Huong D. Dang

University of Canterbury

Senior Lecturer

Private Bag 4800

Christchurch, 8140

New Zealand

http://https://www.canterbury.ac.nz/business-and-law/contact-us/people/huong-dang.html

SCHOLARLY PAPERS

6

DOWNLOADS

61

CITATIONS

1

Scholarly Papers (6)

1.

How Dimensions of National Culture and Institutional Characteristics Influence Sovereign Rating Migration Dynamics

ZenTra Working Paper in Transnational Studies No. 42 / 2014
Number of pages: 50 Posted: 14 Nov 2014
Huong D. Dang
University of Canterbury
Downloads 60 (350,668)

Abstract:

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sovereign rating, national culture, institutional characteristics, hazard model, time-varying covariates

Rating Migrations: The Effect of History and Time

Abacus, Vol. 50, Issue 2, pp. 174-202, 2014
Number of pages: 29 Posted: 05 Jun 2014
Huong D. Dang and Graham Partington
University of Canterbury and University of Sydney - School of Business - Finance Discipline
Downloads 1 (671,314)
Citation 3
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Credit rating, Migration hazard, Rating changes, Rating history, Rating migration, Survival analysis, Time interaction

Rating Migrations: The Effect of History and Time

AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Posted: 14 Oct 2008
Huong D. Dang and Graham Partington
University of Canterbury and University of Sydney - School of Business - Finance Discipline

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Event study, survival analysis, proportional hazard, time-varying covariates, rating migration, rating history, non-Markovian behaviors

3.

KiwiSaver Fund Performance and Asset Allocation Policy

Pacific Accounting Review, Forthcoming
Posted: 02 Apr 2019
Huong D. Dang
University of Canterbury

Abstract:

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KiwiSaver, fund performance, benchmark asset allocation policy, active management, performance persistence

4.

National Culture and Corporate Rating Migrations

Risks 2018, 6, 130; doi:10.3390/risks6040130
Posted: 02 Apr 2019
Huong D. Dang
University of Canterbury

Abstract:

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5.

A Competing Risk Dynamic Hazard Approach to Investigate the Impairment Outcomes of Property-Casualty Insurers

Finance and Corporate Governance Conference 2011 Paper
Posted: 03 Dec 2010 Last Revised: 12 Mar 2019
Huong D. Dang
University of Canterbury

Abstract:

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property-casualty insurer; insurance insolvency; competing risks; survival analysis; time-varying covariates; Brier score

6.

Rating History and the Rating Dynamics of Fallen Angels, Rising Stars, and Big Rating Jumpers

Posted: 09 Jul 2008
Huong D. Dang and Graham Partington
University of Canterbury and University of Sydney - School of Business - Finance Discipline

Abstract:

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Survival analysis, proportional hazards, rating migration, rating history, non-Markovian behaviors, fallen angels, rising stars, big rating jumps