Viet Hoang Nguyen
Finance · 2016
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 23 citations into it
- Economics and Econometrics — 19 citations into it; #17,907 of 23,481 by trust here, #20,730 by citations
Whom Viet Hoang Nguyen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Viet Hoang Nguyen overall
Papers from Viet Hoang Nguyen's perspective
Ordered by how strongly the researchers Viet Hoang Nguyen trusts endorse each paper. Same corpus, a different order for every researcher.
- Common Risk Factors in Currency Markets
- A test for volatility spillover with application to exchange rates
- Spanning and Derivative-Security Valuation
- Crash-Neutral Currency Carry Trades
- Ex Ante Skewness and Expected Stock Returns
- Predictability of Currency Carry Trades and Asset Pricing Implications
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- On the Predictability of Stock Returns: An Asset-Allocation Perspective
- A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
Their papers
- Risk and Return Spillovers Among the G10 Currencies (2016) — 167 citations