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A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices
Jammazi, Rania; Lahiani, Amine; Nguyen, Duc Khuong - In: Journal of international financial markets, … 34 (2015), pp. 173-187
Persistent link: https://www.econbiz.de/10011474509
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Do global factors impact BRICS stock markets? : a quantile regression approach
Mensi, Walid; Hammoudeh, Shawkat; Reboredo, Juan Carlos; … - In: Emerging markets review 19 (2014), pp. 1-17
Persistent link: https://www.econbiz.de/10010418057
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Assessing the intensity of US-Latin American market comovements and contagion effects in times of crisis
Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 130-147
Persistent link: https://www.econbiz.de/10010338339
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Global financial crisis, extreme interdependences, and contagion effects : the role of economic structure?
Aloui, Riadh; Aïssa, Mohamed Safouane Ben; Nguyen, Duc … - In: Journal of banking & finance 35 (2011) 1, pp. 130-141
Persistent link: https://www.econbiz.de/10009244433
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Financial development, government bond returns, and stability : international evidence
Boubaker, Sabri; Nguyen, Duc Khuong; Piljak, Vanja; … - In: Journal of international financial markets, … 61 (2019), pp. 81-96
Persistent link: https://www.econbiz.de/10012128282
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The comovements in international stock markets : new evidence from Latin American emerging countries
Arouri, Mohamed; Bellalah, Mondher; Nguyen, Duc Khuong - In: Applied economics letters 17 (2010) 13/15, pp. 1323-1328
Persistent link: https://www.econbiz.de/10008938299
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Forecasting high-frequency excess stock returns via data analytics and machine learning
Akyildirim, Erdinc; Nguyen, Duc Khuong; Sensoy, Ahmet; … - In: European financial management : the journal of the … 29 (2023) 1, pp. 22-75
Persistent link: https://www.econbiz.de/10014253881
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Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
Chkili, Walid; Aloui, Chaker; Nguyen, Duc Khuong - In: Journal of international financial markets, … 22 (2012) 4, pp. 738-757
Persistent link: https://www.econbiz.de/10009582536
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Asymmetric linkages between BRICS stock returns and country risk ratings : evidence from dynamic panel threshold models
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min; … - In: Review of international economics 24 (2016) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011524766
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A tale of two risks in the EMU sovereign debt markets
Akyildirim, Erdinc; Nguyen, Duc Khuong; Sensoy, Ahmet - In: Economics letters 172 (2018), pp. 102-106
Persistent link: https://www.econbiz.de/10012021929