| Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach LH Nguyen, T Chevapatrakul, K Yao Journal of Empirical Finance 58, 333-355, 2020 | 57 | 2020 |
| Systematic extreme downside risk RDF Harris, LH Nguyen, E Stoja Journal of International Financial Markets, Institutions and Money 61, 128-142, 2019 | 35 | 2019 |
| International tail risk connectedness: Network and determinants LH Nguyen, BJ Lambe Journal of International Financial Markets, Institutions and Money 72, 101332, 2021 | 19 | 2021 |
| Tail risk connectedness between US industries LH Nguyen, LXD Nguyen, L Tan International Journal of Finance & Economics 26 (3), 3624-3650, 2021 | 12 | 2021 |
| Does systematic tail risk matter? E Stoja, A Polanski, LH Nguyen, A Pereverzin Journal of International Financial Markets, Institutions and Money 82, 101698, 2023 | 6 | 2023 |
| Extreme downside risk and market turbulence RDF Harris, LH Nguyen, E Stoja Quantitative Finance 19 (11), 1875-1892, 2019 | 5 | 2019 |
| Systematic tail risk RDF Harris, L Nguyen, E Stoja Bank of England Working Paper, 2016 | 5 | 2016 |
| risk and market turbulence. Quantitative Finance, 19 (11), 1875-1892. RDF Harris, LH Nguyen, E Stoja | 5* | |
| Extreme downside risk and financial crises RDF Harris, L Nguyen, E Stoja Bank of England Working Paper, 2015 | 2 | 2015 |
| Extreme downside risk: implications for asset pricing and portfolio management LH Nguyen PQDT-UK & Ireland, 2015 | 2 | 2015 |
| The Taxonomy of Tail Risk E Stoja, A Polanski, L Nguyen Available at SSRN 4620134, 2023 | | 2023 |
| Staff Working Paper No. 637 Systematic tail risk RDF Harris, LH Nguyen, E Stoja | | 2016 |
| Staff Working Paper No. 547 Extreme downside risk and financial crises RDF Harris, LH Nguyen, E Stoja | | 2015 |
