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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/10010142673
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Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach
Aloui, Riadh; Ben Aïssa, Mohamed Safouane; Nguyen, Duc … - In: Journal of international money and finance 32 (2013), pp. 719-738
Persistent link: https://www.econbiz.de/10010054447
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Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Arouri, Mohamed El Hedi; Hammoudeh, Shawkat; Lahiani, Amine - In: The quarterly review of economics and finance : journal … 52 (2012) 2, pp. 207-219
Persistent link: https://www.econbiz.de/10009981252
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Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management
El Hedi Arouri, Mohamed; Jouini, Jamel; Nguyen, Duc Khuong - In: Journal of international money and finance 30 (2011) 7, pp. 1387-1406
Persistent link: https://www.econbiz.de/10009807523
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How strong is the global integration of emerging market regions? An empirical assessment
Guesmi, Khaled; Nguyen, Duc Khuong - In: Economic modelling 28 (2011) 6, pp. 2517-2528
Persistent link: https://www.econbiz.de/10009807702
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Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
Arouri, Mohamed El Hédi; Jawadi, Fredj; Nguyen, Duc Khuong - In: Economic modelling 29 (2012) 3, pp. 884-893
Persistent link: https://www.econbiz.de/10009848560
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Time-scale comovement between the Indian and world stock markets
Deora, Rahul; Nguyen, Duc Khuong - In: The journal of applied business research 29 (2013) 3, pp. 765-775
Persistent link: https://www.econbiz.de/10010159867
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The short- and long-term performance of privatization initial public offerings In Europe
Hamdi, Haykel; Nguyen, Duc Khuong; Obeid, Hassan - In: The journal of applied business research 29 (2013) 4, pp. 1189-1198
Persistent link: https://www.econbiz.de/10010159885
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What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?
Arouri, Mohamed; Jawadi, Fredj; Nguyen, Duc Khuong - In: Journal of macroeconomics 36 (2013), pp. 175-187
Persistent link: https://www.econbiz.de/10010102182
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Information technology sector and equity markets: an empirical investigation
Jawadi, Fredj; Jawadi, Nabila; Nguyen, Duc Khuong; … - In: Applied financial economics 23 (2013) 9, pp. 729-737
Persistent link: https://www.econbiz.de/10010107648