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Dr. Duc Thi Luu

Personal Details

First Name:Duc Thi
Middle Name:
Last Name:Luu
Suffix:
RePEc Short-ID:plu414
[This author has chosen not to make the email address public]
https://scholar.google.com/citations?user=KAZejjkAAAAJ&hl=en
Terminal Degree:2017 Institut für Volkswirtschaftslehre; Christian-Albrechts-Universität Kiel (from RePEc Genealogy)

Affiliation

(50%) Institut für Volkswirtschaftslehre
Christian-Albrechts-Universität Kiel

Kiel, Germany
http://www.vwl.uni-kiel.de/
RePEc:edi:vakiede (more details at EDIRC)

(50%) Centre de recherche en Économie (OFCE)
Sciences économiques
Sciences Po

Paris, France
http://www.ofce.sciences-po.fr/
RePEc:edi:ofcspfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Minh-Quan Nguyen & Nhat-Tan Le & Khuong Nguyen-An & Duc-Thi Luu, 2024. "An Integral Equation Approach for the Valuation of Finite-maturity margin-call Stock Loans," Papers 2407.14728, arXiv.org.
  2. Rosanna Grassi & Paolo Bartesaghi & Gian Paolo Clemente & Duc Thi Luu, 2021. "The multilayer architecture of the global input-output network and its properties," Papers 2109.02946, arXiv.org, revised Nov 2022.
  3. Mattia Guerini & Duc Thi Luu & Mauro Napoletano, 2019. "Synchronization Patterns in the European Union," GREDEG Working Papers 2019-30, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  4. Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Papers 1802.02127, arXiv.org.
  5. Luu, Duc Thi & Yanovski, Boyan & Lux, Thomas, 2018. "An analysis of systematic risk in worldwide econonomic sentiment indices," Economics Working Papers 2018-03, Christian-Albrechts-University of Kiel, Department of Economics.
  6. Luu, Duc Thi & Lux, Thomas & Yanovski, Boyan, 2017. "Structural correlations in the Italian overnight money market: An analysis based on network configuration models," Economics Working Papers 2017-02, Christian-Albrechts-University of Kiel, Department of Economics.

Articles

  1. Mattia Guerini & Duc Thi Luu & Mauro Napoletano, 2023. "Synchronization patterns in the European Union," Applied Economics, Taylor & Francis Journals, vol. 55(18), pages 2038-2059, April.
  2. Duc Thi Luu, 2022. "Portfolio Correlations in the Bank-Firm Credit Market of Japan," Computational Economics, Springer;Society for Computational Economics, vol. 60(2), pages 529-569, August.
  3. Bartesaghi, Paolo & Clemente, Gian Paolo & Grassi, Rosanna & Luu, Duc Thi, 2022. "The multilayer architecture of the global input-output network and its properties," Journal of Economic Behavior & Organization, Elsevier, vol. 204(C), pages 304-341.
  4. Luu, Duc Thi & Napoletano, Mauro & Barucca, Paolo & Battiston, Stefano, 2021. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Journal of Financial Stability, Elsevier, vol. 52(C).
  5. Thomas Lux & Duc Thi Luu & Boyan Yanovski, 2020. "An analysis of systemic risk in worldwide economic sentiment indices," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(4), pages 909-928, November.
  6. Duc Thi Luu & Thomas Lux, 2019. "Multilayer overlaps and correlations in the bank-firm credit network of Spain," Quantitative Finance, Taylor & Francis Journals, vol. 19(12), pages 1953-1974, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Rosanna Grassi & Paolo Bartesaghi & Gian Paolo Clemente & Duc Thi Luu, 2021. "The multilayer architecture of the global input-output network and its properties," Papers 2109.02946, arXiv.org, revised Nov 2022.

    Cited by:

    1. Zhuoming Ren & Wenli Du & Ziyi Zhao & Li Zhao & Tongfeng Weng, 2024. "Strategies for selecting trading partners based on economic complexity of international trade networks: A comparison between Chinese and the US markets," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-12, December.
    2. Guzel Salimova & Alisa Ableeva & Rasul Gusmanov & Aidar Sharafutdinov & Gulnara Nigmatullina, 2024. "Employment in the Digital Economy Development: Regional Clustering," Public Organization Review, Springer, vol. 24(1), pages 141-160, March.
    3. Arcagni, Alberto & Cerqueti, Roy & Grassi, Rosanna, 2024. "Higher-order assortativity for directed weighted networks and Markov chains," European Journal of Operational Research, Elsevier, vol. 316(1), pages 215-227.
    4. Maulana, Ardian & Hokky, Situngkir, 2024. "Exploring The Spatial Structure of Interregional Supply Chain: A Multilayer Network Approach," MPRA Paper 121129, University Library of Munich, Germany.

  2. Mattia Guerini & Duc Thi Luu & Mauro Napoletano, 2019. "Synchronization Patterns in the European Union," GREDEG Working Papers 2019-30, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.

    Cited by:

    1. Claudio Barbieri & Mattia Guerini & Mauro Napoletano, 2021. "The Anatomy of Government Bond Yields Synchronization in the Eurozone," LEM Papers Series 2021/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    2. Emanuele De Meo & Giacomo Tizzanini, 2021. "GDP‐network CoVaR: A tool for assessing growth‐at‐risk," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 50(2), July.
    3. Lucio Biggiero & Roberto Urbani, 2022. "Testing the convergence hypothesis: a longitudinal and cross-sectional analysis of the world trade web through social network and statistical analyses," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 713-777, July.
    4. Agnieszka Gehringer & Jörg König, 2021. "Recent Patterns of Economic Alignment in the European (Monetary) Union," JRFM, MDPI, vol. 14(8), pages 1-23, August.

  3. Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Papers 1802.02127, arXiv.org.

    Cited by:

    1. Gianluca Pallante & Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2024. "Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model," GREDEG Working Papers 2024-10, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    2. Jean-Luc Gaffard & Mauro Napoletano, 2018. "Hétérogénéité des agents, interconnexions financières et politique monétaire : une approche non conventionnelle," SciencePo Working papers Main hal-03458429, HAL.
    3. Jean-Luc Gaffard & Mauro Napoletano, 2018. "Market disequilibrium, monetary policy, and financial markets : insights from new tools," Documents de Travail de l'OFCE 2018-21, Observatoire Francais des Conjonctures Economiques (OFCE).
    4. Javier Sánchez García & Salvador Cruz Rambaud, 2024. "The network econometrics of financial concentration," Review of Managerial Science, Springer, vol. 18(7), pages 2007-2045, July.
    5. Roncoroni, Alan & Battiston, Stefano & Escobar-Farfán, Luis O.L. & Martinez-Jaramillo, Serafin, 2021. "Climate risk and financial stability in the network of banks and investment funds," Journal of Financial Stability, Elsevier, vol. 54(C).
    6. Justus Inhoffen & Iman van Lelyveld, 2023. "Safe Asset Scarcity and Re-use in the European Repo Market," Discussion Papers of DIW Berlin 2050, DIW Berlin, German Institute for Economic Research.
    7. Mauro Napoletano & Eric Guerci & Nobuyuki Hanaki, 2018. "Recent advances in financial networks and agent-based model validation," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 1-7, April.
    8. Minh-Quan Nguyen & Nhat-Tan Le & Khuong Nguyen-An & Duc-Thi Luu, 2024. "An Integral Equation Approach for the Valuation of Finite-maturity margin-call Stock Loans," Papers 2407.14728, arXiv.org.
    9. David Aikman & Daniel Beale & Adam Brinley-Codd & Anne-Caroline Hüser & Giovanni Covi & Caterina Lepore, 2023. "Macro-Prudential Stress Test Models: A Survey," IMF Working Papers 2023/173, International Monetary Fund.
    10. Hüser, Anne-Caroline & Lepore, Caterina & Veraart, Luitgard, 2021. "How does the repo market behave under stress? Evidence from the Covid-19 crisis," Bank of England working papers 910, Bank of England, revised 18 Jun 2021.
    11. Yan, Guan & Liu, Zhidong, 2023. "Interconnectedness of financial institutions based on pledged shares in China," Finance Research Letters, Elsevier, vol. 57(C).

  4. Luu, Duc Thi & Lux, Thomas & Yanovski, Boyan, 2017. "Structural correlations in the Italian overnight money market: An analysis based on network configuration models," Economics Working Papers 2017-02, Christian-Albrechts-University of Kiel, Department of Economics.

    Cited by:

    1. Bartesaghi, Paolo & Clemente, Gian Paolo & Grassi, Rosanna & Luu, Duc Thi, 2022. "The multilayer architecture of the global input-output network and its properties," Journal of Economic Behavior & Organization, Elsevier, vol. 204(C), pages 304-341.
    2. Tiziano Squartini & Guido Caldarelli & Giulio Cimini & Andrea Gabrielli & Diego Garlaschelli, 2018. "Reconstruction methods for networks: the case of economic and financial systems," Papers 1806.06941, arXiv.org.

Articles

  1. Mattia Guerini & Duc Thi Luu & Mauro Napoletano, 2023. "Synchronization patterns in the European Union," Applied Economics, Taylor & Francis Journals, vol. 55(18), pages 2038-2059, April.
    See citations under working paper version above.
  2. Duc Thi Luu, 2022. "Portfolio Correlations in the Bank-Firm Credit Market of Japan," Computational Economics, Springer;Society for Computational Economics, vol. 60(2), pages 529-569, August.

    Cited by:

    1. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model," Working Papers, Department of Economics 2022_01, University of São Paulo (FEA-USP), revised 21 Jan 2022.

  3. Bartesaghi, Paolo & Clemente, Gian Paolo & Grassi, Rosanna & Luu, Duc Thi, 2022. "The multilayer architecture of the global input-output network and its properties," Journal of Economic Behavior & Organization, Elsevier, vol. 204(C), pages 304-341.
    See citations under working paper version above.
  4. Luu, Duc Thi & Napoletano, Mauro & Barucca, Paolo & Battiston, Stefano, 2021. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Journal of Financial Stability, Elsevier, vol. 52(C).
    See citations under working paper version above.
  5. Thomas Lux & Duc Thi Luu & Boyan Yanovski, 2020. "An analysis of systemic risk in worldwide economic sentiment indices," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(4), pages 909-928, November.

    Cited by:

    1. Duc Thi Luu, 2022. "Portfolio Correlations in the Bank-Firm Credit Market of Japan," Computational Economics, Springer;Society for Computational Economics, vol. 60(2), pages 529-569, August.
    2. Guido Macas-Acosta & Genesis Macas-Lituma & Arnaldo Vergara-Romero, 2022. "The Internal and External Factors That Determined Private Investment in Ecuador 2007–2020," Economies, MDPI, vol. 10(10), pages 1-11, October.

  6. Duc Thi Luu & Thomas Lux, 2019. "Multilayer overlaps and correlations in the bank-firm credit network of Spain," Quantitative Finance, Taylor & Francis Journals, vol. 19(12), pages 1953-1974, December.

    Cited by:

    1. Gianluca Pallante & Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2024. "Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model," GREDEG Working Papers 2024-10, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    2. Mishra, Abinash & Srivastava, Pranjal & Chakrabarti, Anindya S., 2020. "'Too central to fail' firms in bi-layered financial networks: Evidence of linkages from the US corporate bond and stock markets," IIMA Working Papers WP 2020-06-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
    3. Bartesaghi, Paolo & Clemente, Gian Paolo & Grassi, Rosanna & Luu, Duc Thi, 2022. "The multilayer architecture of the global input-output network and its properties," Journal of Economic Behavior & Organization, Elsevier, vol. 204(C), pages 304-341.
    4. Duc Thi Luu, 2022. "Portfolio Correlations in the Bank-Firm Credit Market of Japan," Computational Economics, Springer;Society for Computational Economics, vol. 60(2), pages 529-569, August.
    5. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model," Working Papers, Department of Economics 2022_01, University of São Paulo (FEA-USP), revised 21 Jan 2022.
    6. Landaberry, Victoria & Caccioli, Fabio & Rodriguez-Martinez, Anahi & Baron, Andrea & Martinez-Jaramillo, Serafin & Lluberas, Rodrigo, 2021. "The contribution of the intra-firm exposures network to systemic risk," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(2).
    7. Alexandre, Michel & Silva, Thiago Christiano & Michalak, Krzysztof & Rodrigues, Francisco Aparecido, 2023. "Does the default pecking order impact systemic risk? Evidence from Brazilian data," European Journal of Operational Research, Elsevier, vol. 309(3), pages 1379-1391.
    8. Shi, Huai-Long & Chen, Huayi, 2024. "Understanding co-movements based on heterogeneous information associations," International Review of Financial Analysis, Elsevier, vol. 94(C).
    9. Yan, Guan & Liu, Zhidong, 2023. "Interconnectedness of financial institutions based on pledged shares in China," Finance Research Letters, Elsevier, vol. 57(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (3) 2017-04-02 2018-03-05 2019-11-04. Author is listed
  2. NEP-EEC: European Economics (1) 2019-11-04. Author is listed
  3. NEP-HME: Heterodox Microeconomics (1) 2021-09-20. Author is listed
  4. NEP-INT: International Trade (1) 2021-09-20. Author is listed
  5. NEP-ISF: Islamic Finance (1) 2021-09-20. Author is listed
  6. NEP-NET: Network Economics (1) 2021-09-20. Author is listed
  7. NEP-OPM: Open Economy Macroeconomics (1) 2019-11-04. Author is listed
  8. NEP-TID: Technology and Industrial Dynamics (1) 2021-09-20. Author is listed

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