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El sistema financiero en Asia y Australia
Nguyen, Nghia T.; Williams, Jonathan - In: Papeles de economía española 110 (2006), pp. 116-144
Persistent link: https://www.econbiz.de/10003412633
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Financial liberalisation, crisis, and restructuring : a comparative study of bank performance and bank governance in South East Asia
Williams, Jonathan; Nguyen, Nghia - In: Journal of banking & finance 29 (2005) 8/9, pp. 2119-2154
Persistent link: https://www.econbiz.de/10002937202
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Financial liberalisation, crisis, and restructuring: A comparative study of bank performance and bank governance in South East Asia
Williams, Jonathan; Nguyen, Nghia - In: Journal of Banking & Finance 29 (2005) 8-9, pp. 2119-2154
Persistent link: https://www.econbiz.de/10005213918
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Correlation dynamics between Asia-Pacific, EU and US stock returns
Hyde, Stuart; Bredin, Donal; Nguyen, Nghia - In: Asia-Pacific financial markets : integration, …, (pp. 39-61). 2008
Persistent link: https://www.econbiz.de/10003603058
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A dynamic leverage stochastic volatility model
Nguyen, Hoang; Trong-Nghia Nguyen; Minh-Ngoc Tran - 2021
Persistent link: https://www.econbiz.de/10012605430
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A statistical recurrent stochastic volatility model for stock markets
Trong-Nghia Nguyen; Minh-Ngoc Tran; Gunawan, David; … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 414-428
Persistent link: https://www.econbiz.de/10014448201
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A dynamic leverage stochastic volatility model
Nguyen, Hoang; Trong-Nghia Nguyen; Minh-Ngoc Tran - In: Applied economics letters 30 (2023) 1, pp. 97-102
Persistent link: https://www.econbiz.de/10013553004
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Recurrent conditional heteroskedasticity
Trong-Nghia Nguyen; Minh-Ngoc Tran; Kohn, Robert - In: Journal of applied econometrics 37 (2022) 5, pp. 1031-1054
Persistent link: https://www.econbiz.de/10013464647
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Correlation dynamics between Asia-Pacific, EU and US stock returns
Hyde, Stuart J; Bredin, Don P; Nguyen, Nghia - Volkswirtschaftliche Fakultät, … - 2007
This paper investigates the correlation dynamics in the equity markets of 13 Asia-Pacific countries, Europe and the US using the asymmetric dynamic conditional correlation GARCH model (AG-DCC-GARCH) introduced by Cappiello, Engle and Sheppard (2006). We find significant variation in correlation...
Persistent link: https://www.econbiz.de/10005790269
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Exploiting the new opportunities in European payments
Williams, Jonathan - In: Journal of payments strategy & systems 1 (2006/07) 4, pp. 331-341
Persistent link: https://www.econbiz.de/10003688253