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Common Drivers of Commodity Futures?
Dudda, Tom; Klein, Tony; Nguyen, Duc Khuong; Walther, Thomas - 2022
We study potential drivers for a large cross-section of commodity futures. Unlike previous studies, we examine the effect of monthly drivers on daily returns using mixed-frequency Granger causality tests. We find real economic activity as a main driver on a monthly basis, whereas financial...
Persistent link: https://www.econbiz.de/10014236727
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Special issue: risk models in banking and finance: networks, data analytics and complex systems
Goutte, Stéphane (ed.); Nguyen, Duc Khuong (ed.);  … - 2023
Persistent link: https://www.econbiz.de/10014428495
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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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Risk governance and bank risk-taking behavior : evidence from Asian banks
Abid, Ammar; Gull, Ammar Ali; Hussain, Nazim; Nguyen, … - In: Journal of international financial markets, … 75 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012820861
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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
Persistent link: https://www.econbiz.de/10003983326
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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
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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
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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
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Stock market integration in the EURO area : segmentation or linear modelling misspecification?
Jawadi, Fredj; Arouri, Mohamed; Nguyen, Duc Khuong - In: International journal of business 15 (2010) 3, pp. 307-317
Persistent link: https://www.econbiz.de/10003993700
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L' intégration financière des marchés d'actions émergents : une analyse au niveau régional
Guesmi, Khaled; Nguyen, Duc Khuong - In: Economie appliquée : archives de l'Institut de … 64 (2011) 2, pp. 143-180
Persistent link: https://www.econbiz.de/10009240806