Details about Dr. Duc Thi Luu

Access statistics for papers by Dr. Duc Thi Luu.

Last updated 2025-09-09. Update your information in the RePEc Author Service.

Short-id: plu414

Working Papers

2024

1. An Integral Equation Approach for the Valuation of Finite-maturity margin-call Stock Loans
   Papers, arXiv.org

2022

2. Synchronization patterns in the European Union
   SciencePo Working papers Main, HAL
   Also in GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France (2019) View citations (7)
   SciencePo Working papers Main, HAL (2019) View citations (1)
   SciencePo Working papers Main, HAL (2019)
   Post-Print, HAL (2022) View citations (1)
   Working Papers, HAL (2019) View citations (7)
   See also Journal Article Synchronization patterns in the European Union, Applied Economics, Taylor & Francis Journals (2023) View citations (2) (2023)
3. The multilayer architecture of the global input-output network and its properties
   Papers, arXiv.org View citations (4)
   See also Journal Article The multilayer architecture of the global input-output network and its properties, Journal of Economic Behavior & Organization, Elsevier (2022) View citations (4) (2022)

2021

4. Collateral Unchained: Rehypothecation networks, concentration and systemic effects
   Post-Print, HAL View citations (10)
   Also in SciencePo Working papers Main, HAL (2021) View citations (7)
   Working Papers, HAL (2018) View citations (1)
   Papers, arXiv.org (2018) View citations (6)
   SciencePo Working papers Main, HAL (2018) View citations (1)
   See also Journal Article Collateral Unchained: Rehypothecation networks, concentration and systemic effects, Journal of Financial Stability, Elsevier (2021) View citations (9) (2021)

2018

5. An analysis of systematic risk in worldwide econonomic sentiment indices
   Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics

2017

6. Structural correlations in the Italian overnight money market: An analysis based on network configuration models
   Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (2)

Journal Articles

2025

1. Multilayer interdependencies in the banking system of Japan: correlation dynamics and determinants
   Quantitative Finance, 2025, 25, (6), 973-1006

2023

2. Synchronization patterns in the European Union
   Applied Economics, 2023, 55, (18), 2038-2059 View citations (2)
   See also Working Paper Synchronization patterns in the European Union, SciencePo Working papers Main (2022) (2022)

2022

3. Portfolio Correlations in the Bank-Firm Credit Market of Japan
   Computational Economics, 2022, 60, (2), 529-569 View citations (1)
4. The multilayer architecture of the global input-output network and its properties
   Journal of Economic Behavior & Organization, 2022, 204, (C), 304-341 View citations (4)
   See also Working Paper The multilayer architecture of the global input-output network and its properties, Papers (2022) View citations (4) (2022)

2021

5. Collateral Unchained: Rehypothecation networks, concentration and systemic effects
   Journal of Financial Stability, 2021, 52, (C) View citations (9)
   See also Working Paper Collateral Unchained: Rehypothecation networks, concentration and systemic effects, Post-Print (2021) View citations (10) (2021)

2020

6. An analysis of systemic risk in worldwide economic sentiment indices
   Empirica, 2020, 47, (4), 909-928 View citations (2)

2019

7. Multilayer overlaps and correlations in the bank-firm credit network of Spain
   Quantitative Finance, 2019, 19, (12), 1953-1974 View citations (14)

Undated

8. Identifying patterns in the bank–sector credit network of Spain
   Journal of Network Theory in Finance