Details about Viet Hoang Nguyen

Access statistics for papers by Viet Hoang Nguyen.

Last updated 2024-12-09. Update your information in the RePEc Author Service.

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Working Papers

2024

1. Detecting Statistically Significant Changes in Connectedness: A Bootstrap-based Technique
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
   Also in Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2021)
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2019)
   CESifo Working Paper Series, CESifo (2023) View citations (2)
   See also Journal Article Detecting statistically significant changes in connectedness: A bootstrap-based technique, Economic Modelling, Elsevier (2024) View citations (1) (2024)

2021

2. Opposite Nonlinear Effects of Unemployment and Sentiment on Male and Female Suicide Rates: Evidence from Australia
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
   See also Journal Article Opposite nonlinear effects of unemployment and sentiment on male and female suicide rates: Evidence from Australia, Social Science & Medicine, Elsevier (2022) View citations (4) (2022)

2020

3. On the International Spillover Effects of Country-Specific Financial Sector Bailouts and Sovereign Risk Shocks
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
   See also Journal Article On the International Spillover Effects of Country‐Specific Financial Sector Bailouts and Sovereign Risk Shocks*, The Economic Record, The Economic Society of Australia (2021) (2021)
4. The downside of being upbeat: Consumer cognitive biases can affect real economic activity
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne

2017

5. What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (6)

2016

6. Risk and Return Spillovers among the G10 Currencies
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (94)
   See also Journal Article Risk and return spillovers among the G10 currencies, Journal of Financial Markets, Elsevier (2016) View citations (92) (2016)

2015

7. Measuring the Connectedness of the Global Economy
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (32)
   See also Journal Article Measuring the Connectedness of the Global Economy, International Journal of Forecasting, Elsevier (2021) View citations (33) (2021)

2014

8. Quantifying Informational Linkages in a Global Model of Currency Spot Markets
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (2)

2012

9. International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (6)

2011

10. Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (3)

Journal Articles

2024

1. Detecting statistically significant changes in connectedness: A bootstrap-based technique
   Economic Modelling, 2024, 140, (C) View citations (1)
   See also Working Paper Detecting Statistically Significant Changes in Connectedness: A Bootstrap-based Technique, CAMA Working Papers (2024) View citations (1) (2024)

2023

2. Biased expectations
   European Economic Review, 2023, 154, (C) View citations (1)
3. What is mine is yours: Sovereign risk transmission during the European debt crisis
   Journal of Financial Stability, 2023, 65, (C) View citations (7)

2022

4. Opposite nonlinear effects of unemployment and sentiment on male and female suicide rates: Evidence from Australia
   Social Science & Medicine, 2022, 292, (C) View citations (4)
   See also Working Paper Opposite Nonlinear Effects of Unemployment and Sentiment on Male and Female Suicide Rates: Evidence from Australia, Melbourne Institute Working Paper Series (2021) (2021)
5. The Australian Economy in 2021–2022: The Virus Strikes Back
   Australian Economic Review, 2022, 55, (1), 5-24

2021

6. Measuring the Connectedness of the Global Economy
   International Journal of Forecasting, 2021, 37, (2), 899-919 View citations (33)
   See also Working Paper Measuring the Connectedness of the Global Economy, Melbourne Institute Working Paper Series (2015) View citations (32) (2015)
7. On the International Spillover Effects of Country‐Specific Financial Sector Bailouts and Sovereign Risk Shocks*
   The Economic Record, 2021, 97, (317), 285-309
   See also Working Paper On the International Spillover Effects of Country-Specific Financial Sector Bailouts and Sovereign Risk Shocks, Melbourne Institute Working Paper Series (2020) (2020)
8. The Australian Economy in 2020–21: The COVID‐19 Pandemic and Prospects for Economic Recovery
   Australian Economic Review, 2021, 54, (1), 5-18 View citations (2)

2020

9. Monetary policy shocks from the consumer perspective
   Journal of Monetary Economics, 2020, 114, (C), 159-173 View citations (18)

2019

10. Financial sector bailouts, sovereign bailouts, and the transfer of credit risk
    Journal of Financial Markets, 2019, 42, (C), 121-142 View citations (21)
11. The Australian Economy in 2018–2019: Convergence in Economic Activity across Australia
    Australian Economic Review, 2019, 52, (1), 5-18

2018

12. Consumptor economicus: How do consumers form expectations on economic variables?
    Journal of Economic Behavior & Organization, 2018, 152, (C), 254-275 View citations (6)

2017

13. The Australian Economy in 2016–17: Looking Beyond the Apartment Construction Boom
    Australian Economic Review, 2017, 50, (1), 5-20 View citations (2)

2016

14. Risk and return spillovers among the G10 currencies
    Journal of Financial Markets, 2016, 31, (C), 43-62 View citations (92)
    See also Working Paper Risk and Return Spillovers among the G10 Currencies, Melbourne Institute Working Paper Series (2016) View citations (94) (2016)
15. The Australian Economy in 2015–16: Uncertainties and Challenges
    Australian Economic Review, 2016, 49, (1), 5-19

2015

16. ALTERNATIVE WEIGHTING APPROACHES TO COMPUTING INDEXES OF ECONOMIC ACTIVITY
    Journal of Economic Surveys, 2015, 29, (2), 287-300 View citations (8)
17. The Australian Economy in 2014–15: An Economy in Transition
    Australian Economic Review, 2015, 48, (1), 1-14 View citations (1)

2014

18. Review of the Australian Economy 2013–14: The Age of Austerity?
    Australian Economic Review, 2014, 47, (1), 1-12 View citations (2)

2013

19. Good news, bad news, consumer sentiment and consumption behavior
    Journal of Economic Psychology, 2013, 39, (C), 426-438 View citations (29)

2012

20. Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework
    Journal of Applied Econometrics, 2012, 27, (4), 554-573 View citations (45)
21. Review of the Australian Economy 2011–12: A Case of Déjà Vu
    Australian Economic Review, 2012, 45, (1), 1-13 View citations (4)