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Predicting loss severities for residential mortgage loans : a three-step selection approach

Do, Hung Xuan; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 270 (2018) 1, pp. 246-259

Persistent link: https://www.econbiz.de/10011869001

Does the U.S. export inflation? : evidence from the dynamic inflation spillover between the U.S. and EAGLEs

Nguyen, Thao Thac Thanh; Pham, Son Duy; Li, Xiao-Ming; … - In: International review of economics & finance : IREF 94 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014583705

Nguyen, Quan M. P.; Do, Hung Xuan; Molchanov, Alexander; … - In: International review of financial analysis 86 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014248482

Interconnectedness in the Australian National Electricity Market : A Higher Moment Analysis

Do, Hung Xuan; Nepal, Rabindra; Smyth, Russell - 2020

We examine the risk transmission mechanisms in the interconnected Australian National Electricity Market (NEM). We illustrate that the transmission of extreme events in terms of their magnitude (via skewness) and the likelihood of their occurrence (via kurtosis) should be considered when...

Persistent link: https://www.econbiz.de/10014098107

Financial leverage and stock return comovement

Do, Hung Xuan; Nguyen, Nhut; Quan, Nguyen M. P. - In: Journal of financial markets 60 (2022), pp. 1-27

Persistent link: https://www.econbiz.de/10013397935

Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies : evidence from China

Pham, Son Duy; Nguyen, Thao Thac Thanh; Do, Hung Xuan - In: Energy economics 112 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10013350765

Green bonds and implied volatilities : dynamic causality, spillovers, and implications for portfolio management

Pham, Linh; Do, Hung Xuan - In: Energy economics 112 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013350802

LGBT policy, investor trading behavior, and return comovement

Do, Hung Xuan; Nguyen Huong Giang; Nguyen, Nhut; … - In: Journal of economic behavior & organization : JEBO 196 (2022), pp. 457-483

Persistent link: https://www.econbiz.de/10013382341

Effect of futures trading on the liquidity of underlying stocks : evidence from Vietnam

Pham, Son Duy; Nguyen, Thao Thac Thanh; Do, Hung Xuan - In: Pacific-Basin finance journal 73 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013388994

Multinationals and stock return comovement

Do, Hung Xuan; Nguyen, Nhut; Nguyen, Quan M. P. - In: Global finance journal 52 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013412560