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person:"Faff, Robert W."
~person:"Nguyen, Duc Khuong"
~subject:"Oil price"
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Search: subject_exact:"Equity market"
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Faff, Robert W.
Nguyen, Duc Khuong
Arouri, Mohamed
19
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16
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13
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ECONIS (ZBW)
9
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1
Responses of international stock markets to oil price surges : a regime-switching perspective
Jammazi, Rania
;
Nguyen, Duc Khuong
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4408-4422
Persistent link: https://www.econbiz.de/10011295360
Saved in:
2
Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
3
Oil prices and MENA stock markets : new evidence from nonlinear and asymmetric causalities during and after the crisis period
Ajmi, Ahdi Noomen
;
El Montasser, Ghassen
;
Hammoudeh, Shawkat
- In:
Applied economics
46
(
2014
)
16/18
,
pp. 2167-2177
Persistent link: https://www.econbiz.de/10010413309
Saved in:
4
A time-varying copula approach to oil and stock market dependence : the case of transition economies
Aloui, Riadh
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
39
(
2013
),
pp. 208-221
Persistent link: https://www.econbiz.de/10010234959
Saved in:
5
On the relationship between world oil prices and GCC stock markets
Arouri, Mohamed
;
Jouini, Jamel
;
Nhu Tuyen Le
;
Nguyen, …
- In:
Journal of quantitative economics : official journal of …
10
(
2012
)
1
,
pp. 98-120
Persistent link: https://www.econbiz.de/10010338427
Saved in:
6
Return and volatility transmission between world oil prices and stock markets of the GCC countries
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1815-1825
Persistent link: https://www.econbiz.de/10009272445
Saved in:
7
Further evidence on the responses of stock prices in GCC countries to oil price shocks
Arouri, Mohamed
;
Bellalah, Mondher
;
Nguyen, Duc Khuong
- In:
International journal of business
16
(
2011
)
1
,
pp. 89-102
Persistent link: https://www.econbiz.de/10008909451
Saved in:
8
Oil price fluctuations and equity returns in net oil-exporting countries
Arouri, Mohamed
;
Bellalah, Mondher
;
Lahiani, Amine
; …
- In:
6th International Finance Conference on Financial …
,
(pp. 135-145)
.
2011
Persistent link: https://www.econbiz.de/10009655288
Saved in:
9
Oil prices, stock markets and portfolio investment : evidence from sector analysis in Europe over the last decade
Arouri, Mohamed
;
Nguyen, Duc Khuong
- In:
Energy policy
38
(
2010
)
8
,
pp. 4528-4539
Persistent link: https://www.econbiz.de/10008655083
Saved in:
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