Đặng Hoàng Nhật Tâm

Tiến sĩ Tài chính

Giảng viên - KTLQLNN - Khoa Tài chính công

Email: tamdhn@ueh.edu.vn

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QUÁ TRÌNH ĐÀO TẠO

• 2026, Tiến sĩ, Tài chính, Đai học Massey

LĨNH VỰC ĐÀO TẠO - NGHIÊN CỨU

• Đại học
  • ĐH - Tài chính - Ngân hàng (7340201)
• Thạc sĩ
  • ThS - Tài chính - Ngân hàng (8340201)
• Tiến sĩ
  • TS - Tài chính - Ngân hàng (9340201)

QUÁ TRÌNH NGHIÊN CỨU KHOA HỌC

Công trình khoa học đã công bố

• 2026, Introducing a new index of central bank digital currency development, Quality & Quantity
• 2026, The global geopolitical-energy uncertainty index and total factor productivity: New evidence from firm-level analysis, Energy Economics (ABDC: A*)
• 2026, Energy market deregulation: A new perspective on dividend smoothing, Journal of International Financial Markets, Institutions and Money (ABDC: A)
• 2025, Demographic-governance factors shaping cryptocurrency holding behavior, Finance Research Letters (ABDC: A)
• 2025, The lead-lag relationship of US fiscal policy uncertainty: New evidence from R2 decomposed connectedness measures, Finance Research Letters (ABDC: A)
• 2024, Firm productivity in the Energy-electricity sector over the last two decades with crisis: The role of cross-listing, Energy Economics (ABDC: A*)
• 2024, Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach, International Review of Economics & Finance (ABDC: A)
• 2023, Sectoral volatility spillovers and their determinants in Vietnam, Economic Change and Restructuring
• 2023, Measuring the energy-related uncertainty index, Energy Economics (ABDC: A*)
• 2023, Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market, Finance Research Letters (ABDC: A)
• 2023, The geopolitical risk spillovers across BRICS countries: A quantile frequency connectedness approach, Scottish Journal of Political Economy (ABDC: A)
• 2022, Stock market volatility from the COVID-19 pandemic: new evidence from the Asia-Pacific region, Heliyon

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