Dr Hung Do staff profile picture

Contact details +64 (09) 414 0800  ext. 43160

Dr Hung Do PhD Econometrics (Monash), MApplEcon (Monash)

Senior Lecturer in Finance/Banking

School of Economics and Finance

Hung is a Senior Lecturer in Finance at Massey Business School. Prior to this, he had worked for major banks in Australia including Westpac and CBA. On academic side, he had worked as a Lecturer at the School of Business, Monash University Malaysia and Postdoctoral Research Associate at UTS business school. He obtained a PhD in Financial Econometrics (2013) and a Master in Applied Econometrics (2009) from Monash University Australia. Hung has taught a wide range of topics including Commercial Bank Management, Investment Banking, Business Finance, Financial Econometrics, Quantitative Methods for Financial Markets and Applied Time Series Econometrics. Hung is specialized in Econometrics and Statistical analysis for Banking & Finance and his research interests are in Banking, Credit Risk, Empirical Finance, Energy Economics and Time series econometrics. His research has been published in international refereed journals including Energy Economics, International Review of Financial Analysis, Economics Letters and International Review of Economic and Finance among others.

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Professional

Contact details

  • Ph: +6492136160
    Location: QB2.30, Quadrangle Bld B
    Campus: Albany

Qualifications

  • Doctor of Philosophy (Econometrics) - Monash University (2013)
  • Master of Applied Econometrics - Monash University (2009)
  • Graduate Diploma in Banking and Finance - Monash University (2009)
  • Bachelor of Economics (Banking and Finance) - Academy of Finance (Vietnam) (2006)

Research Expertise

Research Interests

Empirical Finance, Banking, Energy Economics, Credit risk, Econometrics

Area of Expertise

Field of research codes
Applied Economics (140200):
Banking, Finance and Investment (150200): Commerce, Management, Tourism And Services (150000):
Econometrics (140300): Economics (140000)

Keywords

Empirical Finance, Banking, Energy Economics, Credit risk, Econometrics

Research Projects

Summary of Research Projects

Position Current Completed
Project Leader 1 0

Research Outputs

Journal

Yip, PS., Brooks, R., & Do, HX. (2017). Dynamic spillover between commodities and commodity currencies during United States Q.E.. Energy Economics. 66, 399-410
[Journal article]Authored by: Do, X.
Hasanov, AS., Do, HX., & Shaiban, MS. (2016). Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis. Energy Economics. 57, 16-27
[Journal article]Authored by: Do, X.
Do, HX., Brooks, R., Treepongkaruna, S., & Wu, E. (2016). Stock and currency market linkages: New evidence from realized spillovers in higher moments. International Review of Economics and Finance. 42, 167-185
[Journal article]Authored by: Do, X.
Do, HX., Brooks, R., & Treepongkaruna, S. (2015). Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis. Global Finance Journal. 28, 24-37
[Journal article]Authored by: Do, X.
Do, HX., Brooks, R., Treepongkaruna, S., & Wu, E. (2014). The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union. International Review of Financial Analysis. 34, 5-20
[Journal article]Authored by: Do, X.
Do, HX., Brooks, R., Treepongkaruna, S., & Wu, E. (2014). How does trading volume affect financial return distributions?. International Review of Financial Analysis. 35, 190-206
[Journal article]Authored by: Do, X.
Do, HX., Brooks, RD., & Treepongkaruna, S. (2013). Generalized impulse response analysis in a fractionally integrated vector autoregressive model. Economics Letters. 118(3), 462-465
[Journal article]Authored by: Do, X.

Supervision and Teaching

Summary of Doctoral Supervision

Position Current Completed
Co-supervisor 1 0

Current Doctoral Supervision

Co-supervisor of:

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