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Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Arouri, Mohamed; Hammoudeh, Shawkat; Lahiani, Amine; … - In: The quarterly review of economics and finance : journal … 52 (2012) 2, pp. 207-218
Persistent link: https://www.econbiz.de/10009700518
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Testing for asymmetric causality between U.S. equity returns and commodity futures returns
Nguyen, Duc Khuong; Sousa, Ricardo M.; Uddin, Mohammed … - In: Finance research letters 12 (2015), pp. 38-47
Persistent link: https://www.econbiz.de/10011552233
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U.S. equity and commodity futures markets : hedging or financialization?
Nguyen, Duc Khuong; Sensoy, Ahmet; Sousa, Ricardo M.; … - In: Energy economics 86 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012511797
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Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?
Mensi, Walid; Hammoudeh, Shawkat; Reboredo, Juan Carlos; … - In: Emerging markets review 24 (2015), pp. 101-121
Persistent link: https://www.econbiz.de/10011538548
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Dependence of stock and commodity futures markets in China : implications for portfolio investment
Hammoudeh, Shawkat; Nguyen, Duc Khuong; Reboredo, Juan … - In: Emerging markets review 21 (2014), pp. 183-200
Persistent link: https://www.econbiz.de/10011304331
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Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Gupta, Rangan; Hammoudeh, Shawkat; Modise, Mampho P.; … - In: Journal of international financial markets, … 33 (2014), pp. 367-378
Persistent link: https://www.econbiz.de/10011299816
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Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola; Hammoudeh, Shawkat; Nguyen, … - In: Applied economics 49 (2017) 25, pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424
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Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola; Al Janabi, Mazin A. M.; … - In: The journal of asset management 16 (2015) 7, pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
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Systematic ESG exposure and stock returns : evidence from the United States during the 1991-2019 period
Karoui, Aymen; Nguyen, Duc Khuong - In: Business ethics, the environment & responsibility 31 (2022) 3, pp. 604-619
Persistent link: https://www.econbiz.de/10013325889
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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