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ARCH model
Aktienmarkt
87
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85
Volatility
79
Welt
78
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78
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76
Börsenkurs
58
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58
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28
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CAPM
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Nguyen, Duc Khuong
21
Guesmi, Khaled
19
Arouri, Mohamed
8
Lahiani, Amine
7
Teulon, Frédéric
7
Abid, Ilyes
4
Hammoudeh, Shawkat
4
Chkili, Walid
3
Ftiti, Zied
3
Aloui, Chaker
2
Chevallier, Julien
2
Fattoum, Salma
2
Ghabri, Yosra
2
Mensi, Walid
2
Moisseron, Jean-Yves
2
Saadi, Samir
2
Walther, Thomas
2
Aloui, Riadh
1
Aïssa, Ben
1
Balcılar, Mehmet
1
Bedoui, Rihab
1
Bellalah, Mondher
1
Benkraiem, Ramzi
1
Bouazizi, Tarek
1
Boubaker, Heni
1
Boubaker, Sabri
1
Braiek, Sana
1
Brooks, Robert
1
Demirer, Rıza
1
Dhaoui, Abderrazak
1
Do, Hung Xuan
1
Essaddam, Naceur
1
Galariotis, Emilios
1
Goutte, Stéphane
1
Hachicha, Fatma
1
Jammazi, Rania
1
Jebri, Saoussen
1
Jouini, Jamel
1
Kang, Sang Hoon
1
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Energy economics
6
The journal of applied business research
6
International review of financial analysis
5
Economic modelling
4
Journal of international financial markets, institutions & money
4
Revue Gestion 2000 : management & prospective
2
Applied economics
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
Finance research letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
Journal of economic integration
1
Journal of international money and finance
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of the Operational Research Society : OR
1
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
5
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
41
(
2014
),
pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
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
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
Saved in:
8
Conditional dependence structure between oil prices and exchange rates : a copula-GARCH approach
Aloui, Riadh
;
Safouane, Mohamed
;
Aïssa, Ben
;
Nguyen, …
- In:
Journal of international money and finance
32
(
2013
),
pp. 719-738
Persistent link: https://www.econbiz.de/10009733478
Saved in:
9
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
Saved in:
10
Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets
Arouri, Mohamed
;
Nguyen, Duc Khuong
- In:
Managerial finance
36
(
2010
)
1/2
,
pp. 57-70
Persistent link: https://www.econbiz.de/10003941455
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