Viet Hoang Nguyen
Personal Details
First Name: | Viet Hoang |
Middle Name: | |
Last Name: | Nguyen |
Suffix: | |
RePEc Short-ID: | png132 |
Level 5 Faculty of Business and Economics Building 111 Barry Street, University of Melbourne, Victoria 3010, Australia | |
Affiliation
Melbourne Institute of Applied Economic and Social Research (MIAESR)
Faculty of Business and Economics
University of Melbourne
Melbourne, Australiahttp://www.melbourneinstitute.com/
+61 3 8344 2100
+61 3 8344 2111
The University of Melbourne, Victoria 3010
RePEc:edi:mimelau (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2017. "What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis," Melbourne Institute Working Paper Series wp2017n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Barry Rafferty, 2016.
"Risk and Return Spillovers among the G10 Currencies,"
Melbourne Institute Working Paper Series
wp2016n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Rafferty, Barry, 2016. "Risk and return spillovers among the G10 currencies," Journal of Financial Markets, Elsevier, vol. 31(C), pages 43-62.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen, 2015. "Measuring the Connectedness of the Global Economy," Melbourne Institute Working Paper Series wp2015n07, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2014. "Quantifying Informational Linkages in a Global Model of Currency Spot Markets," Melbourne Institute Working Paper Series wp2014n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2012. "International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach," Melbourne Institute Working Paper Series wp2012n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Viet Hoang Nguyen & Yongcheol Shin, 2011. "Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics," Melbourne Institute Working Paper Series wp2011n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
Articles
- Viet H. Nguyen & Jiao Wang, 2019. "The Australian Economy in 2018–2019: Convergence in Economic Activity across Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 5-18, March.
- Greenwood-Nimmo, Matthew & Huang, Jingong & Nguyen, Viet Hoang, 2019. "Financial sector bailouts, sovereign bailouts, and the transfer of credit risk," Journal of Financial Markets, Elsevier, vol. 42(C), pages 121-142.
- Claus, Edda & Nguyen, Viet Hoang, 2018. "Consumptor economicus: How do consumers form expectations on economic variables?," Journal of Economic Behavior & Organization, Elsevier, vol. 152(C), pages 254-275.
- Tim Robinson & Viet H. Nguyen & Jiao Wang, 2017. "The Australian Economy in 2016–17: Looking Beyond the Apartment Construction Boom," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 50(1), pages 5-20, March.
- Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Rafferty, Barry, 2016.
"Risk and return spillovers among the G10 currencies,"
Journal of Financial Markets, Elsevier, vol. 31(C), pages 43-62.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Barry Rafferty, 2016. "Risk and Return Spillovers among the G10 Currencies," Melbourne Institute Working Paper Series wp2016n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Tim Robinson & Sarantis Tsiaplias & Viet H. Nguyen, 2016. "The Australian Economy in 2015–16: Uncertainties and Challenges," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 49(1), pages 5-19, March.
- Tim Robinson & Sarantis Tsiaplias & Viet H. Nguyen, 2015. "The Australian Economy in 2014–15: An Economy in Transition," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 48(1), pages 1-14, March.
- G.C. Lim & Viet Hoang Nguyen, 2015. "Alternative Weighting Approaches To Computing Indexes Of Economic Activity," Journal of Economic Surveys, Wiley Blackwell, vol. 29(2), pages 287-300, April.
- Guay C. Lim & Viet H. Nguyen & Chew Lian Chua, 2014. "Review of the Australian Economy 2013–14: The Age of Austerity?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 47(1), pages 1-12, March.
- Nguyen, Viet Hoang & Claus, Edda, 2013. "Good news, bad news, consumer sentiment and consumption behavior," Journal of Economic Psychology, Elsevier, vol. 39(C), pages 426-438.
- Matthew Greenwood‐Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2012. "Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(4), pages 554-573, June.
- Guay C. Lim & Chew Lian Chua & Edda Claus & Viet H. Nguyen, 2012. "Review of the Australian Economy 2011–12: A Case of Déjà Vu," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 45(1), pages 1-13, February.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2017.
"What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis,"
Melbourne Institute Working Paper Series
wp2017n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
Cited by:
- Bettendorf, Timo & Heinlein, Reinhold, 2019. "Connectedness between G10 currencies: Searching for the causal structure," Discussion Papers 06/2019, Deutsche Bundesbank.
- Boeckelmann Lukas & Stalla-Bourdillon Arthur, 2021. "Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission," Working papers 798, Banque de France.
- Dungey, Mardi & Harvey, John & Siklos, Pierre & Volkov, Vladimir, 2017.
"Signed spillover effects building on historical decompositions,"
Working Papers
2017-11, University of Tasmania, Tasmanian School of Business and Economics.
- Mardi Dungey & John Harvey & Pierre Siklos & Vladimir Volkov, 2017. "Signed spillover effects building on historical decompositions," CAMA Working Papers 2017-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Barry Rafferty, 2016.
"Risk and Return Spillovers among the G10 Currencies,"
Melbourne Institute Working Paper Series
wp2016n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Rafferty, Barry, 2016. "Risk and return spillovers among the G10 currencies," Journal of Financial Markets, Elsevier, vol. 31(C), pages 43-62.
Cited by:
- Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Rehman, Mobeen Ur, 2018.
"Risk transmitters and receivers in global currency markets,"
Finance Research Letters, Elsevier, vol. 25(C), pages 1-9.
- Syed Jawad Hussain Shahzad & Jose Arreola-Hernandez & Stelios Bekiros & Mobeen Ur Rehman, 2018. "Risk transmitters and receivers in global currency markets," Post-Print hal-01814274, HAL.
- Jozef Baruník & Evžen Kocenda, 2019.
"Total, Asymmetric and Frequency Connectedness Between Oil and Forex Markets,"
CESifo Working Paper Series
7756, CESifo.
- Jozef Barun'ik & Evv{z}en Kov{c}enda, 2018. "Total, asymmetric and frequency connectedness between oil and forex markets," Papers 1805.03980, arXiv.org, revised Feb 2019.
- Jozef Baruník and Ev~en Kocenda, 2019. "Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets," The Energy Journal, International Association for Energy Economics, vol. 0(Special I).
- Matteo Bonato & Rangan Gupta & Chi Keung Marco Lau & Shixuan Wang, 2019.
"Moments-Based Spillovers across Gold and Oil Markets,"
Working Papers
201966, University of Pretoria, Department of Economics.
- Bonato, Matteo & Gupta, Rangan & Lau, Chi Keung Marco & Wang, Shixuan, 2020. "Moments-based spillovers across gold and oil markets," Energy Economics, Elsevier, vol. 89(C).
- Daniel Danau, 2018.
"Prudence and preference for flexibility gain,"
Economics Working Paper Archive (University of Rennes 1 & University of Caen)
2018-05, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS, revised May 2019.
- Daniel Danau, 2017. "Prudence and preference for flexibility gain," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 2017-05, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS, revised Nov 2017.
- Daniel Danau, 2018. "Prudence and preference for flexibility gain," Working Papers hal-01806743, HAL.
- Danau, Daniel, 2020. "Prudence and preference for flexibility gain," European Journal of Operational Research, Elsevier, vol. 287(2), pages 776-785.
- Daniel Danau, 2020. "Prudence and preference for flexibility gain," Post-Print hal-02893487, HAL.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times," IZA Discussion Papers 13274, Institute of Labor Economics (IZA).
- Wen, Tiange & Wang, Gang-Jin, 2020. "Volatility connectedness in global foreign exchange markets," Journal of Multinational Financial Management, Elsevier, vol. 54(C).
- Finta, Marinela Adriana & Aboura, Sofiane, 2020. "Risk premium spillovers among stock markets: Evidence from higher-order moments," Journal of Financial Markets, Elsevier, vol. 49(C).
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2017.
"Asymmetric volatility connectedness on the forex market,"
Journal of International Money and Finance, Elsevier, vol. 77(C), pages 39-56.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2016. "Asymmetric volatility connectedness on forex markets," Papers 1607.08214, arXiv.org.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2017. "Asymmetric volatility connectedness on the forex market," KIER Working Papers 956, Kyoto University, Institute of Economic Research.
- Greenwood-Nimmo, Matthew & Huang, Jingong & Nguyen, Viet Hoang, 2019. "Financial sector bailouts, sovereign bailouts, and the transfer of credit risk," Journal of Financial Markets, Elsevier, vol. 42(C), pages 121-142.
- Bettendorf, Timo & Heinlein, Reinhold, 2019. "Connectedness between G10 currencies: Searching for the causal structure," Discussion Papers 06/2019, Deutsche Bundesbank.
- Alessandra Amendola & Marinella Boccia & Vincenzo Candila & Giampiero M. Gallo, 2020. "Energy and non–energy Commodities: Spillover Effects on African Stock Markets," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 9(4), pages 1-7.
- BenSaïda, Ahmed, 2019. "Good and bad volatility spillovers: An asymmetric connectedness," Journal of Financial Markets, Elsevier, vol. 43(C), pages 78-95.
- Klaus Grobys & Sami Vähämaa, 2020. "Another look at value and momentum: volatility spillovers," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1459-1479, November.
- Restrepo, Natalia & Uribe, Jorge M. & Manotas, Diego, 2018. "Financial risk network architecture of energy firms," Applied Energy, Elsevier, vol. 215(C), pages 630-642.
- Andrada-Félix, Julián & Fernandez-Perez, Adrian & Sosvilla-Rivero, Simón, 2020.
"Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 67(C).
- Julián Andrada-Félix & Adrian Fernandez-Perez & Simón Sosvilla-Rivero, 2019. "“Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”," IREA Working Papers 201912, University of Barcelona, Research Institute of Applied Economics, revised Jul 2019.
- Ngo Thai Hung, 2021. "Volatility Behaviour of the Foreign Exchange Rate and Transmission Among Central and Eastern European Countries: Evidence from the EGARCH Model," Global Business Review, International Management Institute, vol. 22(1), pages 36-56, February.
- Tan Le & Franck Martin & Duc Nguyen, 2018.
"Dynamic connectedness of global currencies: a conditional Granger-causality approach,"
Working Papers
hal-01806733, HAL.
- Tan T. M. Le & Franck Martin & Duc K. Nguyen, 2018. "Dynamic connectedness of global currencies: a conditional Granger-causality approach," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 2018-04, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2017. "What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis," Melbourne Institute Working Paper Series wp2017n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Su, Xianfang, 2020. "Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Chuliá, Helena & Fernández, Julián & Uribe, Jorge M., 2018. "Currency downside risk, liquidity, and financial stability," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 83-102.
- Baklaci, Hasan Fehmi & Aydoğan, Berna & Yelkenci, Tezer, 2020. "Impact of stock market trading on currency market volatility spillovers," Research in International Business and Finance, Elsevier, vol. 52(C).
- Zhang, Dayong, 2017. "Oil shocks and stock markets revisited: Measuring connectedness from a global perspective," Energy Economics, Elsevier, vol. 62(C), pages 323-333.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen, 2015.
"Measuring the Connectedness of the Global Economy,"
Melbourne Institute Working Paper Series
wp2015n07, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
Cited by:
- David Gabauer, 2020. "Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(5), pages 788-796, August.
- Jonathan E. Ogbuabor & God’stime O. Eigbiremolen & Gladys C. Aneke & Manasseh O. Charles, 2018. "Measuring the dynamics of APEC output connectedness," Asian-Pacific Economic Literature, Asia Pacific School of Economics and Government, The Australian National University, vol. 32(1), pages 29-44, May.
- Cipollini, Andrea & Mikaliunaite, Ieva, 2020. "Macro-uncertainty and financial stress spillovers in the Eurozone," Economic Modelling, Elsevier, vol. 89(C), pages 546-558.
- Jozef Barunik & Tomas Krehlik, 2015.
"Measuring the frequency dynamics of financial connectedness and systemic risk,"
Papers
1507.01729, arXiv.org, revised Dec 2017.
- Jozef Baruník & Tomáš Křehlík, 2018. "Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 16(2), pages 271-296.
- Park, Hail & Shin, Yongcheol, 2017. "Exploring international linkages using generalised connectedness measures: The case of Korea," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 49-64.
- Lee, Hahn Shik & Lee, Woo Suk, 2019. "Cross-regional connectedness in the Korean housing market," Journal of Housing Economics, Elsevier, vol. 46(C).
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Barry Rafferty, 2016.
"Risk and Return Spillovers among the G10 Currencies,"
Melbourne Institute Working Paper Series
wp2016n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Rafferty, Barry, 2016. "Risk and return spillovers among the G10 currencies," Journal of Financial Markets, Elsevier, vol. 31(C), pages 43-62.
- Barunik, Jozef & Krehlik, Tomas, 2016. "Measuring the frequency dynamics of financial and macroeconomic connectedness," FinMaP-Working Papers 54, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Finta, Marinela Adriana & Aboura, Sofiane, 2020. "Risk premium spillovers among stock markets: Evidence from higher-order moments," Journal of Financial Markets, Elsevier, vol. 49(C).
- Greenwood-Nimmo, Matthew & Huang, Jingong & Nguyen, Viet Hoang, 2019. "Financial sector bailouts, sovereign bailouts, and the transfer of credit risk," Journal of Financial Markets, Elsevier, vol. 42(C), pages 121-142.
- Matthias Raddant & Dror Y. Kenett, 2017.
"Interconnectedness in the Global Financial Market,"
Papers
1704.01028, arXiv.org, revised Jun 2020.
- Raddant, Matthias & Kenett, Dror, 2016. "Interconnectedness in the global financial market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145560, Verein für Socialpolitik / German Economic Association.
- Raddant, Matthias & Kenett, Dror Y., 2017. "Interconnectedness in the global financial market," Kiel Working Papers 2076, Kiel Institute for the World Economy (IfW).
- Matthias Raddant & Dror Y. Kenett, 2016. "Interconnectedness in the Global Financial Market," Working Papers 16-09, Office of Financial Research, US Department of the Treasury.
- Raddant, Matthias & Kenett, Dror Y., 2021. "Interconnectedness in the global financial market," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Andrada-Félix, Julián & Fernandez-Perez, Adrian & Sosvilla-Rivero, Simón, 2020.
"Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 67(C).
- Julián Andrada-Félix & Adrian Fernandez-Perez & Simón Sosvilla-Rivero, 2019. "“Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”," IREA Working Papers 201912, University of Barcelona, Research Institute of Applied Economics, revised Jul 2019.
- Donal Smith, 2016. "The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach," Discussion Papers 16/07, Department of Economics, University of York.
- Batten, Jonathan A. & Brzeszczynski, Janusz & Ciner, Cetin & Lau, Marco C.K. & Lucey, Brian & Yarovaya, Larisa, 2019. "Price and volatility spillovers across the international steam coal market," Energy Economics, Elsevier, vol. 77(C), pages 119-138.
- Mokni, Khaled & Hammoudeh, Shawkat & Ajmi, Ahdi Noomen & Youssef, Manel, 2020. "Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?," Resources Policy, Elsevier, vol. 69(C).
- Jonathan E. Ogbuabor & Anthony Orji & Gladys C. Aneke & Oyun Erdene-Urnukh, 2016. "Measuring the Real and Financial Connectedness of Selected African Economies with the Global Economy," South African Journal of Economics, Economic Society of South Africa, vol. 84(3), pages 364-399, September.
- Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Uddin, Gazi Salah & Hedström, Axel, 2018. "Precious metal returns and oil shocks: A time varying connectedness approach," Resources Policy, Elsevier, vol. 58(C), pages 77-89.
- Shahzad, Syed Jawad Hussain & Ferrer, Román & Ballester, Laura & Umar, Zaghum, 2017. "Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 9-26.
- Caloia, Francesco Giuseppe & Cipollini, Andrea & Muzzioli, Silvia, 2019. "How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study," Energy Economics, Elsevier, vol. 84(C).
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2014.
"Quantifying Informational Linkages in a Global Model of Currency Spot Markets,"
Melbourne Institute Working Paper Series
wp2014n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
Cited by:
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Barry Rafferty, 2016.
"Risk and Return Spillovers among the G10 Currencies,"
Melbourne Institute Working Paper Series
wp2016n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Rafferty, Barry, 2016. "Risk and return spillovers among the G10 currencies," Journal of Financial Markets, Elsevier, vol. 31(C), pages 43-62.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Barry Rafferty, 2016.
"Risk and Return Spillovers among the G10 Currencies,"
Melbourne Institute Working Paper Series
wp2016n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2012.
"International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach,"
Melbourne Institute Working Paper Series
wp2012n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
Cited by:
- Alexander Chudik & M. Hashem Pesaran, 2014.
"Theory and practice of GVAR modeling,"
Globalization Institute Working Papers
180, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," CESifo Working Paper Series 4807, CESifo.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," Cambridge Working Papers in Economics 1408, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran, 2016. "Theory And Practice Of Gvar Modelling," Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 165-197, February.
- Hail Park & Yongcheol Shin, 2014. "Mapping Korea's International Linkages using Generalised Connectedness Measures," Working Papers 2014-16, Economic Research Institute, Bank of Korea.
- Xue, Huidan & Li, Chenguang & Wang, Liming, 2018. "The Global Vector Error Correction Model application on the dynamics and drivers of the World Butter Export Prices: Evidence from the U.S., the EU, and New Zealand," 2018 Annual Meeting, August 5-7, Washington, D.C. 273971, Agricultural and Applied Economics Association.
- Alexander Chudik & M. Hashem Pesaran, 2014.
"Theory and practice of GVAR modeling,"
Globalization Institute Working Papers
180, Federal Reserve Bank of Dallas.
- Viet Hoang Nguyen & Yongcheol Shin, 2011.
"Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics,"
Melbourne Institute Working Paper Series
wp2011n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
Cited by:
- Lovcha, Yuliya & Perez-Laborda, Alejandro, 2013.
"Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market,"
Journal of International Money and Finance, Elsevier, vol. 35(C), pages 20-35.
- Yuliya Lovcha & Alejandro Perez-Laborda, 2010. "Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market," MNB Working Papers 2010/10, Magyar Nemzeti Bank (Central Bank of Hungary).
- Verheyen, Florian, 2013. "Exchange rate nonlinearities in EMU exports to the US," Economic Modelling, Elsevier, vol. 32(C), pages 66-76.
- Lovcha, Yuliya & Perez-Laborda, Alejandro, 2013.
"Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market,"
Journal of International Money and Finance, Elsevier, vol. 35(C), pages 20-35.
Articles
- Greenwood-Nimmo, Matthew & Huang, Jingong & Nguyen, Viet Hoang, 2019.
"Financial sector bailouts, sovereign bailouts, and the transfer of credit risk,"
Journal of Financial Markets, Elsevier, vol. 42(C), pages 121-142.
Cited by:
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times," IZA Discussion Papers 13274, Institute of Labor Economics (IZA).
- Emanuele Bacchiocchi & Catalin Dragomirescu-Gaina, 2021. "Uncertainty spill-overs: when policy and financial realms overlap," Papers 2102.06404, arXiv.org.
- Claus, Edda & Nguyen, Viet Hoang, 2018.
"Consumptor economicus: How do consumers form expectations on economic variables?,"
Journal of Economic Behavior & Organization, Elsevier, vol. 152(C), pages 254-275.
Cited by:
- Karolina Tura-Gawron & Maria Siranova & Karol Fisikowski, 2018. "ARE CONSUMER INFLATION EXPECTATIONS AN INTERNATIONAL PHENOMENON? Results of spatial panel regressions models," GUT FME Working Paper Series A 50, Faculty of Management and Economics, Gdansk University of Technology.
- Tim Robinson & Viet H. Nguyen & Jiao Wang, 2017.
"The Australian Economy in 2016–17: Looking Beyond the Apartment Construction Boom,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 50(1), pages 5-20, March.
Cited by:
- Xin Yan & Min Chen & Mu-Yen Chen, 2019. "Coupling and Coordination Development of Australian Energy, Economy, and Ecological Environment Systems from 2007 to 2016," Sustainability, MDPI, Open Access Journal, vol. 11(23), pages 1-13, November.
- Tim Robinson & Jiao Wang, 2018. "The Australian Economy in 2017–2018: The Importance of Stronger Non†Mining Business Investment Growth," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(1), pages 5-20, March.
- Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Rafferty, Barry, 2016.
"Risk and return spillovers among the G10 currencies,"
Journal of Financial Markets, Elsevier, vol. 31(C), pages 43-62.
See citations under working paper version above.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Barry Rafferty, 2016. "Risk and Return Spillovers among the G10 Currencies," Melbourne Institute Working Paper Series wp2016n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Tim Robinson & Sarantis Tsiaplias & Viet H. Nguyen, 2015.
"The Australian Economy in 2014–15: An Economy in Transition,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 48(1), pages 1-14, March.
Cited by:
- Arturo Martinez & Francisco Perales, 2017. "The Dynamics of Multidimensional Poverty in Contemporary Australia," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 130(2), pages 479-496, January.
- G.C. Lim & Viet Hoang Nguyen, 2015.
"Alternative Weighting Approaches To Computing Indexes Of Economic Activity,"
Journal of Economic Surveys, Wiley Blackwell, vol. 29(2), pages 287-300, April.
Cited by:
- Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018.
"Measuring the response of gold prices to uncertainty: An analysis beyond the mean,"
Post-Print
hal-01817067, HAL.
- Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018. "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Papers 1806.07623, arXiv.org.
- Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018. "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Economic Modelling, Elsevier, vol. 75(C), pages 105-116.
- Tausch, Arno & Heshmati, Almas, 2014. "Testing an EU-Candidate's Place on the Maps of Global Economic, Political and Social Values: The Case of Turkey," IZA Discussion Papers 8163, Institute of Labor Economics (IZA).
- Amélie Charles & Olivier Darné & Fabien Tripier, 2017. "Uncertainty and the Macroeconomy," Post-Print hal-01549625, HAL.
- Amélie Charles & Olivier Darné & Fabien Tripier, 2018.
"Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator,"
Applied Economics, Taylor & Francis Journals, vol. 50(10), pages 1093-1107, February.
- Amélie Charles & Olivier Darné & Fabien Tripier, 2017. "Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator," Working Papers 2017-25, CEPII research center.
- Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018.
"Measuring the response of gold prices to uncertainty: An analysis beyond the mean,"
Post-Print
hal-01817067, HAL.
- Guay C. Lim & Viet H. Nguyen & Chew Lian Chua, 2014.
"Review of the Australian Economy 2013–14: The Age of Austerity?,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 47(1), pages 1-12, March.
Cited by:
- Jerry Courvisanos & Ameeta Jain & Karim K. Mardaneh, 2016. "Economic Resilience of Regions under Crises: A Study of the Australian Economy," Regional Studies, Taylor & Francis Journals, vol. 50(4), pages 629-643, April.
- Rod Tyers, 2014.
"Asymmetry in Boom-Bust Shocks: Australian Performance with Oligopoly,"
CAMA Working Papers
2014-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Rod Tyers, 2014. "Asymmetry in Boom-Bust Shocks: Australian Performance with Oligopoly," Economics Discussion / Working Papers 14-23, The University of Western Australia, Department of Economics.
- Nguyen, Viet Hoang & Claus, Edda, 2013.
"Good news, bad news, consumer sentiment and consumption behavior,"
Journal of Economic Psychology, Elsevier, vol. 39(C), pages 426-438.
Cited by:
- Shesen Guo & Ganzhou Zhang, 2020. "Using Machine Learning for Analyzing Sentiment Orientations Toward Eight Countries," SAGE Open, , vol. 10(3), pages 21582440209, August.
- Baghestani, Hamid, 2016. "Do gasoline prices asymmetrically affect US consumers’ economic outlook?," Energy Economics, Elsevier, vol. 55(C), pages 247-252.
- Kristoffer Persson, 2020. "Economic Reality, Economic Media and Individuals' Expectations," Papers 2007.13823, arXiv.org.
- Petar Soric & Mateo Zokalj & Marija Logarusic, 2020. "Economic determinants of Croatian consumer confidence: real estate prices vs. macroeconomy," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 18(2B), pages 240-257.
- Miloš Fišar & Tommaso Reggiani & Fabio Sabatini & Jiří Špalek, 2020.
"Media Bias and Tax Compliance: Experimental Evidence,"
MUNI ECON Working Papers
2020-01, Masaryk University.
- Fišar, Miloš & Reggiani, Tommaso G. & Sabatini, Fabio & Špalek, Jiří, 2020. "Media Bias and Tax Compliance: Experimental Evidence," IZA Discussion Papers 12938, Institute of Labor Economics (IZA).
- Konstantina Manou & Panagiotis Palaios & Evangelia Papapetrou, 2019. "Housing wealth, household debt and financial assets: are there implications for consumption?," Working Papers 263, Bank of Greece.
- Sorić, Petar & Lolić, Ivana & Claveria, Oscar & Monte, Enric & Torra, Salvador, 2019. "Unemployment expectations: A socio-demographic analysis of the effect of news," Labour Economics, Elsevier, vol. 60(C), pages 64-74.
- James A Wilcox, 2015. "The Home Purchase Sentiment Index: A New Housing Indicator," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 50(4), pages 178-190, October.
- van Giesen, Roxanne I. & Pieters, Rik, 2019. "Climbing out of an economic crisis: A cycle of consumer sentiment and personal stress," Journal of Economic Psychology, Elsevier, vol. 70(C), pages 109-124.
- Botezat, Alina, 2017. "Austerity plan announcements and the impact on the employees’ wellbeing," Journal of Economic Psychology, Elsevier, vol. 63(C), pages 1-16.
- Garz, Marcel, 2018. "Effects of unemployment news on economic perceptions – Evidence from German Federal States," Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 172-190.
- Marie‐Helene Gagnon & Celine Gimet, 2020. "Unconventional economic policies and sentiment: An international assessment," The World Economy, Wiley Blackwell, vol. 43(6), pages 1544-1591, June.
- S. Heravi & J. Easaw & R. Golinelli, 2016. "Generalized State-Dependent Models: A Multivariate Approach," Working Papers wp1067, Dipartimento Scienze Economiche, Universita' di Bologna.
- Haibin Xie & Shouyang Wang, 2018. "Timing the market: the economic value of price extremes," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 4(1), pages 1-24, December.
- Matthew Greenwood‐Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2012.
"Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(4), pages 554-573, June.
Cited by:
- Jonas Dovern & Martin Feldkircher & Florian Huber, 2015.
"Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR,"
Working Papers
200, Oesterreichische Nationalbank (Austrian Central Bank).
- Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2016. "Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 86-100.
- Dovern, Jonas & Feldkircher, Martin & Huber , Florian, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 0590, University of Heidelberg, Department of Economics.
- Huber, Florian, 2016. "Density forecasting using Bayesian global vector autoregressions with stochastic volatility," International Journal of Forecasting, Elsevier, vol. 32(3), pages 818-837.
- Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber, 2016. "Forecasting with Global Vector Autoregressive Models: a Bayesian Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1371-1391, November.
- Matthieu Bussiere & Alexander Chudik & Giulia Sestieri, 2012.
"Modelling global trade flows: results from a GVAR model,"
Globalization Institute Working Papers
119, Federal Reserve Bank of Dallas.
- Bussière, Matthieu & Chudik, Alexander & Sestieri, Giulia, 2009. "Modelling global trade flows: results from a GVAR model," Working Paper Series 1087, European Central Bank.
- Ludovic Gauvin & Cyril C. Rebillard, 2018.
"Towards recoupling? Assessing the global impact of a Chinese hard landing through trade and commodity price channels,"
The World Economy, Wiley Blackwell, vol. 41(12), pages 3379-3415, December.
- Ludovic Gauvin & Cyril Rebillard, 2015. "Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels," EconomiX Working Papers 2015-21, University of Paris Nanterre, EconomiX.
- Gauvin, Ludovic & Rebillard, Cyril, 2013. "Towards Recoupling? Assessing the Impact of a Chinese Hard Landing on Commodity Exporters: Results from Conditional Forecast in a GVAR Model," MPRA Paper 65457, University Library of Munich, Germany.
- L. Gauvin & C. Rebillard, 2015. "Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels," Working papers 562, Banque de France.
- Konstantakis, Konstantinos N. & Soklis, George & Michaelides, Panayotis G., 2017.
"Tourism expenditures and crisis transmission: a general equilibrium GVAR analysis with network theory,"
LSE Research Online Documents on Economics
83531, London School of Economics and Political Science, LSE Library.
- Konstantakis, Konstantinos N. & Soklis, George & Michaelides, Panayotis G., 2017. "Tourism expenditures and crisis transmission: A general equilibrium GVAR analysis with network theory," Annals of Tourism Research, Elsevier, vol. 66(C), pages 74-94.
- Alexander Chudik & M. Hashem Pesaran, 2014.
"Theory and practice of GVAR modeling,"
Globalization Institute Working Papers
180, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," CESifo Working Paper Series 4807, CESifo.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," Cambridge Working Papers in Economics 1408, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran, 2016. "Theory And Practice Of Gvar Modelling," Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 165-197, February.
- Dovern, Jonas & Huber, Florian, 2015.
"Global Prediction of Recessions,"
Working Papers
0585, University of Heidelberg, Department of Economics.
- Dovern, Jonas & Huber, Florian, 2015. "Global prediction of recessions," Economics Letters, Elsevier, vol. 133(C), pages 81-84.
- Tan, Madeleine Sui-Lay, 2016. "Policy coordination among the ASEAN-5: A global VAR analysis," Journal of Asian Economics, Elsevier, vol. 44(C), pages 20-40.
- Park, Hail & Shin, Yongcheol, 2017. "Exploring international linkages using generalised connectedness measures: The case of Korea," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 49-64.
- Konstantinos Chisiridis & Kostas Mouratidis & Theodore Panagiotidis, 2020.
"The North-South Divide, the Euro and the Worlds,"
GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe
147, Hellenic Observatory, LSE.
- Konstantinos Chisiridis & Kostas Mouratidis & Theodore Panagiotidis, 2018. "The North-South Divide, the Euro and the World," Working Papers 2018015, The University of Sheffield, Department of Economics.
- Konstantinos Chisiridis & Kostas Mouratidis & Theodore Panagiotidis, 2020. "The North-South Divide, the Euro and the World," Working Paper series 20-10, Rimini Centre for Economic Analysis.
- Chisiridis, Konstantinos & Mouratidis, Kostas & Panagiotidis, Theodore, 2020. "The north-south divide, the Euro and the world," LSE Research Online Documents on Economics 104470, London School of Economics and Political Science, LSE Library.
- Konstantinos Chisiridis & Kostas Mouratidis & Theodore Panagiotidis, 2018. "The North-South Divide, the Euro and the World," Working Papers 377, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Michaelides, Panayotis G. & Tsionas, Efthymios G. & Konstantakis, Konstantinos N., 2018. "Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach," MPRA Paper 89998, University Library of Munich, Germany.
- Florian Huber, 2014.
"Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility,"
Department of Economics Working Papers
wuwp179, Vienna University of Economics and Business, Department of Economics.
- Huber, Florian, 2014. "Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility," Department of Economics Working Paper Series 179, WU Vienna University of Economics and Business.
- Florian Huber & Jesus Crespo-Cuaresma & Martin Feldkircher, 2014.
"Forecasting with Bayesian Global Vector Autoregressions,"
ERSA conference papers
ersa14p25, European Regional Science Association.
- Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber, 2014. "Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors," Working Papers 189, Oesterreichische Nationalbank (Austrian Central Bank).
- Cao, Zheng & Li, Gang & Song, Haiyan, 2017. "Modelling the interdependence of tourism demand: The global vector autoregressive approach," Annals of Tourism Research, Elsevier, vol. 67(C), pages 1-13.
- Matkovskyy, Roman, 2012. "Прогнозування Реакції Економіки України На Економічні Шоки В Сусідніх Державах: Глобальна Векторна Авторегресійна Модель «Україна-Сусіди» [Forecasting the Responses of Ukraine to Economic Shocks in," MPRA Paper 44717, University Library of Munich, Germany, revised Nov 2012.
- Hail Park & Yongcheol Shin, 2014. "Mapping Korea's International Linkages using Generalised Connectedness Measures," Working Papers 2014-16, Economic Research Institute, Bank of Korea.
- Mastromarco Camilla & Laura Serlenga & Yongcheol Shin, 2013.
"Globalisation and technological convergence in the EU,"
Journal of Productivity Analysis, Springer, vol. 40(1), pages 15-29, August.
- Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2012. "Globalisation and Technological Convergence in the EU," SERIES 0041, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Mar 2012.
- Graziani, Carlo & Rosner, Robert & Adams, Jennifer M. & Machete, Reason L., 2021. "Probabilistic recalibration of forecasts," International Journal of Forecasting, Elsevier, vol. 37(1), pages 1-27.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen, 2015. "Measuring the Connectedness of the Global Economy," Melbourne Institute Working Paper Series wp2015n07, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Annari de Waal & Renee van Eyden & Rangan Gupta, 2013.
"Do we need a global VAR model to forecast inflation and output in South Africa?,"
Working Papers
201346, University of Pretoria, Department of Economics.
- Annari De Waal & Rene頖an Eyden & Rangan Gupta, 2015. "Do we need a global VAR model to forecast inflation and output in South Africa?," Applied Economics, Taylor & Francis Journals, vol. 47(25), pages 2649-2670, May.
- Feldkircher, Martin & Huber, Florian, 2016. "The international transmission of US shocks—Evidence from Bayesian global vector autoregressions," European Economic Review, Elsevier, vol. 81(C), pages 167-188.
- James Graham, 2014. "'N Sync: how do countries' economies move together?," Reserve Bank of New Zealand Analytical Notes series AN2014/04, Reserve Bank of New Zealand.
- Deniz Sevinc & Edgar Mata Flores, 2021. "Macroeconomic and financial implications of multi‐dimensional interdependencies between OECD countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 741-776, January.
- Jonas Dovern & Martin Feldkircher & Florian Huber, 2015.
"Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR,"
Working Papers
200, Oesterreichische Nationalbank (Austrian Central Bank).
- Guay C. Lim & Chew Lian Chua & Edda Claus & Viet H. Nguyen, 2012.
"Review of the Australian Economy 2011–12: A Case of Déjà Vu,"
Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 45(1), pages 1-13, February.
Cited by:
- Markus H. Hahn & John P. Haisken-DeNew, 2013. "PanelWhiz and the Australian Longitudinal Data Infrastructure in Economics," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 46(3), pages 379-386, September.
- Knop, Stephen J. & Vespignani, Joaquin L., 2014.
"The sectorial impact of commodity price shocks in Australia,"
Working Papers
2014-05, University of Tasmania, Tasmanian School of Business and Economics, revised 2014.
- Stephen J. Knop & Joaquin L. Vespignani, 2014. "The sectorial impact of commodity price shocks in Australia," CAMA Working Papers 2014-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Vespignani, Joaquin L. & Knop, Stephen J, 2014. "The sectorial impact of commodity price shocks in Australia," MPRA Paper 55435, University Library of Munich, Germany.
- Knop, Stephen J. & Vespignani, Joaquin L., 2014. "The sectorial impact of commodity price shocks in Australia," Economic Modelling, Elsevier, vol. 42(C), pages 257-271.
- Alex Y. Lo, 2013. "Household Preference and Financial Commitment to Flood Insurance in South-East Queensland," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 46(2), pages 160-175, June.
- Knop, Stephen J & Vespignani, Joaquin L., 2014. "Industrial Impact of Commodity Price Shocks in Australia," MPRA Paper 104678, University Library of Munich, Germany.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-IFN: International Finance (2) 2011-08-09 2014-08-20
- NEP-NET: Network Economics (2) 2015-04-11 2016-03-23
- NEP-OPM: Open Economy Macroeconomics (2) 2014-08-20 2017-07-30
- NEP-CBA: Central Banking (1) 2011-08-09
- NEP-EEC: European Economics (1) 2017-07-30
- NEP-MAC: Macroeconomics (1) 2015-04-11
- NEP-MON: Monetary Economics (1) 2011-08-09
- NEP-MST: Market Microstructure (1) 2011-08-09
- NEP-RMG: Risk Management (1) 2016-03-23
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Viet Hoang Nguyen should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.