← All authors Duc Thi Luu Vinci (France) (per OpenAlex) · ORCID · OpenAlex
8 papers in scope · 8 published · 1 on the econ.EM arXiv · 86 citations · h-index 5 (over the papers listed here)
Papers (1 of 8)
Multilayer interdependencies in the banking system of Japan: correlation dynamics and determinants
published 2025 · Quantitative Finance · first circulated 2023
with Hiroyasu Inoue, Lutz Honvehlmann, Thomas Lux, Yoshi Fujiwara
published 2022 · arXiv · 16 citations · first circulated 2021
Synchronization patterns in the European Union
published 2022 · Applied Economics · 1 citations
with Mattia Guerini, Mauro Napoletano
Portfolio Correlations in the Bank-Firm Credit Market of Japan
published 2021 · Computational Economics · 5 citations · first circulated 2018
An analysis of systemic risk in worldwide economic sentiment indices
published 2019 · Empirica · 11 citations
with Thomas Lux, Boyan Yanovski
Multilayer overlaps and correlations in the bank-firm credit network of Spain
published 2019 · Quantitative Finance · 24 citations · first circulated 2018
with Thomas Lux
Collateral Unchained: Rehypothecation Networks, Concentration and Systemic Effects
published 2018 · Journal of Financial Stability · 22 citations
with Mauro Napoletano, Paolo Barucca, Stefano Battiston
Structural Correlations in the Italian Overnight Money Market: An Analysis Based on Network Configuration Models
published 2017 · Entropy · 7 citations
with Thomas Lux, Boyan Yanovski
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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