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Hưng Thái Ngô

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Open access Aug 2026

FINANCIAL STRESS SPILLOVERS TO VIET NAM’S FINANCIAL MARKETS: EVIDENCE FROM A FOURIER QUANTILE-ON-QUANTILE APPROACH

This study looks into the nonlinear and horizon-dependent influences of global financial stress on Viet Nam’s financial markets using the Fourier Quantile-on-Quantile Regression (FQQR) framework. Financial stress is proxied by the Office of Financial Research Financial Stress Index (FSI), while Viet Nam’s financial mar...

Hưng Thái Ngô, P. Tran, Chi Que Luong · 0 citations
Open access Oct 2026

Financial stress shocks and digital asset performance across market conditions

This study examines the predictive capacity of the Financial Stress Index (FSI) for major digital asset categories - Bitcoin, DeFi tokens, and NFT tokens - across bearish, normal, and bullish market regimes. We deploy a rolling-window wavelet quantile Granger causality (RWWQGC) framework capturing time varia...

P. Tran, Hưng Thái Ngô · 0 citations

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