Covid-19 pandemic and tail-dependency networks of financial assets TH Le, HX Do, DK Nguyen, A Sensoy Finance research letters 38, 101800, 2021 | 123 | 2021 |
Forecasting value at risk and expected shortfall with mixed data sampling TH Le International Journal of Forecasting 36 (4), 1362-1379, 2020 | 35 | 2020 |
Effects of the credit boom on the soundness of Vietnamese commercial banks HTK Do, NTM Nguyen, TH Le International Journal of Financial Research 8 (3), 57-73, 2017 | 13 | 2017 |
Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications TH Le, L Pham, HX Do Energy Economics 124, 106787, 2023 | 6 | 2023 |
Systemic risk in ASEAN-6: a new empirical investigation TH Le International Journal of Emerging Markets 17 (8), 2052-2083, 2022 | 6 | 2022 |
International portfolio allocation: The role of conditional higher moments TH Le International Review of Economics & Finance 74, 33-57, 2021 | 6 | 2021 |
Covid-19 pandemic and tail-dependency networks of financial assets. Financ Res Lett 38: 101800 TH Le, HX Do, DK Nguyen, A Sensoy | 5 | 2021 |
Market concentration and competition in Vietnamese banking sector T Le Hai Review of Business and Economics Studies, 67-79, 2015 | 5 | 2015 |
The impacts of capital inflows on bank lending in the ASEAN-6 countries TH Le, N Nguyen, M Pham International Journal of Emerging Markets, 2023 | 4 | 2023 |
Forecasting value-at-risk and expected shortfall in emerging market: does forecast combination help? TH Le The Journal of Risk Finance 25 (1), 160-177, 2024 | 1 | 2024 |
Forecasting VaR and ES in emerging markets: The role of time‐varying higher moments TH Le Journal of Forecasting 43 (2), 402-414, 2024 | | 2024 |
Modeling skewness in portfolio choice TH Le, A Kourtis, R Markellos Journal of Futures Markets 43 (6), 734-770, 2023 | | 2023 |
The Impact of Capital Requirement on Bank Performance: Empirical Evidence from Vietnamese Commercial Banks TH LE, NB NGUYEN, DT NGUYEN The Journal of Asian Finance, Economics and Business 9 (6), 23-32, 2022 | | 2022 |
Bankruptcy Prediction: Evidence from Vietnam DTT Truong, TH Le Prediction and Causality in Econometrics and Related Topics, 379-391, 2022 | | 2022 |