Details about Dr. Duc Thi Luu
Access statistics for papers by Dr. Duc Thi Luu.
Last updated 2024-08-12. Update your information in the RePEc Author Service.
Short-id: plu414
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Working Papers
2024
- An Integral Equation Approach for the Valuation of Finite-maturity margin-call Stock Loans
Papers, arXiv.org
2022
- 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) Working Papers, HAL (2019) View citations (7) SciencePo Working papers Main, HAL (2019) View citations (1) Post-Print, HAL (2022)
See also Journal Article Synchronization patterns in the European Union, Applied Economics, Taylor & Francis Journals (2023) (2023)
- 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
- Collateral Unchained: Rehypothecation networks, concentration and systemic effects
SciencePo Working papers Main, HAL View citations (6)
Also in SciencePo Working papers Main, HAL (2018) View citations (1) Papers, arXiv.org (2018) View citations (6) Post-Print, HAL (2021) View citations (9) Working Papers, 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 (7) (2021)
2018
- An analysis of systematic risk in worldwide econonomic sentiment indices
Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics
2017
- 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
2023
- Synchronization patterns in the European Union
Applied Economics, 2023, 55, (18), 2038-2059
See also Working Paper Synchronization patterns in the European Union, SciencePo Working papers Main (2022) (2022)
2022
- Portfolio Correlations in the Bank-Firm Credit Market of Japan
Computational Economics, 2022, 60, (2), 529-569 View citations (1)
- 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
- Collateral Unchained: Rehypothecation networks, concentration and systemic effects
Journal of Financial Stability, 2021, 52, (C) View citations (7)
See also Working Paper Collateral Unchained: Rehypothecation networks, concentration and systemic effects, SciencePo Working papers Main (2021) View citations (6) (2021)
2020
- An analysis of systemic risk in worldwide economic sentiment indices
Empirica, 2020, 47, (4), 909-928 View citations (2)
2019
- Multilayer overlaps and correlations in the bank-firm credit network of Spain
Quantitative Finance, 2019, 19, (12), 1953-1974 View citations (12)
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