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Hung Do
Hung Do
School of Economics and Finance - Massey University
Verified email at massey.ac.nz
Title
Cited by
Cited by
Year
Covid-19 pandemic and tail-dependency networks of financial assets
TH Le, HX Do, DK Nguyen, A Sensoy
Finance research letters 38, 101800, 2021
702021
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
562020
Learning from SARS: Return and volatility connectedness in COVID-19
E Bissoondoyal-Bheenick, H Do, X Hu, A Zhong
Finance research letters 41, 101796, 2021
432021
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
402016
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
342014
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
272016
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
232015
Dynamic spillover between commodities and commodity currencies during United States QE
PS Yip, R Brooks, HX Do
Energy Economics 66, 399-410, 2017
222017
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
182018
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
162018
Generalized impulse response analysis in a fractionally integrated vector autoregressive model
HX Do, RD Brooks, S Treepongkaruna
Economics Letters 118 (3), 462-465, 2013
152013
Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets
HX Do, R Nepal, T Jamasb
Energy Economics 92, 104947, 2020
132020
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
122020
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
122014
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
92020
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
82020
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
72019
Does oil impact gold during COVID-19 and three other recent crises?
TI Tanin, A Sarker, R Brooks, HX Do
Energy economics 108, 105938, 2022
62022
Sentiment and stock market connectedness: Evidence from the US–China trade war
E Bissoondoyal-Bheenick, H Do, X Hu, A Zhong
International Review of Financial Analysis 80, 102031, 2022
42022
Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management
L Pham, HX Do
Energy Economics, 106106, 2022
32022
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