Duc Hong Hoang

Lund University

Box 117

Lund, SC Skane S221 00

Sweden

SCHOLARLY PAPERS

3

DOWNLOADS

868

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

High-Frequency News Sentiment and Its Application to Forex Market Prediction

In Proceedings of the 54th Hawaii International Conference on System Sciences (HICSS), 2020
Number of pages: 10 Posted: 01 Dec 2020
Frank Xing, Duc Hong Hoang and Dinh-Vinh Vo
National University of Singapore (NUS), Lund University and affiliation not provided to SSRN
Downloads 638 (57,541)

Abstract:

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Financial sentiment analysis, High frequency, Forex market prediction, Natural language processing

2.

Long Run and Short Run Risk Premium in Currency Market

Number of pages: 41 Posted: 21 Aug 2019
Duc Hong Hoang
Lund University
Downloads 189 (217,334)

Abstract:

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volatility, exchange rate, carry trade, momentum, risk premium

3.

Central Bank Communication and Asset Correlation

Number of pages: 39 Posted: 28 Jan 2021
Duc Hong Hoang
Lund University
Downloads 41 (555,157)

Abstract:

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Central bank, text analysis, asset correlation, currency, monetary policy