Viet Nguyen

Monetary policy shocks from the consumer perspective

E Claus, VH Nguyen

Journal article  |  2020  |  Journal of Monetary Economics

Applying a latent factor model to survey expectations data on economic conditions, unemployment, family finances, and readiness to..

Does location help explain why some people are vulnerable to financial stress?

Guay Lim, Viet Nguyen, Timothy Robinson, Sam Tsiaplias

Report  |  2020

The Australian labour market has been severely impacted by the COVID-19 pandemic, with many workers experiencing loss of employmen..

Quantifying Informational Linkages in a Global Model of Currency Spot Markets

V Nguyen, Matthew Greenwood-Nimmo, Yongcheol Shin

Book Chapter  |  2019

This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fi..

The Australian Economy in 2018-19: Convergence in Economic Activity across Australia

V Nguyen, Jiao Wang

Journal article  |  2019  |  Australian Economic Review

Economic activity in Australia continued to improve in 2017–2018 with growth spreading across the mainland state economies. Labour..

Financial sector bailouts, sovereign bailouts, and the transfer of credit risk

M Greenwood-Nimmo, Jingong Huang, Viet Hoang Nguyen

Journal article  |  2019  |  Journal of Financial Markets

We develop an empirical network model to study credit risk spillovers among a group of eighteen sovereigns and their financial sec..

Consumptor economicus: How do consumers form expectations on economic variables?

V Nguyen, E Claus

Journal article  |  2018  |  Journal of Economic Behavior and Organization

Consumptor economicus, the economic consumer, is more complex than homo economicus. We find consumers form monthly expectations on..

The Australian Economy in 2016-17: Looking Beyond the Apartment Construction Boom

T Robinson, VH Nguyen, J Wang

Journal article  |  2017  |  The Australian Economic Review

The transition in the sources of growth away from the mining sector continued in 2015–2016. However, this transition was narrowly ..

What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis

M GREENWOOD-NIMMO, VIET Nguyen, Y Shin

Report  |  2017

We develop an empirical network model to study bilateral sovereign credit risk spillovers during the European debt crisis. We show..

Risk and return spillovers among the G10 currencies

M Greenwood-Nimmo, VH Nguyen, B Rafferty

Journal article  |  2016  |  Journal of Financial Markets

We study spillovers among daily returns and innovations in the option-implied risk-neutral volatility and skewness of the G10 curr..

The Australian Economy in 2015-16: Uncertainties and Challenges

T Robinson, S Tsiaplias, VH Nguyen

Journal article  |  2016  |  The Australian Economic Review

The article discusses the uncertainties and challenges of the economic condition of Australia in 2015-2016. It outlines the import..