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Global financial crisis and spillover effects among the U.S. and BRICS stock markets

Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: International review of economics & finance : IREF 42 (2016), pp. 257-276

Persistent link: https://www.econbiz.de/10011625114

Dynamic spillovers among major energy and cereal commodity prices

Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Energy economics 43 (2014), pp. 225-243

Persistent link: https://www.econbiz.de/10010504821

Understanding return and volatility spillovers among major agricultural commodities

Lahiani, Amine; Nguyen, Duc Khuong; Vo, Thierry - In: The journal of applied business research 29 (2013) 6, pp. 1781-1790

Persistent link: https://www.econbiz.de/10010229476

Cojumps and Asset Allocation in International Equity Markets

Arouri, Mohamed - 2018

This paper examines the patterns of intraday cojumps between international equity markets as well as their impact on international asset holdings and portfolio diversification benefits. Using intraday index-based data for exchange-traded funds as proxies for international equity markets, we...

Persistent link: https://www.econbiz.de/10012907781

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

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

Stock market liberalization, structural breaks and dynamic changes in emerging market volatility

Nguyen, Duc Khuong; Bellalah, Mondher - In: Review of accounting & finance 7 (2008) 4, pp. 396-411

Persistent link: https://www.econbiz.de/10003799140

World gold prices and stock returns in China : insights for hedging and diversification strategies

Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: Economic modelling 44 (2015), pp. 273-282

Persistent link: https://www.econbiz.de/10011326226

On the impacts of oil price fluctuations on European equity markets : volatility spillover and hedging effectiveness

Arouri, Mohamed; Jouini, Jamel; Nguyen, Duc Khuong - In: Energy economics 34 (2012) 2, pp. 611-617

Persistent link: https://www.econbiz.de/10009618672

Handbook of global financial markets : transformations, dependence, and risk spillovers

Boubaker, Sabri (ed.); Nguyen, Duc Khuong (ed.) - 2019

contagion effects; financial uncertainty and volatility; role of emerging financial markets in the global economy; role of …pt. I. Global Stock markets: dynamic linkages, shock transmission, and contagion. ch. 1. International stock markets …. Brexit and contagion in global financial markets ; ch. 4. Ontology-driven framework for stock market monitoring and …

Persistent link: https://www.econbiz.de/10012643533