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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

Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk

Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat; … - In: Energy economics 54 (2016), pp. 159-172

Persistent link: https://www.econbiz.de/10011662798

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

Systemic risk-sharing framework of cryptocurrencies in the COVID-19 crisis

Akhtaruzzaman, Md.; Boubaker, Sabri; Nguyen, Duc Khuong; … - In: Finance research letters 47 (2022) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10013553894

The dynamics of emerging stock markets : empirical assessments and implications

Arouri, Mohamed; Jawadi, Fredj; Nguyen, Duc Khuong - 2010

Persistent link: https://www.econbiz.de/10003888269

Are stock prices related to the political uncertainty index in OECD countries? : evidence from the bootstrap panel causality test

Chang, Tsangyao; Chen, Wen-Yi; Gupta, Rangan; Nguyen, … - In: Economic systems 39 (2015) 2, pp. 288-300

Persistent link: https://www.econbiz.de/10011527538

Impact of speculation and economic uncertainty on commodity markets

Andreasson, Pierre; Bekiros, Stelios; Nguyen, Duc Khuong; … - In: International review of financial analysis 43 (2016), pp. 115-127

Persistent link: https://www.econbiz.de/10011623721

Do liquidity and idiosyncratic risk matter? : evidence from the European mutual fund market

Vidal-García, Javier; Vidal, Marta; Nguyen, Duc Khuong - In: Review of quantitative finance and accounting 47 (2016) 2, pp. 213-247

Persistent link: https://www.econbiz.de/10011595580

Do Liquidity and Idiosyncratic Risk Matter? : Evidence from the European Mutual Fund Market

Vidal-García, Javier - 2016

This paper examines the interaction of idiosyncratic risk, liquidity and return across time in determining fund performance, as well as across investment style portfolios of European mutual funds. This study utilizes a unique data set including returns for equity mutual funds registered in six...

Persistent link: https://www.econbiz.de/10013008318

Stranded Asset Risk and Political Uncertainty : The Impact of the Coal Phase-out on the German Coal Industry

Breitenstein, Miriam - 2020

We assess the value of stranded coal-fired power plants in Germany due to the critical phase-out by 2038. Within a Monte Carlo simulation, the scenarios under consideration (a slow decommissioning at the end of the technical lifetime in 2061, the highly probable phase-out by 2038, and an...

Persistent link: https://www.econbiz.de/10012833588