Hung Do
Hung Do
School of Economics and Finance - Massey University
Bestätigte E-Mail-Adresse bei massey.ac.nz
Titel
Zitiert von
Zitiert von
Jahr
Stock and currency market linkages: New evidence from realized spillovers in higher moments
HX Do, R Brooks, S Treepongkaruna, E Wu
International Review of Economics & Finance 42, 167-185, 2016
252016
How does trading volume affect financial return distributions?
HX Do, R Brooks, S Treepongkaruna, E Wu
International Review of Financial Analysis 35, 190-206, 2014
222014
Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis
AS Hasanov, HX Do, MS Shaiban
Energy Economics 57, 16-27, 2016
172016
Dynamic spillover between commodities and commodity currencies during United States QE
PS Yip, R Brooks, HX Do
Energy Economics 66, 399-410, 2017
122017
Dynamic volatility spillover effects between oil and agricultural products
PS Yip, R Brooks, HX Do, DK Nguyen
International Review of Financial Analysis 69, 101465, 2020
112020
Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis
HX Do, R Brooks, S Treepongkaruna
Global Finance Journal 28, 24-37, 2015
102015
The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union
HX Do, R Brooks, S Treepongkaruna, E Wu
International Review of Financial Analysis 34, 5-20, 2014
102014
Predicting loss severities for residential mortgage loans: A three-step selection approach
HX Do, D Rösch, H Scheule
European Journal of Operational Research 270 (1), 246-259, 2018
92018
Generalized impulse response analysis in a fractionally integrated vector autoregressive model
HX Do, RD Brooks, S Treepongkaruna
Economics Letters 118 (3), 462-465, 2013
92013
Volatility spillover between the US, Chinese and Australian stock markets
E Bissoondoyal-Bheenick, R Brooks, W Chi, HX Do
Australian Journal of Management 43 (2), 263-285, 2018
62018
Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market
E Bissoondoyal-Bheenick, R Brooks, HX Do
International Review of Economics & Finance 62, 309-320, 2019
32019
Liquidity constraints, home equity and residential mortgage losses
HX Do, D Rösch, H Scheule
The Journal of Real Estate Finance and Economics 61 (2), 208-246, 2020
22020
Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets
E Bissoondoyal-Bheenick, R Brooks, HX Do, R Smyth
Energy Economics 86, 104689, 2020
22020
Interconnectedness in the Australian National Electricity Market: A Higher‐Moment Analysis
H Do, R Nepal, R Smyth
Economic Record, https://doi.org/10.1111/1475-4932.12563, 2020
12020
Asymmetric Trading Responses to Credit Rating Announcements from Issuer-versus Investor-Paid Rating Agencies
PMQ Nguyen, HX Do, A Molchanov, L Nguyen, NNH Nguyen
Asymmetric Trading Responses to Credit Rating Announcements from Issuer …, 2020
2020
Risk Analysis of Pension Fund Investment Choices
E Bissoondoyal-Bheenick, RD Brooks, HX Do
31st Australasian Finance and Banking Conference, 2018
2018
Modelling sovereign ratings impacts on stock return distributions within a multivariate regime switching long memory framework
H Do, R Brooks, S Treepongkaruna, E Wu
25th Australasian Finance and Banking Conference 2012, 2012
2012
Sovereign Rating Drifts and Economic Cycles: A multivariate regime switching long memory approach
E Bissoondoyal-Bheenick, R Brooks, HX Do
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