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On the robustness of week-day effect to error distributional assumption : international evidence

Boubaker, Sabri; Essaddam, Naceur; Nguyen, Duc Khuong; … - In: Journal of international financial markets, … 47 (2017), pp. 114-130

Persistent link: https://www.econbiz.de/10011892258

Short-term overreaction to specific events : evidence from an emerging market

Boubaker, Sabri; Farag, Hisham; Nguyen, Duc Khuong - In: Research in international business and finance 35 (2015), pp. 153-165

Persistent link: https://www.econbiz.de/10011570032

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

La dynamique de la volatilité boursière autour de l'ouverture des marchés de capitaux

Nguyen, Duc Khuong - In: Economie & prévision : EP 192 (2010) 1, pp. 65-82

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La valorisation des instruments financiers en juste valeur et performance de marché en temps de crise : le cas des sociétés du CAC 40

Ben Hamida, Nessrine; Nguyen, Duc Khuong - In: Revue Gestion 2000 : management & prospective 26 (2009) 6, pp. 81-96

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Time-varying predictability in crude-oil markets : the case of GCC countries

Arouri, Mohamed; Dinh, Thanh Huong; Nguyen, Duc Khuong - In: Energy policy 38 (2010) 8, pp. 4371-4380

Persistent link: https://www.econbiz.de/10008655106

The dynamics of emerging stock markets : empirical assessments and implications

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

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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

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

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

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