaumont, Paul. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02496-6. Full description at Econpapers || Download paper | |
| 2024 | Time-varying spillovers in high-order moments among cryptocurrencies. (2024). Azimli, Asil. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00612-8. Full description at Econpapers || Download paper | |
| 2024 | Consumer sentiments across G7 and BRICS economies: Are they related?. (2024). Tiwari, Aviral ; Gil-Alana, Luis ; Abakah, Emmanuel ; Carmona-Gonzalez, Nieves ; Aikins, Emmanuel Joel. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:2:d:10.1007_s12197-023-09657-4. Full description at Econpapers || Download paper | |
| 2025 | Micro Knowledge as a Driver for Systemic Emergencies Management: The Case of Xylella in Italy. (2025). Viscecchia, Rosaria ; de Devitiis, Biagia ; Corallo, Angelo ; Signore, Fulvio ; Menegoli, Marta ; Latino, Maria Elena. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-024-02210-6. Full description at Econpapers || Download paper | |
| 2024 | Financial networks of cryptocurrency prices in time-frequency domains. (2024). Fam, Angelo ; Pagnottoni, Paolo ; Kim, Jong-Min. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:2:d:10.1007_s11135-023-01704-w. Full description at Econpapers || Download paper | |
| 2025 | Monetary policy transmission and household indebtedness in Australia. (2025). Javed, Naveed ; Groshenny, Nicolas ; Batsukh, Khuderchuluun. In: TEPP Working Paper. RePEc:tep:teppwp:wp25-02. Full description at Econpapers || Download paper | |
| 2024 | Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries. (2024). Lau, Chi Keung ; Elsayed, Ahmed ; Sheng, Xin ; Downing, Gareth ; Marco, Chi Keung. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1804-1819. Full description at Econpapers || Download paper | |
| 2025 | Japanese stock market sectoral dynamics: A time and frequency analysis. (2025). el Khoury, Rim ; Polat, Onur ; Alshater, Muneer M. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1249-1274. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 12 |
| 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: 12 | 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: 12 | 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: 12 | 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: 12 | 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 | 117 |
| 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: 117 | paper | |
| 2019 | Financial sector bailouts, sovereign bailouts, and the transfer of credit risk In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 23 |
| 2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 11 |
| 2021 | Measuring the Connectedness of the Global Economy In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 76 |
| 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: 76 | 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 | 28 |
| 2020 | Monetary policy shocks from the consumer perspective In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 21 |
| 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 | 46 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team