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VAR model
Volatility
128
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123
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122
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122
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100
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99
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90
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33
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Hammoudeh, Shawkat
19
Nguyen, Duc Khuong
14
Balcilar, Mehmet
5
Kim, Won Joong
5
Arouri, Mohamed
4
Hammoudeh, Shawkat M.
4
Sousa, Ricardo M.
3
Tiwari, Aviral Kumar
3
Elsayed, Ahmed H.
2
Hyun, Jun Seog
2
Jammazi, Rania
2
Jena, Sangram Keshari
2
Jouini, Jamel
2
McAleer, Michael
2
Yuan, Yuan
2
Abakah, Emmanuel Joel Aikins
1
Al-Emadi, Ahmed Abdulsalam
1
Aleisa, Eisa
1
Aloui, Chaker
1
Brooks, Robert
1
Chkili, Walid
1
Choi, Kyongwook
1
Demirer, Riza
1
Demirer, Rıza
1
Do, Hung Xuan
1
Dudda, Tom L.
1
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1
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1
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1
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1
Malek, Jiri
1
Mensi, Walid
1
Nasir, Muhammad Ali
1
Nhu Tuyen Le
1
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5
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3
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
33
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1
US monetary policy and sectoral commodity prices
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
;
Sousa, Ricardo M.
- In:
Journal of international money and finance
57
(
2015
),
pp. 61-85
Persistent link: https://www.econbiz.de/10011478211
Saved in:
2
What explain the short-term dynamics of the prices of CO 2 emissions?
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
;
Sousa, Ricardo M.
- In:
Energy economics
46
(
2014
),
pp. 122-135
Persistent link: https://www.econbiz.de/10011298607
Saved in:
3
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
Saved in:
4
China's monetary policy framework and global commodity prices
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
;
Sousa, Ricardo M.
- In:
Energy economics
138
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015182935
Saved in:
5
Exchange rate movements and stock market returns in a regime-switching environment : evidence for BRICS countries
Chkili, Walid
;
Nguyen, Duc Khuong
- In:
Research in international business and finance
31
(
2014
),
pp. 46-56
Persistent link: https://www.econbiz.de/10010434020
Saved in:
6
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:
7
Modeling nonlinear and heterogeneous dynamic links in international monetary markets
Arouri, Mohamed
;
Jawadi, Fredj
;
Nguyen, Duc Khuong
- In:
Macroeconomic dynamics
16
(
2012
),
pp. 232-251
Persistent link: https://www.econbiz.de/10009715427
Saved in:
8
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:
9
Responses of international stock markets to oil price surges : a regime-switching perspective
Jammazi, Rania
;
Nguyen, Duc Khuong
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4408-4422
Persistent link: https://www.econbiz.de/10011295360
Saved in:
10
Estimating and forecasting portfolio's Value-at-Risk with wavelet-based extreme value theory : evidence from crude oil prices and US exchange rates
Jammazi, Rania
;
Nguyen, Duc Khuong
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
11
,
pp. 1352-1362
Persistent link: https://www.econbiz.de/10011815894
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