Duc Khuong Nguyen
Names
| first: |
Duc Khuong |
| last: |
Nguyen |
Identifer
Contact
Affiliations
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École de Management Léonard de Vinci (weight: 95%)
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Vietnam National University
/ International School
/ Department of Social Sciences, Economics and Management (weight: 5%)
Research profile
author of:
- Environmental Hazards And Risk Management In The Financial Sector: A Systematic Literature Review (RePEc:bla:jecsur:v:35:y:2021:i:2:p:512-538)
by Miriam Breitenstein & Duc Khuong Nguyen & Thomas Walther - Determinants and consequences of corporate social responsibility disclosure: A survey of extant literature (RePEc:bla:jecsur:v:38:y:2024:i:3:p:793-822)
by Waris Ali & Stelios Bekiros & Nazim Hussain & Sana Akbar Khan & Duc Khuong Nguyen - Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models (RePEc:bla:reviec:v:24:y:2016:i:1:p:1-19)
by Walid Mensi & Shawkat Hammoudeh & Seong-Min Yoon & Duc Khuong Nguyen - Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting (RePEc:bla:worlde:v:39:y:2016:i:11:p:1703-1727)
by Shawkat Hammoudeh & Sang Hoon Kang & Walid Mensi & Duc Khuong Nguyen - On the effects of monetary policy in Vietnam: Evidence from a Trilemma analysis (RePEc:bla:worlde:v:44:y:2021:i:5:p:1428-1447)
by Viet‐Ngu Hoang & Duc Khuong Nguyen & Tuan Pham - Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area (RePEc:bpj:sndecm:v:19:y:2015:i:5:p:609-624:n:5)
by Bekiros Stelios & Nguyen Duc Khuong & Uddin Gazi Salah & Sjö Bo - Modeling Nonlinear And Heterogeneous Dynamic Links In International Monetary Markets (RePEc:cup:macdyn:v:16:y:2012:i:s2:p:232-251_00)
by Arouri, Mohamed El Hedi & Jawadi, Fredj & Nguyen, Duc Khuong - Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility (RePEc:dpc:wpaper:0207)
by Duc Khuong Nguyen & Mondher Bellalah - Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data (RePEc:dpc:wpaper:0307)
by Ramzi Mallat & Duc Khuong Nguyen - A wavelet-based copula approach for modeling market risk in agricultural commodity markets (RePEc:dpc:wpaper:0413)
by Riadh Aloui & Mohamed Safouane Ben Aissa & Duc Khuong Nguyen - The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries (RePEc:dpc:wpaper:0507)
by Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen - Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models (RePEc:dpc:wpaper:1310)
by Mohamed El Hedi Arouri & Amine Lahiani & Khuong Nguyen Duc - Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets (RePEc:dpc:wpaper:1410)
by Mohamed El Hedi Arouri & Fredj Jawadi & Khuong Nguyen Duc - Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure (RePEc:dpc:wpaper:1510)
by Riadh Aloui & Mohamed Safouane Ben Aissa & Khuong Nguyen Duc - How strong is the global integration of emerging market regions? An empirical assessment (RePEc:drm:wpaper:2011-9)
by Khaled Guesmi & Duc Khuong Nguyen - More on corporate diversification, firm size and value creation (RePEc:ebl:ecbull:eb-07g30007)
by Duc Khuong Nguyen & Walid Mensi & Adel Boubaker - An empirical analysis of structural changes in emerging market volatility (RePEc:ebl:ecbull:eb-08f30004)
by Duc NGUYEN - Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure? (RePEc:ebl:ecbull:eb-08g30009)
by Duc Khuong Nguyen & Adel Boubaker - Modeling the volatility of Mediterranean stock markets: a regime-switching approach (RePEc:ebl:ecbull:eb-10-00742)
by Walid Chkili & Duc Khuong Nguyen - Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? (RePEc:ebl:ecbull:eb-12-00201)
by Mohamed E AROURI & Fredj JAWADI & Duc K NGUYEN - Euro-Mediterranean Economics and Finance Review (RePEc:ebl:ecbull:eb-12-00238)
by Duc K Nguyen & Duc K Nguyen - Oil-stock volatility transmission, portfolio selection and hedging (RePEc:ebl:ecbull:eb-12-00242)
by Mohamed El Hédi Arouri & Amine Lahiani & Duc Khuong Nguyen - Fiscal policy interventions at the zero lower bound (RePEc:eee:dyncon:v:93:y:2018:i:c:p:297-314)
by Boubaker, Sabri & Nguyen, Duc Khuong & Paltalidis, Nikos - Cojumps and asset allocation in international equity markets (RePEc:eee:dyncon:v:98:y:2019:i:c:p:1-22)
by Arouri, Mohamed & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara - Return and volatility transmission between world oil prices and stock markets of the GCC countries (RePEc:eee:ecmode:v:28:y:2011:i:4:p:1815-1825)
by Arouri, Mohamed El Hedi & Lahiani, Amine & Nguyen, Duc Khuong - How strong is the global integration of emerging market regions? An empirical assessment (RePEc:eee:ecmode:v:28:y:2011:i:6:p:2517-2527)
by Guesmi, Khaled & Nguyen, Duc Khuong - Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS (RePEc:eee:ecmode:v:29:y:2012:i:3:p:884-892)
by Arouri, Mohamed El Hédi & Jawadi, Fredj & Nguyen, Duc Khuong - Assessing the impacts of oil price fluctuations on stock returns in emerging markets (RePEc:eee:ecmode:v:29:y:2012:i:6:p:2686-2695)
by Aloui, Chaker & Nguyen, Duc Khuong & Njeh, Hassen - Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests (RePEc:eee:ecmode:v:35:y:2013:i:c:p:126-133)
by Ajmi, Ahdi Noomen & El Montasser, Ghassen & Nguyen, Duc Khuong - Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models (RePEc:eee:ecmode:v:42:y:2014:i:c:p:382-389)
by Omri, Anis & Nguyen, Duc Khuong & Rault, Christophe - World gold prices and stock returns in China: Insights for hedging and diversification strategies (RePEc:eee:ecmode:v:44:y:2015:i:c:p:273-282)
by El Hedi Arouri, Mohamed & Lahiani, Amine & Nguyen, Duc Khuong - Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis (RePEc:eee:ecmode:v:52:y:2016:i:pb:p:322-331)
by Aloui, Chaker & Hkiri, Besma & Nguyen, Duc Khuong - Can investors of Chinese energy stocks benefit from diversification into commodity futures? (RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200)
by Wen, Xiaoqian & Nguyen, Duc Khuong - A tale of two risks in the EMU sovereign debt markets (RePEc:eee:ecolet:v:172:y:2018:i:c:p:102-106)
by Akyildirim, Erdinc & Nguyen, Duc Khuong & Sensoy, Ahmet - Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test (RePEc:eee:ecosys:v:39:y:2015:i:2:p:288-300)
by Chang, Tsangyao & Chen, Wen-Yi & Gupta, Rangan & Nguyen, Duc Khuong - Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets (RePEc:eee:ejores:v:256:y:2017:i:3:p:945-961)
by Bekiros, Stelios & Nguyen, Duc Khuong & Sandoval Junior, Leonidas & Uddin, Gazi Salah - Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (RePEc:eee:ejores:v:259:y:2017:i:3:p:1121-1131)
by Al Janabi, Mazin A.M. & Arreola Hernandez, Jose & Berger, Theo & Nguyen, Duc Khuong - Do global factors impact BRICS stock markets? A quantile regression approach (RePEc:eee:ememar:v:19:y:2014:i:c:p:1-17)
by Mensi, Walid & Hammoudeh, Shawkat & Reboredo, Juan Carlos & Nguyen, Duc Khuong - Dependence of stock and commodity futures markets in China: Implications for portfolio investment (RePEc:eee:ememar:v:21:y:2014:i:c:p:183-200)
by Hammoudeh, Shawkat & Nguyen, Duc Khuong & Reboredo, Juan Carlos & Wen, Xiaoqian - Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? (RePEc:eee:ememar:v:24:y:2015:i:c:p:101-121)
by Mensi, Walid & Hammoudeh, Shawkat & Reboredo, Juan C. & Nguyen, Duc Khuong - Market integration and financial linkages among stock markets in Pacific Basin countries (RePEc:eee:empfin:v:46:y:2018:i:c:p:77-92)
by Chevallier, Julien & Nguyen, Duc Khuong & Siverskog, Jonathan & Uddin, Gazi Salah - How social imbalance and governance quality shape policy directives for energy transition in the OECD countries? (RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001408)
by Sinha, Avik & Bekiros, Stelios & Hussain, Nazim & Nguyen, Duc Khuong & Khan, Sana Akbar - Green financing of renewable energy generation: Capturing the role of exogenous moderation for ensuring sustainable development (RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005194)
by Sinha, Avik & Ghosh, Vinit & Hussain, Nazim & Nguyen, Duc Khuong & Das, Narasingha - Assessing the vulnerability of oil-dependent countries in Europe (RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002226)
by Henriques, Carla Oliveira & Lima, Alexandre & Nguyen, Duc Khuong & Neves, Maria Elisabete - Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models (RePEc:eee:eneeco:v:34:y:2012:i:1:p:283-293)
by Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong - On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness (RePEc:eee:eneeco:v:34:y:2012:i:2:p:611-617)
by Arouri, Mohamed El Hedi & Jouini, Jamel & Nguyen, Duc Khuong - A time-varying copula approach to oil and stock market dependence: The case of transition economies (RePEc:eee:eneeco:v:39:y:2013:i:c:p:208-221)
by Aloui, Riadh & Hammoudeh, Shawkat & Nguyen, Duc Khuong - On the short- and long-run efficiency of energy and precious metal markets (RePEc:eee:eneeco:v:40:y:2013:i:c:p:832-844)
by Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong - Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory (RePEc:eee:eneeco:v:41:y:2014:i:c:p:1-18)
by Chkili, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong - Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management (RePEc:eee:eneeco:v:42:y:2014:i:c:p:332-342)
by Aloui, Riadh & Aïssa, Mohamed Safouane Ben & Hammoudeh, Shawkat & Nguyen, Duc Khuong - Dynamic spillovers among major energy and cereal commodity prices (RePEc:eee:eneeco:v:43:y:2014:i:c:p:225-243)
by Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Yoon, Seong-Min - What explain the short-term dynamics of the prices of CO2 emissions? (RePEc:eee:eneeco:v:46:y:2014:i:c:p:122-135)
by Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M. - An empirical analysis of energy cost pass-through to CO2 emission prices (RePEc:eee:eneeco:v:49:y:2015:i:c:p:149-156)
by Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong & Sousa, Ricardo M. - On the relationships between CO2 emissions, energy consumption and income: The importance of time variation (RePEc:eee:eneeco:v:49:y:2015:i:c:p:629-638)
by Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sato, João Ricardo - Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk (RePEc:eee:eneeco:v:54:y:2016:i:c:p:159-172)
by Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat & Nguyen, Duc Khuong - A conditional dependence approach to CO2-energy price relationships (RePEc:eee:eneeco:v:81:y:2019:i:c:p:812-821)
by Chevallier, Julien & Khuong Nguyen, Duc & Carlos Reboredo, Juan - U.S. equity and commodity futures markets: Hedging or financialization? (RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304578)
by Nguyen, Duc Khuong & Sensoy, Ahmet & Sousa, Ricardo M. & Salah Uddin, Gazi - Understanding energy poverty drivers in Europe (RePEc:eee:enepol:v:183:y:2023:i:c:s0301421523004032)
by Ben Cheikh, Nidhaleddine & Ben Zaied, Younes & Nguyen, Duc Khuong - Time-varying predictability in crude-oil markets: the case of GCC countries (RePEc:eee:enepol:v:38:y:2010:i:8:p:4371-4380)
by El Hedi Arouri, Mohamed & Huong Dinh, Thanh & Khuong Nguyen, Duc - Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade (RePEc:eee:enepol:v:38:y:2010:i:8:p:4528-4539)
by Hedi Arouri, Mohamed El & Khuong Nguyen, Duc - Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices (RePEc:eee:enepol:v:65:y:2014:i:c:p:567-573)
by Atil, Ahmed & Lahiani, Amine & Nguyen, Duc Khuong - Energy prices and CO2 emission allowance prices: A quantile regression approach (RePEc:eee:enepol:v:70:y:2014:i:c:p:201-206)
by Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M. - Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan (RePEc:eee:enepol:v:80:y:2015:i:c:p:1-10)
by Raza, Syed Ali & Shahbaz, Muhammad & Nguyen, Duc Khuong - On the determinants of renewable energy consumption: International evidence (RePEc:eee:energy:v:72:y:2014:i:c:p:554-560)
by Omri, Anis & Nguyen, Duc Khuong - Impact of speculation and economic uncertainty on commodity markets (RePEc:eee:finana:v:43:y:2016:i:c:p:115-127)
by Andreasson, Pierre & Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah - Dynamic volatility spillover effects between oil and agricultural products (RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301095)
by Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan & Nguyen, Duc Khuong - Corporate immunity, national culture and stock returns: Startups amid the COVID-19 pandemic (RePEc:eee:finana:v:79:y:2022:i:c:s105752192100291x)
by Hoang, Huy Viet & Nguyen, Cuong & Nguyen, Duc Khuong - How do depositors respond to banks' discretionary behaviors? Evidence from market discipline, deposit insurance, and scale effects (RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001376)
by Tran, Dung Viet & Hussain, Nazim & Nguyen, Duc Khuong & Nguyen, Trung Duc - Testing for asymmetric causality between U.S. equity returns and commodity futures returns (RePEc:eee:finlet:v:12:y:2015:i:c:p:38-47)
by Nguyen, Duc Khuong & Sousa, Ricardo M. & Uddin, Gazi Salah - Covid-19 pandemic and tail-dependency networks of financial assets (RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316147)
by Le, Trung Hai & Do, Hung Xuan & Nguyen, Duc Khuong & Sensoy, Ahmet - Is corporate social responsibility an agency problem? An empirical note from takeovers (RePEc:eee:finlet:v:43:y:2021:i:c:s154461232100088x)
by Hussaini, Mussa & Hussain, Nazim & Nguyen, Duc Khuong & Rigoni, Ugo - Green finance and decarbonization: Evidence from around the world (RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612322001040)
by Al Mamun, Md & Boubaker, Sabri & Nguyen, Duc Khuong - Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis (RePEc:eee:finlet:v:47:y:2022:i:pb:s154461232200099x)
by Akhtaruzzaman, Md & Boubaker, Sabri & Nguyen, Duc Khuong & Rahman, Molla Ramizur - Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations (RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323001903)
by Malek, Jiri & Nguyen, Duc Khuong & Sensoy, Ahmet & Tran, Quang Van - Strong financial regulation and corporate bankruptcy risk in China (RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007158)
by Qin, Yi & Nguyen, Duc Khuong & Cifuentes-Faura, Javier & Zhong, Kaiyang - Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates (RePEc:eee:intfin:v:22:y:2012:i:4:p:738-757)
by Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong - How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests (RePEc:eee:intfin:v:28:y:2014:i:c:p:213-227)
by Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh - Financial linkages between US sector credit default swaps markets (RePEc:eee:intfin:v:33:y:2014:i:c:p:223-243)
by Arouri, Mohamed & Hammoudeh, Shawkat & Jawadi, Fredj & Nguyen, Duc Khuong - Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? (RePEc:eee:intfin:v:33:y:2014:i:c:p:354-366)
by Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong - Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? (RePEc:eee:intfin:v:33:y:2014:i:c:p:367-378)
by Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong - A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices (RePEc:eee:intfin:v:34:y:2015:i:c:p:173-187)
by Jammazi, Rania & Lahiani, Amine & Nguyen, Duc Khuong - On the time scale behavior of equity-commodity links: Implications for portfolio management (RePEc:eee:intfin:v:41:y:2016:i:c:p:30-46)
by Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah & Sjö, Bo - On the robustness of week-day effect to error distributional assumption: International evidence (RePEc:eee:intfin:v:47:y:2017:i:c:p:114-130)
by Boubaker, Sabri & Essaddam, Naceur & Nguyen, Duc Khuong & Saadi, Samir - Financial development, government bond returns, and stability: International evidence (RePEc:eee:intfin:v:61:y:2019:i:c:p:81-96)
by Boubaker, Sabri & Nguyen, Duc Khuong & Piljak, Vanja & Savvides, Andreas - Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets (RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000962)
by Serdengeçti, Süleyman & Sensoy, Ahmet & Nguyen, Duc Khuong - Risk governance and bank risk-taking behavior: Evidence from Asian banks (RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001724)
by Abid, Ammar & Gull, Ammar Ali & Hussain, Nazim & Nguyen, Duc Khuong - Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework (RePEc:eee:irlaec:v:63:y:2020:i:c:s0144818819301991)
by Akyildirim, Erdinc & Corbet, Shaen & Nguyen, Duc Khuong & Sensoy, Ahmet - Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (RePEc:eee:jbfina:v:35:y:2011:i:1:p:130-141)
by Aloui, Riadh & Aïssa, Mohamed Safouane Ben & Nguyen, Duc Khuong - An international CAPM for partially integrated markets: Theory and empirical evidence (RePEc:eee:jbfina:v:36:y:2012:i:9:p:2473-2493)
by Arouri, Mohamed El Hedi & Nguyen, Duc Khuong & Pukthuanthong, Kuntara - Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives (RePEc:eee:jbfina:v:77:y:2017:i:c:p:35-52)
by Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos - Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives (RePEc:eee:jbfina:v:92:y:2018:i:c:p:340-357)
by Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos - Enterprise risk management and solvency: The case of the listed EU insurers (RePEc:eee:jbrese:v:113:y:2020:i:c:p:360-369)
by Nguyen, Duc Khuong & Vo, Dinh-Tri - Investors’ attention and information losses under market stress (RePEc:eee:jeborg:v:191:y:2021:i:c:p:1112-1127)
by Philippas, Dionisis & Dragomirescu-Gaina, Catalin & Goutte, Stéphane & Nguyen, Duc Khuong - Positive information shocks, investor behavior and stock price crash risk (RePEc:eee:jeborg:v:197:y:2022:i:c:p:493-518)
by Cui, Xin & Sensoy, Ahmet & Nguyen, Duc Khuong & Yao, Shouyu & Wu, Yiyao - Firm carbon risk exposure, stock returns, and dividend payment (RePEc:eee:jeborg:v:221:y:2024:i:c:p:248-276)
by Boubaker, Sabri & Choudhury, Tonmoy & Hasan, Fakhrul & Nguyen, Duc Khuong - Reaching for yield and the diabolic loop in a monetary union (RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300917)
by Boubaker, Sabri & Gounopoulos, Dimitris & Nguyen, Duc Khuong & Paltalidis, Nikos - Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (RePEc:eee:jimfin:v:30:y:2011:i:7:p:1387-1405)
by El Hedi Arouri, Mohamed & Jouini, Jamel & Nguyen, Duc Khuong - Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach (RePEc:eee:jimfin:v:32:y:2013:i:c:p:719-738)
by Aloui, Riadh & Ben Aïssa, Mohamed Safouane & Nguyen, Duc Khuong - US monetary policy and sectoral commodity prices (RePEc:eee:jimfin:v:57:y:2015:i:c:p:61-85)
by Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M. - Black swan events and safe havens: The role of gold in globally integrated emerging markets (RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334)
by Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah - What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? (RePEc:eee:jmacro:v:36:y:2013:i:c:p:175-187)
by Arouri, Mohamed & Jawadi, Fredj & Nguyen, Duc Khuong - Economic drivers of volatility and correlation in precious metal markets (RePEc:eee:jocoma:v:28:y:2022:i:c:s240585132100074x)
by Dinh, Theu & Goutte, Stéphane & Nguyen, Duc Khuong & Walther, Thomas - Dynamic convergence of commodity futures: Not all types of commodities are alike (RePEc:eee:jrpoli:v:44:y:2015:i:c:p:150-160)
by Sensoy, Ahmet & Hacihasanoglu, Erk & Nguyen, Duc Khuong - Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios (RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:1-11)
by Bekiros, Stelios & Hernandez, Jose Arreola & Hammoudeh, Shawkat & Nguyen, Duc Khuong - Emerging Markets and the Global Economy (RePEc:eee:monogr:9780124115491)
by None - Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors (RePEc:eee:pacfin:v:30:y:2014:i:c:p:189-206)
by Hammoudeh, Shawkat & Mensi, Walid & Reboredo, Juan Carlos & Nguyen, Duc Khuong - Long memory and structural breaks in modeling the return and volatility dynamics of precious metals (RePEc:eee:quaeco:v:52:y:2012:i:2:p:207-218)
by Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong - Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty (RePEc:eee:quaeco:v:87:y:2023:i:c:p:191-199)
by Huynh, Toan Luu Duc & Nasir, Muhammad Ali & Nguyen, Duc Khuong - Global financial crisis and spillover effects among the U.S. and BRICS stock markets (RePEc:eee:reveco:v:42:y:2016:i:c:p:257-276)
by Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Kang, Sang Hoon - Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries (RePEc:eee:riibaf:v:31:y:2014:i:c:p:46-56)
by Chkili, Walid & Nguyen, Duc Khuong - Short-term overreaction to specific events: Evidence from an emerging market (RePEc:eee:riibaf:v:35:y:2015:i:c:p:153-165)
by Boubaker, Sabri & Farag, Hisham & Nguyen, Duc Khuong - Covid-19 vaccination, fear and anxiety: Evidence from Google search trends (RePEc:eee:socmed:v:297:y:2022:i:c:s0277953622001265)
by Awijen, Haithem & Ben Zaied, Younes & Nguyen, Duc Khuong - On the efficiency of foreign exchange markets in times of the COVID-19 pandemic (RePEc:eee:tefoso:v:161:y:2020:i:c:s0040162520310878)
by Aslam, Faheem & Aziz, Saqib & Nguyen, Duc Khuong & Mughal, Khurrum S. & Khan, Maaz - Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China (RePEc:eee:tefoso:v:177:y:2022:i:c:s0040162522000488)
by Cui, Xin & Wang, Panpan & Sensoy, Ahmet & Nguyen, Duc Khuong & Pan, Yuying - Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature (RePEc:ehl:lserod:118798)
by Ali, Waris & Bekiros, Stelios & Hussain, Nazim & Khan, Sana Akbar & Nguyen, Duc Khuong - Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models (RePEc:ekd:002596:259600101)
by Amine LAHIANI & Mohamed EL HEDI AROURI & Duc KHUONG NGUYEN - Return and volatility transmission between world oil prices and stock markets of the GCC countries (RePEc:ekd:002625:2820)
by Duc Khuong Nguyen & Mohamed Arouri & Amine Lahiani - Research Handbook of Investing in the Triple Bottom Line (RePEc:elg:eebook:17813)
by None - Handbook of Banking and Finance in Emerging Markets (RePEc:elg:eebook:20452)
by None - The drivers of economic growth in China and India: globalization or financial development? (RePEc:eme:ijdipp:ijdi-06-2016-0036)
by Magda Kandil & Muhammad Shahbaz & Mantu Kumar Mahalik & Duc Khuong Nguyen - Unknown item RePEc:eme:mfipps:v:36:y:2009:i:1:p:57-70 (article)
- Stock market liberalization, structural breaks and dynamic changes in emerging market volatility (RePEc:eme:rafpps:v:7:y:2008:i:4:p:396-411)
by Duc Khuong Nguyen & Mondher Bellalah - Corporate social responsibility, trade credit provision and doubtful accounts receivable: the case in China (RePEc:eme:srjpps:srj-05-2021-0207)
by Liem Nguyen & Khuong Nguyen - Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk (RePEc:emu:wpaper:15-10.pdf)
by Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen - What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? (RePEc:hal:gemptp:hal-01410577)
by Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen - Does the board of directors affect cash holdings? A study of French listed firms (RePEc:hal:journl:hal-01155415)
by Sabri Boubaker & Imen Derouiche & Duc Khuong Nguyen - Short-Term Overreaction to Specific Events: Evidence from an Emerging Market (RePEc:hal:journl:hal-01158095)
by Sabri Boubaker & Hisham Farag & Duc Khuong Nguyen - Does Board Gender Diversity Improve the Performance of French Listed Firms? (RePEc:hal:journl:hal-01158128)
by Sabri Boubaker & Rey Dang & Duc Khuong Nguyen - Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS (RePEc:hal:journl:hal-01410551)
by Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen - What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? (RePEc:hal:journl:hal-01410577)
by Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen - Does Board Gender Diversity Make a Difference - New Evidence from Quantile Regression Analysis (RePEc:hal:journl:hal-01512767)
by Rey Dang & Duc Khuong Nguyen - Energy markets׳ financialization, risk spillovers, and pricing models (RePEc:hal:journl:hal-01517413)
by Anna Creti & Duc Khuong Nguyen - Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach (RePEc:hal:journl:hal-01591435)
by Thanh Huong Dinh & Jean-François Gajewski & Duc Khuong Nguyen - Is gold a hedge or an indicator of inflation? New evidence from a nonlinear ARDL approach (RePEc:hal:journl:hal-02097509)
by Thi Hong Van Hoang & A. Lahiani & D. K. Nguyen - Is gold a hedge or an indicator of inflation? New evidence from a nonlinear ARDL approach (RePEc:hal:journl:hal-02097517)
by Thi Hong Van Hoang & A. Lahiani & D. K. Nguyen - Handbook of Energy Finance (RePEc:hal:journl:hal-02171505)
by Stéphane Goutte & Duc Khuong Nguyen - Energy and environment: Transition models and new policy challenges in the post Paris Agreement (RePEc:hal:journl:hal-02304365)
by Anna Creti & Duc Khuong Nguyen - Energy Challenges in an Uncertain World (RePEc:hal:journl:hal-02313954)
by Anna Creti & Duc Khuong Nguyen & Lutz Kilian - On the efficiency of foreign exchange markets in times of the COVID-19 pandemic (RePEc:hal:journl:hal-02966920)
by Faheem Aslam & Saqib Aziz & Duc Khuong Nguyen & Khurrum Mughal & Maaz Khan - Does corporate environmentalism affect corporate insolvency risk? The role of market power and competitive intensity (RePEc:hal:journl:hal-03344206)
by Saqib Aziz & Mahabubur Rahman & Dildar Hussain & Duc Nguyen - Investors’ attention and information losses under market stress (RePEc:hal:journl:hal-03434918)
by Dionisis Th Philippas & Catalin Dragomirescu-Gaina & Stéphane Goutte & Duc Khuong Nguyen - Energy, climate and environment: policies and international coordination (RePEc:hal:journl:hal-03550732)
by Duc Khuong Nguyen & Anna Creti - Emerging Markets and the Global Economy: A Handbook (RePEc:hal:journl:hal-04268808)
by M.E.H. Arouri & Sabri Boubaker & D.K. Nguyen - Board Directors and Corporate Social Responsibility (RePEc:hal:journl:hal-04268809)
by Sabri Boubaker & D.K. Nguyen - Corporate Governance and Corporate Social Responsibility: Emerging Markets Focus (RePEc:hal:journl:hal-04268810)
by Sabri Boubaker & D.K. Nguyen - Corporate Governance: Recent Developments and New Trends (RePEc:hal:journl:hal-04268811)
by Sabri Boubaker & Bang Dang Nguyen & Duc Khuong Nguyen - Handbook Of Global Financial Markets: Transformations, Dependence, and Risk Spillovers (RePEc:hal:journl:hal-04268812)
by Sabri Boubaker & D.K. Nguyen - Research Handbook of Finance and Sustainability (RePEc:hal:journl:hal-04268813)
by Sabri Boubaker & D. Cumming & D.K. Nguyen - Systemic Risk-Sharing Framework of Cryptocurrencies in the COVID\textendash19 Crisis (RePEc:hal:journl:hal-04452661)
by M. Akhtaruzzaman & S. Boubaker & D.K. Nguyen & M.R. Rahman - Green Finance and Decarbonization: Evidence from around the World (RePEc:hal:journl:hal-04452662)
by M. Al Mamun & S. Boubaker & D.K. Nguyen - Financial Transformations Beyond the COVID-19 Health Crisis (RePEc:hal:journl:hal-04479546)
by Sabri Boubaker & Duc Khuong Nguyen - Research Handbook of Investing in the Triple Bottom Line (RePEc:hal:journl:hal-04554740)
by Sabri Boubaker & Douglas Cumming & Duc Khuong Nguyen - Liberalization of emerging equity markets and volatility (RePEc:hal:journl:halshs-00103905)
by D.-K. Nguyen - Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data (RePEc:hal:journl:halshs-00601428)
by M.H. Arouri & F. Jawadi & Waël Louhichi & D. K. Nguyen - Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices (RePEc:hal:journl:halshs-01022598)
by Ahmed Atil & Amine Lahiani & Duc Khuong Nguyen - Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models (RePEc:hal:journl:halshs-01279906)
by Aldo Levy & M.H. Arouri & Amine Lahiani & Duc Khuong Nguyen - Handbook of Energy Finance (RePEc:hal:journl:halshs-02157477)
by Stéphane Goutte & Duc Khuong Nguyen - Synchronization and nonlinear interdependence of short-term interest rates: (RePEc:hal:wpaper:hal-00507820)
by Mohamed El Hedi Arouri & F. Jawadi & Duc Khuong Nguyen - Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions (RePEc:hal:wpaper:hal-00507821)
by Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen - Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries (RePEc:hal:wpaper:hal-00507822)
by Mohamed El Hedi Arouri & Duc Khuong Nguyen & Thanh Huong Dinh - Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade (RePEc:hal:wpaper:hal-00507823)
by Mohamed El Hedi Arouri & Duc Khuong Nguyen - What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? (RePEc:hal:wpaper:hal-00507826)
by Mohamed El Hedi Arouri & Duc Khuong Nguyen & Fredj Jawadi - Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models (RePEc:hal:wpaper:hal-00507831)
by Mohamed El Hedi Arouri & Duc Khuong Nguyen & Amine Lahiani - Long memory and structural breaks in modeling the return and volatility dynamics of precious metals (RePEc:hal:wpaper:hal-00798033)
by Mohamed El Hedi Arouri & Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen - On the short- and long-run efficiency of energy and precious metal markets (RePEc:hal:wpaper:hal-00798036)
by Mohamed El Hedi Arouri & Shawkat Hammoudeh & Duc Khuong Nguyen & Amine Lahiani - On the relationship between world oil prices and GCC stock markets (RePEc:hal:wpaper:hal-00798037)
by Mohamed El Hedi Arouri & Jamel Jouini & Duc Khuong Nguyen - World gold prices and stock returns in China: insights for hedging and diversification strategies (RePEc:hal:wpaper:hal-00798038)
by Mohamed El Hedi Arouri & Amine Lahiani & Duc Khuong Nguyen - Dynamic connectedness of global currencies: a conditional Granger-causality approach (RePEc:hal:wpaper:hal-01806733)
by Tan Le & Franck Martin & Duc Nguyen - How strong is the global integration of emerging market regions? An empirical assessment (RePEc:hal:wpaper:hal-04141010)
by Khaled Guesmi & Duc Khuong Nguyen - The Comovements In International Stock Markets: New Evidence From Latin American Emerging Countries (RePEc:hal:wpaper:halshs-00202943)
by Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen - Economic drivers of volatility and correlation in precious metal markets (RePEc:hal:wpaper:halshs-03672469)
by Theu Dinh & Stéphane Goutte & Khuong Nguyen & Thomas Walther - Diversification benefits of precious metal markets (RePEc:hal:wpaper:halshs-04057273)
by Theu Dinh & Stéphane Goutte & Duc Khuong Nguyen & Nikolas Topaloglou - The global and regional factors in the volatility of emerging sovereign bond markets (RePEc:ids:amerfa:v:1:y:2008:i:1:p:52-68)
by Thanh Huong Dinh & Duc Khuong Nguyen - Stock returns and oil price fluctuations: short and long-run analysis in the GCC context (RePEc:ids:ijgeni:v:33:y:2010:i:3/4:p:121-138)
by Mohamed El Hedi Arouri & Duc Khuong Nguyen - Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? (RePEc:ipg:wpaper:2013-20)
by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen - Regional integration of stock markets in Southeast Europe (RePEc:ipg:wpaper:2013-22)
by Khaled Guesmi & Duc Khuong Nguyen - How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests (RePEc:ipg:wpaper:2013-35)
by Ahdi Noomen Ajmi & Shawkat Hammoudeh & Duc Khuong Nguyen & Soodabeh Sarafrazi - Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test (RePEc:ipg:wpaper:2013-36)
by Tsangyao Chang & Wen Yi Chen & Rangan Gupta & Duc Khuong Nguyen - Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models (RePEc:ipg:wpaper:2013-9)
by Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen - World gold prices and stock returns in China: insights for hedging and diversification strategies (RePEc:ipg:wpaper:2014-110)
by Mohamed El Hedi Arouri & Amine Lahiani & Duc Khuong Nguyen - Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach (RePEc:ipg:wpaper:2014-124)
by Zied Ftiti & Duc Khuong Nguyen & Khaled Guesmi & Frédéric Teulon - Do global factors impact BRICS stock markets? A quantile regression approach (RePEc:ipg:wpaper:2014-159)
by Walid Mensi & Shawkat Hammoudeh & Juan Carlos Reboredo & Duc Khuong Nguyen - Dynamic spillovers among major energy and cereal commodity prices (RePEc:ipg:wpaper:2014-160)
by Walid Mensi & Shawkat Hammoudeh & Duc Khuong Nguyen & Seong-Min Yoon - On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach (RePEc:ipg:wpaper:2014-184)
by Chaker Aloui & Duc Khuong Nguyen - Energy prices and CO2 emission allowance prices: A quantile regression approach (RePEc:ipg:wpaper:2014-185)
by Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa - Does the Glass Ceiling Exist? A Longitudinal Study of Women’s Progress on French Corporate Boards (RePEc:ipg:wpaper:2014-239)
by Rey Dang & Duc Khuong Nguyen & Linh-Chi Vo - Corporate performance of privatized firms in Vietnam (RePEc:ipg:wpaper:2014-240)
by Thi QuyVo & Duc Khuong Nguyen & Fredric WilliamSwierczek - The short- and long-term performance of privatization initial public offerings in Europe (RePEc:ipg:wpaper:2014-241)
by Haykel Hamdi & Duc Khuong Nguyen & Hassan Obeid - Time-scale comovement between the Indian and world stock markets (RePEc:ipg:wpaper:2014-242)
by Rahul Deora & Duc Khuong Nguyen - Understanding return and volatility spillovers among major agricultural commodities (RePEc:ipg:wpaper:2014-243)
by Amine Lahiani & Duc Khuong Nguyen & Thierry Vo - Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets (RePEc:ipg:wpaper:2014-294)
by Mohamed Arouri & Duc Khuong Nguyen & Kuntara Pukthuanthong - Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis (RePEc:ipg:wpaper:2014-295)
by Hooi Hooi Lean & Duc Khuong Nguyen - Carbon emissions - income relationships with structural breaks: the case of the Middle East and North African countries (RePEc:ipg:wpaper:2014-296)
by Ahdi Noomen Ajmi & Ghassen El Montasser & Duc Khuong Nguyen - Does Board Gender Diversity Make a Difference? New Evidence from Quantile Regression Analysis (RePEc:ipg:wpaper:2014-297)
by Rey Dang & Duc Khuong Nguyen - China’s Monetary Policy and Commodity Prices (RePEc:ipg:wpaper:2014-298)
by Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa - Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests (RePEc:ipg:wpaper:2014-299)
by Ahdi Noomen Ajmi & Ghassen El Montasser & Duc Khuong Nguyen - Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory (RePEc:ipg:wpaper:2014-325)
by Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen - Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries (RePEc:ipg:wpaper:2014-388)
by Walid Chkili & Duc Khuong Nguyen - Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory (RePEc:ipg:wpaper:2014-389)
by Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen - Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium? (RePEc:ipg:wpaper:2014-436)
by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen - Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area (RePEc:ipg:wpaper:2014-437)
by Stelios Bekiros & Duc Khuong Nguyen & Gazi Salah Uddin & Bo Sjö - US Monetary Policy and Commodity Sector Prices (RePEc:ipg:wpaper:2014-438)
by Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa - Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management (RePEc:ipg:wpaper:2014-590)
by Riadh Aloui & Mohamed Safouane Ben Aïssa & Shawkat Hammoudeh & Duc Khuong Nguyen - Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective (RePEc:ipg:wpaper:2014-78)
by Imen Zgueb Rejichi & Chaker Aloui & Duc Khuong Nguyen - Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period (RePEc:ipg:wpaper:2014-79)
by Ahdi Noomen Ajmi & Ghassen El Montasser & Shawkat Hammoudeh & Duc Khuong Nguyen - Responses of international stock markets to oil price surges: a regimeswitching perspective (RePEc:ipg:wpaper:2014-80)
by Rania Jammazi & Duc Khuong Nguyen - What explains the short (RePEc:ipg:wpaper:2014-81)
by Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa - Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices (RePEc:ipg:wpaper:2014-82)
by Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa - Fiscal Policy Interventions at the Zero Lower Bound (RePEc:ipg:wpaper:2016-002)
by Sabri Boubaker & Duc Khuong Nguyen & Nikos Paltalidis - Assessing the Effects of Unconventional Monetary Policy on Pension Funds Risk Incentives (RePEc:ipg:wpaper:2016-005)
by Sabri Boubaker & Dimitrios Gounopoulos & Duc Khuong Nguyen & Nikos Paltalidis - Can Investors of Chinese Energy Stocks Benefit from Diversification into Commodity Futures? (RePEc:ipg:wpaper:2017-004)
by Xiaoqian Wen & Duc Khuong Nguyen - Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries (RePEc:ipg:wpaper:2017-005)
by Julien Chevallier & Duc Khuong Nguyen & Jonathan Siverskog & Gazi Salah Uddin - Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach (RePEc:ipg:wpaper:2017-008)
by Stelios Bekiros & Shawkat Hammoudeh & Rania Jammazi & Duc Khuong Nguyen - A Tale of Two Risks in the EMU Sovereign Debt Markets (RePEc:ipg:wpaper:2018-004)
by Erdinc Akyildirim & Duc Khuong Nguyen & Ahmet Sensoy - Financial Development, Government Bond Returns, and Stability: International Evidence (RePEc:ipg:wpaper:2018-007)
by Sabri Boubaker & Duc Khuong Nguyen & Vanja Piljak & Andreas Savvides - Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment (RePEc:ipg:wpaper:2018-008)
by Van Son Lai & Duc Khuong Nguyen & William Sodjahin & Issouf Soumaré - Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets (RePEc:ipg:wpaper:2018-009)
by Ahmet Sensoy & Duc Khuong Nguyen & Erk Hacihasanoglu & Ahmed Rostom - Dynamic Volatility Spillover Effect between Oil and Agricultural Products (RePEc:ipg:wpaper:2019-009)
by Pick Schen Yip & Robert Brooks & Hung Xuan Do & Duc Khuong Nguyen - Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market (RePEc:ipg:wpaper:2019-011)
by Erdinc Akyildirim & Shaen Corbet & Guzhan Gulay & Duc Khuong Nguyen & Ahmet Sensoy - Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets (RePEc:ipg:wpaper:2020-006)
by Suleyman Serdengeçti & Ahmet Sensoy & Duc Khuong Nguyen - Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach (RePEc:ipg:wpaper:2020-009)
by Duc Khuong Nguyen & Nikolas Topaloglou & Thomas Walther - On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic (RePEc:ipg:wpaper:2020-010)
by Faheem Aslam & Saqib Aziz & Duc K. Nguyen & Khurram S. Mughal & Maaz Khan - Broker Network Connectivity and the Cross-Section of Expected Stock Returns (RePEc:ipg:wpaper:2021-002)
by Murat Tiniç & Ahmet Sensoy & Muge Demir & Duc Khuong Nguyen - Statistical Arbitrage: Factor Investing Approach (RePEc:ipg:wpaper:2021-003)
by Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy - Is Corporate Social Responsibility an Agency Problem? An Empirical Note from Takeovers (RePEc:ipg:wpaper:2021-006)
by Mussa Hussain & Nazim Hussain & Duc Khuong Nguyen & Ugo Rigoni - Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China (RePEc:ipg:wpaper:2021-008)
by Zhiqiang Lu & Junjie Wu & Hongyu Li & Duc Khuong Nguyen - Enterprise Risk Management and Solvency: The Case of the Listed EU Insurers (RePEc:ipg:wpaper:2021-010)
by Duc Khuong Nguyen & Dinh-Tri Vo - On the Relationship between World Oil Prices and GCC Stock Markets (RePEc:jqe:jqenew:v:10:y:2012:i:1:p:98-120)
by Mohamed El Hedi Arouri & Jamel Jouini & Nhu Tuyen Le & Duc Khuong Nguyen - Governance issues in business and finance in the wake of the global financial crisis (RePEc:kap:jmgtgv:v:22:y:2018:i:1:d:10.1007_s10997-017-9379-3)
by Sabri Boubaker & Duc Khuong Nguyen - Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market (RePEc:kap:rqfnac:v:47:y:2016:i:2:d:10.1007_s11156-014-0488-7)
by Javier Vidal-García & Marta Vidal & Duc Khuong Nguyen - The Commovements in International Stock Markets : New Evidence from Lating American Emerging Countries (RePEc:leo:wpaper:1562)
by Mohamed AROURI & Makram BELLALAH & D.-K. NGUYEN - Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models (RePEc:leo:wpaper:661)
by Mohamed AROURI & Amine LAHIANI & D.-K. NGUYEN - Further evidence on the determinants of regional stock market integration in Latin America (RePEc:liu:liucej:v:10:y:2013:i:3:p:397-413)
by Khaled Guesmi & Duc Khuong Nguyen & Frédéric Teulon - Symposium Editorial: Recent issues in the analysis of energy prices (RePEc:liu:liucej:v:13:y:2016:i:1:p:63-65)
by Duc Khuong Nguyen & Benoît Sévi - Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China (RePEc:mes:emfitr:v:58:y:2022:i:6:p:1712-1725)
by Zhiqiang Lu & Junjie Wu & Hongyu Li & Duc Khuong Nguyen - What explains the short-term dynamics of the prices of CO2 emissions? (RePEc:nip:nipewp:04/2014)
by Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa - Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices (RePEc:nip:nipewp:05/2014)
by Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa - Energy prices and CO2 emission allowance prices: A quantile regression approach (RePEc:nip:nipewp:06/2014)
by Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa - Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates (RePEc:pal:jorsoc:v:68:y:2017:i:11:d:10.1057_s41274-016-0133-z)
by Rania Jammazi & Duc Khuong Nguyen - Board Directors and Corporate Social Responsibility (RePEc:pal:palbok:978-0-230-38930-4)
by None - Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data (RePEc:pal:palchp:978-0-230-29521-6_7)
by Mohamed El Hedi Arouri & Fredj Jawadi & Wael Louhichi & Duc Khuong Nguyen - Nonlinear Cointegration and Nonlinear Error-Correction Models: Theory and Empirical Applications for Oil and Stock Markets (RePEc:pal:palchp:978-0-230-29521-6_9)
by Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen - Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States (RePEc:pra:mprapa:101276)
by Awijen, Haithem & Ben Zaied, Younes & Nguyen, Duc Khuong & Sensoy, Ahmet - Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates (RePEc:pra:mprapa:101387)
by Ji, Qiang & Liu, Bing-Yue & Nguyen, Duc Khuong & Fan, Ying - Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry (RePEc:pra:mprapa:101763)
by Breitenstein, Miriam & Anke, Carl-Philipp & Nguyen, Duc Khuong & Walther, Thomas - On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic (RePEc:pra:mprapa:102458)
by Aslam, Faheem & Aziz, Saqib & Nguyen, Duc Khuong & Mughal, Khurram S. & Khan, Maaz - On the Effects of Monetary Policy in Vietnam: Evidence from a Trilemma Analysis (RePEc:pra:mprapa:102521)
by Hoang, Viet-Ngu & Nguyen, Duc Khuong & Pham, Tuan Anh - Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach (RePEc:pra:mprapa:103870)
by Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas - Broker Network Connectivity and the Cross-Section of Expected Stock Returns (RePEc:pra:mprapa:104719)
by Tinic, Murat & Sensoy, Ahmet & Demir, Muge & Nguyen, Duc Khuong - Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets (RePEc:pra:mprapa:105162)
by Serdengecti, Suleyman & Sensoy, Ahmet & Nguyen, Duc Khuong - Statistical arbitrage: Factor investing approach (RePEc:pra:mprapa:105766)
by Akyildirim, Erdinc & Goncu, Ahmet & Hekimoglu, Alper & Nguyen, Duc Khuong & Sensoy, Ahmet - Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach (RePEc:pra:mprapa:70481)
by Ftiti, Zied & Guesmi, Khaled & Nguyen, Duc Khuong & Teulon, Frédéric - Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets (RePEc:pra:mprapa:73397)
by Bekiros, Stelios & Nguyen, Duc Khuong & Sandoval Junior, Leonidas & Salah Uddin, Gazi - Assessing the effects of unconventional monetary policy on pension funds risk incentives (RePEc:pra:mprapa:73398)
by Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos - Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach (RePEc:pra:mprapa:73399)
by Arreola Hernandez, Jose & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Al Janabi, Mazin A. M. & Reboredo, Juan Carlos - Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting (RePEc:pra:mprapa:73400)
by Hammoudeh, Shawkat & Kang, Sang Hoon & Mensi, Walid & Nguyen, Duc Khuong - Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets (RePEc:pra:mprapa:75740)
by Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah - The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India (RePEc:pra:mprapa:75769)
by Nguyen, Duc Khuong & Sévi, Benoît & Sjö, Bo & Salah Uddin, Gazi - The Drivers of Economic Growth in China and India: Globalization or Financial Development? (RePEc:pra:mprapa:77183)
by Shahbaz, Muhammad & Kandil, Magda & Kumar, Mantu & Nguyen, Duc Khuong - Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models (RePEc:pra:mprapa:82504)
by Omri, Anis & Nguyen, Duc Khuong & Rault, Christophe - Modeling and forecasting commodity market volatility with long-term economic and financial variables (RePEc:pra:mprapa:84464)
by Nguyen, Duc Khuong & Walther, Thomas - Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (RePEc:pra:mprapa:84626)
by Al Janabi, Mazin A.M. & Arreola Hernandez, Jose & Berger, Theo & Nguyen, Duc Khuong - Fiscal Policy Interventions at the Zero Lower Bound (RePEc:pra:mprapa:84673)
by Boubaker, Sabri & Nguyen, Duc Khuong & Paltalidis, Nikos - Cojumps and Asset Allocation in International Equity Markets (RePEc:pra:mprapa:89938)
by Arouri, Mohamed El Hedi & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara - Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? (RePEc:pre:wpaper:201351)
by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen - Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test (RePEc:pre:wpaper:201360)
by Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Duc Khuong Nguyen - Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach (RePEc:pre:wpaper:201595)
by Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar - Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach (RePEc:rbq:journl:i:141:p:20-34)
by Thanh Huong Dinh & Jean-François Gajewski & Duc Khuong Nguyen - Special Issue "Energy Challenges in an Uncertain World" Editorial (RePEc:sae:enejou:v:39:y:2018:i:2_suppl:p:1-2)
by Anna Creti & Duc Khuong Nguyen & Lutz Kilian - News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices (RePEc:sae:enejou:v:43:y:2022:i:1_suppl:p:1-30)
by Oguzhan Cepni & Duc Khuong Nguyen & Ahmet Sensoy - Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry (RePEc:sae:enejou:v:43:y:2022:i:5:p:27-50)
by Miriam Breitenstein & Carl-Philipp Anke & Duc Khuong Nguyen & Thomas Walther - Dynamic integration and network structure of the EMU sovereign bond markets (RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2831-1)
by Ahmet Sensoy & Duc Khuong Nguyen & Ahmed Rostom & Erk Hacihasanoglu - Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany (RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-019-03326-8)
by Christoph Wegener & Tobias Basse & Philipp Sibbertsen & Duc Khuong Nguyen - Preface: neural networks, nonlinear dynamics, and risk management in banking and finance (RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-020-03893-1)
by Duc Khuong Nguyen & Hans-Jörg Mettenheim & Charalampos Stasinakis - Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach (RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04323-6)
by Carla Oliveira Henriques & Maria Elisabete Neves & Licínio Castelão & Duc Khuong Nguyen - Forecasting high-frequency stock returns: a comparison of alternative methods (RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04464-8)
by Erdinc Akyildirim & Aurelio F. Bariviera & Duc Khuong Nguyen & Ahmet Sensoy - Investor attention and cryptocurrency market liquidity: a double-edged sword (RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04915-w)
by Shouyu Yao & Ahmet Sensoy & Duc Khuong Nguyen & Tong Li - Corporate Governance in Emerging Markets (RePEc:spr:csrseg:978-3-642-44955-0)
by None - Statistical arbitrage: factor investing approach (RePEc:spr:orspec:v:45:y:2023:i:4:d:10.1007_s00291-023-00733-z)
by Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy - Corporate Governance (RePEc:spr:sprbok:978-3-642-31579-4)
by None - The comovements in international stock markets: new evidence from Latin American emerging countries (RePEc:taf:apeclt:v:17:y:2010:i:13:p:1323-1328)
by Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen - Stock market integration in Mexico and Argentina: are short- and long-term considerations different? (RePEc:taf:apeclt:v:17:y:2010:i:15:p:1503-1507)
by Fredj Jawadi & Mohamed El Hedi Arouri & Duc Khuong Nguyen - Unknown item RePEc:taf:apfiec:v:20:y:2010:i:8:p:669-680 (article)
- Unknown item RePEc:taf:apfiec:v:23:y:2013:i:9:p:729-737 (article)
- Unknown item RePEc:taf:apfiec:v:24:y:2014:i:21:p:1367-1373 (article)
- Time-varying regional integration of stock markets in Southeast Europe (RePEc:taf:applec:v:46:y:2014:i:11:p:1279-1290)
by Khaled Guesmi & Duc Khuong Nguyen - Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period (RePEc:taf:applec:v:46:y:2014:i:18:p:2167-2177)
by Ahdi Noomen Ajmi & Ghassen El-montasser & Shawkat Hammoudeh & Duc Khuong Nguyen - On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach (RePEc:taf:applec:v:46:y:2014:i:22:p:2611-2622)
by Chaker Aloui & Duc Khuong Nguyen - A robust analysis of the relationship between renewable energy consumption and its main drivers (RePEc:taf:applec:v:47:y:2015:i:28:p:2913-2923)
by Anis Omri & Saida Daly & Duc Khuong Nguyen - Responses of international stock markets to oil price surges: a regime-switching perspective (RePEc:taf:applec:v:47:y:2015:i:41:p:4408-4422)
by Rania Jammazi & Duc Khuong Nguyen - Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach (RePEc:taf:applec:v:49:y:2017:i:25:p:2409-2427)
by Jose Arreola Hernandez & Shawkat Hammoudeh & Duc Khuong Nguyen & Mazin A. M. Al Janabi & Juan Carlos Reboredo - The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India (RePEc:taf:applec:v:49:y:2017:i:40:p:4083-4098)
by Duc Khuong Nguyen & Benoît Sévi & Bo Sjö & Gazi Salah Uddin - Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach (RePEc:taf:applec:v:50:y:2018:i:47:p:5031-5049)
by Stelios Bekiros & Shawkat Hammoudeh & Rania Jammazi & Duc Khuong Nguyen - Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach (RePEc:taf:applec:v:50:y:2018:i:53:p:5712-5727)
by Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar - COVID-19 adaptive strategy and SMEs’ access to finance (RePEc:taf:applec:v:56:y:2024:i:22:p:2615-2628)
by Ammar Ali Gull & Rizwan Mushtaq & Duc Khuong Nguyen & Phuong Tra Tran - External financing and earnings management: Evidence in Vietnam (RePEc:taf:oaefxx:v:10:y:2022:i:1:p:2147703)
by Phuong Bui & Hai Ngo & Khuong Nguyen & Nguyen Liem - Early warning systems for currency and systemic banking crises in Vietnam (RePEc:taf:pocoec:v:34:y:2022:i:3:p:350-375)
by Dao Ha & Phuong Nguyen & Duc Khuong Nguyen & Ahmet Sensoy - The shifting dependence dynamics between the G7 stock markets (RePEc:taf:quantf:v:18:y:2018:i:5:p:801-812)
by Ahmed BenSaïda & Sabri Boubaker & Duc Khuong Nguyen - Dynamic connectedness of global currencies: a conditional Granger-causality approach (RePEc:tut:cremwp:2018-04)
by Tan T. M. Le & Franck Martin & Duc K. Nguyen - Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry (RePEc:use:tkiwps:2002)
by Miriam Breitenstein & Carl-Philipp Anke & Duc Khuong Nguyen & T. Walther - Common Drivers of Commodity Futures? (RePEc:use:tkiwps:2207)
by Tom Dudda & Tony Klein & Duc Khuong Nguyen & Thomas Walther - Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables (RePEc:usg:sfwpfi:2018:24)
by Thomas Walther & Duc Khuong Nguyen - Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review (RePEc:usg:sfwpfi:2019:10)
by Miriam Breitenstein & Duc Khuong Nguyen & Thomas Walther - Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates (RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2612-2636)
by Bing‐Yue Liu & Qiang Ji & Duc Khuong Nguyen & Ying Fan - From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic (RePEc:wly:ijfiec:v:29:y:2024:i:1:p:551-580)
by Pengxiang Zhai & Fei Wu & Qiang Ji & Duc Khuong Nguyen - Value‐at‐risk under market shifts through highly flexible models (RePEc:wly:jforec:v:37:y:2018:i:8:p:790-804)
by Ahmed BenSaïda & Sabri Boubaker & Duc Khuong Nguyen & Skander Slim - Modeling and forecasting commodity market volatility with long‐term economic and financial variables (RePEc:wly:jforec:v:39:y:2020:i:2:p:126-142)
by Duc Khuong Nguyen & Thomas Walther - Jump forecasting in foreign exchange markets: A high‐frequency analysis (RePEc:wly:jforec:v:42:y:2023:i:3:p:578-624)
by Sevcan Uzun & Ahmet Sensoy & Duc Khuong Nguyen - Special Issue: International Trade And Business In The Age Of Digital Transformations (RePEc:wsi:serxxx:v:66:y:2021:i:04:n:s0217590821020033)
by Tuan Luong & Duc Khuong Nguyen - Handbook of Global Financial Markets:Transformations, Dependence, and Risk Spillovers (RePEc:wsi:wsbook:10893)
by None - Handbook of Energy Finance:Theories, Practices and Simulations (RePEc:wsi:wsbook:11213)
by None - Corporate Social Responsibility, Ethics and Sustainable Prosperity (RePEc:wsi:wsbook:11460)
by None - Corporate Governance and Corporate Social Responsibility:Emerging Markets Focus (RePEc:wsi:wsbook:8869)
by None - Financial Transformations Beyond the COVID-19 Health Crisis (RePEc:wsi:wsbook:q0318)
by None - Political Corruption and Corporate Finance (RePEc:wsi:wsbook:q0420)
by Quoc Trung Tran & Duc Khuong Nguyen - Does Macroeconomic Transparency Help Governments Be Solvent?: Evidence From Recent Data (RePEc:wsi:wschap:9789812770745_0025)
by Ramzi Mallat & Duc Khuong Nguyen - Common Drivers of Commodity Futures? (RePEc:zbw:qmsrps:202205)
by Dudda, Tom L. & Klein, Tony & Nguyen, Duc Khuong & Walther, Thomas