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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

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

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

Inflation synchronization among the G7and China : the important role of oil inflation

Elsayed, Ahmed H.; Hammoudeh, Shawkat; Sousa, Ricardo M. - In: Energy economics 100 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012939969

Spillovers from the oil sector to the housing market cycle

Agnello, Luca; Castro, Vitor; Hammoudeh, Shawkat; … - In: Energy economics 61 (2017), pp. 209-220

Persistent link: https://www.econbiz.de/10011737752

Volatility spillovers between oil prices and stock sector returns : implications for portfolio management

Arouri, Mohamed; Jouini, Jamel; Nguyen, Duc Khuong - In: Journal of international money and finance 30 (2011) 7, pp. 1387-1405

Persistent link: https://www.econbiz.de/10009407665

The comovements in international stock markets : new evidence from Latin American emerging countries

Arouri, Mohamed; Bellalah, Mondher; Nguyen, Duc Khuong - In: Applied economics letters 17 (2010) 13/15, pp. 1323-1328

Persistent link: https://www.econbiz.de/10008938299

The global and regional factors in the volatility of emerging sovereign bond markets

Dinh, Thanh Huong; Nguyen, Duc Khuong - In: American journal of finance and accounting 1 (2008/09) 1, pp. 52-68

Persistent link: https://www.econbiz.de/10003773991

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

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

The objective of this handbook is to provide the readers with insights about current dynamics and future potential transformations of global financial markets. We intend to focus on four main areas: Dynamics of Financial Markets; Financial Uncertainty and Volatility; Market Linkages and...

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

Dynamic volatility spillover effects between oil and agricultural products

Pick Schen Yip; Brooks, Robert; Do, Hung Xuan; Nguyen, … - In: International review of financial analysis 69 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012316894