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  • Consultancy projects
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  • Celebration of successes

Awards & Recognition news

Best paper award at AsianFA 2023

Academic publications

Green bonds and implied volatilities

Academic publications

LGBT policy and return comovement

Program packages Reference materials

Program for Dynamic Connectedness Approach

Program packages Reference materials

R package for MIDAS-based VaR and ES forecast

Publications

Price risk transmissions in the water-energy-food nexus

A publication titled “Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio [...]

Green bonds and implied volatilities

A publication titled “Green bonds and implied volatilities: Dynamic causality, spillovers, and implication for portfolio management” on Energy [...]

LGBT policy and return comovement

A publication titled “LGBT policy, investor trading behavior, and return comovement” on Journal of Economic Behavior & Organization by Hung [...]

Consultancy projects

Macroeconomic Implications of Transitions to Low-Carbon Energy in Vietnam

Our FBNet team successfully secured a GBP90,000 funding support for a 15-month research project on “Macroeconomic [...]

Promoting Responsible Business Conduct in ASEAN funded by OECD

Our team conducted a desk-research consultancy work on Responsible Business Conduct Practices and Due Diligence Tools [...]

Knowledge sharing

Program for Dynamic Connectedness Approach

Financial and Macroeconomic Connectedness is important for a number of financial activities, including but not [...]

R package for MIDAS-based VaR and ES forecast

Our member, Dr. Trung Le, provides an R package to perform MIDAS-based VaR and ES [...]

R package for Autoregressive Conditional Density Model

Our member, Dr. Trung Le, provides an R package to estimate the Autoregressive Conditional Density [...]

Which statistical software for econometric analyses?

Our member, Dr. Trung Le, briefly reviews which statistical software can be used in econometrics [...]

Introduction to Econometrics using R

Our member, Dr. Trung Le has written a short document in Vietnamese to illustrate how [...]

celebration of successes

Best paper award at AsianFA 2023

Congratulations to Assoc. Prof. Hung Do for receiving the Best Paper Award at the 2023 [...]