Duc Khuong Nguyen : Citation Profile

Are you Duc Khuong Nguyen?

Institut de Préparation à l'Administration et à la Gestion (IPAG) (85% share)
Vietnam National University (15% share)

34

H index

69

i10 index

3821

Citations

RESEARCH PRODUCTION:

112

Articles

104

Papers

1

Chapters

EDITOR:

6

Books edited

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 272
   Journals where Duc Khuong Nguyen has often published
   Relations with other researchers
   Recent citing documents: 469.    Total self citations: 90 (2.3 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/png97
   Updated: 2021-03-01    RAS profile: 2021-02-20    
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Relations with other researchers

Works with:

Uddin, Gazi (9)

Sensoy, Ahmet (8)

Bekiros, Stelios (7)

Walther, Thomas (6)

Paltalidis, Nikos (6)

Mensi, walid (4)

AROURI, Mohamed (3)

Sévi, Benoît (3)

Shahbaz, Muhammad (2)

Kandil, Magda (2)

Chevallier, Julien (2)

Reboredo, Juan (2)

BenSaïda, Ahmed (2)

Goutte, Stéphane (2)

Balcilar, Mehmet (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Duc Khuong Nguyen.

Is cited by:

GUPTA, RANGAN (141)

Tiwari, Aviral (92)

Shahzad, Syed Jawad Hussain (79)

Filis, George (72)

Shahbaz, Muhammad (65)

Bouri, Elie (60)

GUESMI, Khaled (59)

Guesmi, Khaled (57)

Yoon, Seong-Min (55)

Degiannakis, Stavros (54)

Ratti, Ronald (43)

Cites to:

Hammoudeh, Shawkat (139)

AROURI, Mohamed (91)

McAleer, Michael (86)

Engle, Robert (69)

Bekaert, Geert (56)

Harvey, Campbell (54)

Bollerslev, Tim (52)

Hamilton, James (46)

Kilian, Lutz (37)

Baur, Dirk (36)

Sousa, Ricardo (36)

Main data

Where Duc Khuong Nguyen has published?

Journals with more than one article published# docs
Energy Economics13
Applied Economics9
Economic Modelling9
Journal of International Financial Markets, Institutions and Money9
Economics Bulletin6
Journal of International Money and Finance5
Energy Policy5
Journal of Banking & Finance4
Annals of Operations Research3
Emerging Markets Review3
Applied Financial Economics3
Journal of Forecasting2
International Review of Financial Analysis2
European Journal of Operational Research2
Resources Policy2
Applied Economics Letters2
Research in International Business and Finance2
European Journal of Comparative Economics2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Research, Ipag Business School34
MPRA Paper / University Library of Munich, Germany22
Post-Print / HAL16
Working Papers / HAL12
Working Papers / Development and Policies Research Center (DEPOCEN), Vietnam7
Working Papers / University of Pretoria, Department of Economics3
Working Papers on Finance / University of St. Gallen, School of Finance2

Recent works citing Duc Khuong Nguyen (2021 and 2020)

YearTitle of citing document
2020New Insight into the Causal Linkage between Economic Expansion, FDI, Coal consumption, Pollutant emissions and Urbanization in South Africa. (2020). Bekun, Festus ; Sarkodie, Samuel A ; Joshua, Udi. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/011.

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2020New Insight into the Causal Linkage between Economic Expansion, FDI, Coal consumption, Pollutant emissions and Urbanization in South Africa. (2020). Bekun, Festus V ; Joshua, Udi ; Sarkodie, Samuel A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/011.

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2020Analyzing the robustness of ARIMA and neural networks as a predictive model of crude oil prices. (2020). Yadav, Miklesh ; Sharma, Sudhi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:289-300.

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2020The dependence and dynamic correlation between Islamic and conventional insurances and stock market: A multivariate short memory approach. (2020). el Abed, Riadh ; el Ansari, Rym Charef. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:213-222.

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2020Sanction or Financial Crisis? An Artificial Neural Network-Based Approach to model the impact of oil price volatility on Stock and industry indices. (2019). Yaghoubi, Nourmohammad ; Tehrani, Reza ; Ezazi, Mohammadesmaeil ; Kokabisaghi, Somayeh. In: Papers. RePEc:arx:papers:1912.04015.

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2020The Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula Approach. (2020). Payandeh, Amir ; Ofoghi, Reza ; Qazvini, Marjan. In: Papers. RePEc:arx:papers:2001.11275.

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2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

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2020Copula-based local dependence between energy, agriculture and metal commodity markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Papers. RePEc:arx:papers:2003.04007.

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2020Turn-of-the Year Affect in Gold Prices: Decomposition Analysis. (2020). Gulseven, Osman. In: Papers. RePEc:arx:papers:2003.11027.

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2020Mapping Coupled Time-series Onto Complex Network. (2020). Jafari, Reza G ; Haven, Emmanuel ; Sheykhali, Somaye ; Askari, Jafar ; Ardalankia, Jamshid. In: Papers. RePEc:arx:papers:2004.13536.

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2020Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204.

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2020iConVis: Interactive Visual Exploration of the Default Contagion Risk of Networked-Guarantee Loans. (2020). Zhang, Jiawan ; Cheng, Dawei ; Wu, Junqi ; LI, Runlin ; Niu, Zhibin . In: Papers. RePEc:arx:papers:2006.09542.

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2020The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12838.

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2020The behavior of stock market prices throughout the episodes of capital inflows. (2020). SEVIL, Guven ; Baba, Boubekeur. In: Papers. RePEc:arx:papers:2008.13472.

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2020Regularization Approach for Network Modeling of German Power Derivative Market. (2020). L'Opez, Brenda ; Hardle, Wolfgang Karl ; Chen, Shi. In: Papers. RePEc:arx:papers:2009.09739.

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2020Modeling and Probababilistic Forecasting of Natural Gas Prices. (2020). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2010.06227.

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2020Stock Market Sensitivity to Macroeconomic Factors: Evidence from China and India. (2020). Faniband, Muhammadriyaj ; Chellaswamy, Karthigai Prakasam. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:146-159.

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2020The Dynamic Relationships between the Baltic Dry Index and the BRICS Stock Markets: A Wavelet Analysis. (2020). Wang, Mei-Chih ; Chen, Chan-Sheng ; Chiu, Chien-Liang ; Kuo, Pao-Lan. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:340-351.

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2020Corporate Governance and Cash Holdings in Hospitality Firms: Do Board Characteristics Matter?. (2020). Lau, Wee-Yeap ; Kwan, Jing-Hui. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:816-832.

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2020Do macroeconomic factors impact corporate debt? Evidence from India. (2020). Marulkar, Kedar ; Faniband, Muhammadriyaj. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2020:p:16-23.

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2020Asymmetric Volatility Effects in Risk Management: An Empirical Analysis using a Stock Index Futures. (2020). Guillermo, Benavides . In: Working Papers. RePEc:bdm:wpaper:2020-10.

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2020What share for gold? On the interaction of gold and foreign exchange reserve returns. (2020). Zulaica, Omar. In: BIS Working Papers. RePEc:bis:biswps:906.

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2020Institutional ownership, cross‐shareholdings and corporate cash reserves in Japan. (2020). Rahman, Nahid ; Nguyen, Pascal. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:1175-1207.

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2020Food–oil volatility spillovers and the impact of distinct biofuel policies on price uncertainties on feedstock markets. (2020). Saucedo, Alberto ; Herwartz, Helmut. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:3:p:387-402.

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2020Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets. (2020). de Oliveira, Erick Meira ; Fogliano, Felipe Arias ; Gusmo, Rodrigo Goyannes ; Cyrino, Fernando Luiz ; Klotzle, Marcelo Cabus ; Orsato, Renato J. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:682-697.

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2020Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets. (2020). Tsang, Andrew ; Funke, Michael ; Loermann, Julius. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_022.

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2020Correlation Analysis of Stock Market and Fund Market Based on M-Copula-EGARCH-M-GED Model. (2020). Hongjun, Wang ; Ruihua, Wang. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:3:p:240-252:n:3.

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2020On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8189.

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2020Über die drohende Entankerung der Inflationserwartungen in der Eurozone und die Handlungsspielräume der EZB. (2020). Wollmershäuser, Timo ; Wollmershauser, Timo ; Mohrle, Sascha. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:73:y:2020:i:10:p:30-32.

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2020The impact of total factor productivity on energy consumption and CO2 emissions in G20 countries. (2020). Tzeremes, Panayiotis. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00408.

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2020Interaction Between Environmental Kuznet Curve and Urban Environment Transition Hypotheses in Malaysia. (2020). Yasmin, Tahira ; Othman, Nor Salwati ; Bekhet, Hussain Ali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-51.

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2020Crude Oil Option Market Parameters and Their Impact on the Cost of Hedging by Long Strap Strategy. (2020). Iwaszczuk, Natalia ; Lamasz, Bartosz. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-58.

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2020Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia. (2020). , Abdulrahman ; Rahman, Abdul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-16.

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2020An Empirical Analysis of Factors Affecting Renewable Energy Consumption in Association of Southeast Asian Nations-4 Countries. (2020). Kumaran, Vikniswari Vija ; Mohamad, Zam Zuriyati ; Abdullah, Hussin ; Khan, Farman Ullah ; Ridzuan, Abdul Rahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-7.

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2020Wavelet Analysis of Renewable, Non-renewable Energy Consumption and Environmental Degradation as a Precursor to Economic Growth: Evidence from Malaysia. (2020). Ahmad, Mohd Shahril ; Soetrisno, Fathan K ; Kamarulzaman, Rashidah ; Ali, Azlan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-22.

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2020Price Discovery in Crude Oil Markets: Intraday Volatility Interactions between Crude Oil Futures and Energy Exchange Traded Funds. (2020). Ulusoy, Veysel ; Ozdurak, Caner. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-51.

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2020Does the Choice of the Multivariate GARCH Model on Volatility Spillovers Matter? Evidence from Oil Prices and Stock Markets in G7 Countries. (2020). Dritsakis, Nikolaos ; Kartsonakis-Mademlis, Dimitrios. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-21.

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2020Long Run Association of Oil Prices and Stock Prices: A Case of Indonesia. (2020). Alqahtani, Hassan Ali ; Srinivasa, Venkata Sai. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-70.

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2020Estimating the Impact of Energy Consumption on Carbon Emissions Using Environmental Kuznets Curve. (2020). Polyakova, Aleksandra G ; Dmitriy, Zavyalov ; Dalish, Naif. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-72.

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2020The Impact of Oil Price Fluctuations on Saudi Arabia Stock Market: A Vector Error-Correction Model Analysis. (2020). Ayyaf, Nouf Bin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-41.

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2020Investments in Energy Conservation: Policy Implications for Pakistan. (2020). Hina, Hafsa ; Anwar, Saba ; Aquino, Perfecto G ; Abbas, Muzaffar ; Khan, Muhammad Ibrahim ; Sultan, Fahad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-85.

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2021Asymmetric Effect of Oil Price Change on Inflation: Evidence from Sub Saharan Africa Countries. (2021). Mohd, Niaz Ahmad ; Babuga, Umar Tijjani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-53.

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2021Commodity Prices and the Stock Market in Thailand. (2021). Aumeboonsuke, Vesarach. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-6.

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2021Rethinking the Reasons of Greenhouse Gases Emission in ASEAN Countries: Finding Reasons in Urbanization, Industrialization and Population Growth. (2021). Mekhum, Witthaya ; Tarasawatpipat, Chaisri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-63.

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2021Can the Leading US Energy Stock Prices be Predicted using the Ichimoku Cloud?. (2021). Kamalov, Firuz ; Gurrib, Ikhlaas ; Elshareif, Elgilani . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-7.

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2020Probabilistic forecasts of time and energy flexibility in battery electric vehicle charging. (2020). Weinhardt, Christof ; Dann, David ; Huber, Julian. In: Applied Energy. RePEc:eee:appene:v:262:y:2020:i:c:s0306261920300374.

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2020Complexities and contradictions in the global energy transition: A re-evaluation of country-level factors and dependencies. (2020). Worden, S ; Harris, J ; Owen, J R ; Svobodova, K. In: Applied Energy. RePEc:eee:appene:v:265:y:2020:i:c:s0306261920302907.

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2020The heterogeneous effects of socioeconomic determinants on PM2.5 concentrations using a two-step panel quantile regression. (2020). Liao, Zangyi ; Ye, Bin ; Kong, Ying ; Ren, Xiaohang ; Yan, Dan. In: Applied Energy. RePEc:eee:appene:v:272:y:2020:i:c:s0306261920307583.

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2020Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach. (2020). Yang, Lu ; Hamori, Shigeyuki ; Ho, Kung-Cheng. In: Journal of Asian Economics. RePEc:eee:asieco:v:68:y:2020:i:c:s1049007820300440.

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2020The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303300.

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2020Driving factors of CO2 emission inequality in China: The role of government expenditure. (2020). Li, Ding ; Wang, Feiran ; Fan, Wei. In: China Economic Review. RePEc:eee:chieco:v:64:y:2020:i:c:s1043951x20301425.

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2020Can systemic risk measures predict economic shocks? Evidence from China. (2020). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: China Economic Review. RePEc:eee:chieco:v:64:y:2020:i:c:s1043951x20301541.

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2020Multiple learning mechanisms promote cooperation in public goods games with project selection. (2020). Xu, Wen-Juan ; Zhong, Li-Xin ; Shi, Yong-Dong ; Ren, Fei ; Qiu, Tian ; He, Yun-Xin ; Chen, Rong-Da. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:133:y:2020:i:c:s096007792030028x.

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2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

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2020Large-scale minimum variance portfolio allocation using double regularization. (2020). Liao, Yin ; Bian, Zhicun ; Zhang, Xueyong ; Shi, Jing ; Oneill, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s016518892030107x.

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2020An assessment of contagion risks in the banking system using non-parametric and Copula approaches. (2020). Duong, Duy ; Nguyen, Sang Phu ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:105-116.

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2020Determinants of CO2 emissions in European Union countries: Does environmental regulation reduce environmental pollution?. (2020). Marques, António ; Neves, Sonia Almeida ; Patricio, Margarida. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:114-125.

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2020Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

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2020Diversification and optimal hedges for socially responsible investment in Brazil. (2020). Penabad, Maria-Celia ; Lopez-Andion, Carmen ; Iglesias, Ana ; Maside-Sanfiz, Jose Manuel ; Lopez-Penabad, Maria-Celia ; Iglesias-Casal, Ana. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:106-118.

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2020Financialization of agricultural commodities: Evidence from China. (2020). Ouyang, Ruolan ; Zhang, Xuan. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:381-389.

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2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

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2020Can monetary policy stabilise food inflation? Evidence from advanced and emerging economies. (2020). Jain, Richa ; Bhattacharya, Rudrani. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:122-141.

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2020Banking integration in ASEAN-6: An empirical investigation. (2020). Vo, Dinh-Tri ; Le, Phuong ; Gillet, Philippe ; Ha, Dao. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:705-719.

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2020Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets. (2020). Green, Christopher J ; Bai, YE. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:180-194.

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2020Insurance activity, real output, and geopolitical risk: Fresh evidence from BRICS. (2020). Lee, Chien-Chiang. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:207-215.

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2021Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788.

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2021Macroeconomic forecasts and commodity futures volatility. (2021). Liu, Xiaoquan ; Jiang, Ying ; Deschamps, Bruno ; Guo, Ranran ; Ye, Wuyi. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:981-994.

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2020The policy mix in the US and EMU: Evidence from a SVAR analysis. (2020). Afonso, Antonio ; Gonalves, Luis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818300822.

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2020Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data. (2020). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830319x.

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2020Equity market and money supply spillovers and economic growth in BRICS economies: A global vector autoregressive approach. (2020). Sohag, Kazi ; Alqahtani, Faisal ; Kutan, Ali M ; Samargandi, Nahla. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303255.

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2020U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305485.

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2020Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Wohar, Mark E ; Adewuyi, Adeolu O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305497.

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2020A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636.

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2020A quantile-copula approach to dependence between financial assets. (2020). Jung, Hojin ; Tabacu, Lucia ; Kim, Jong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300105.

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2020Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets. (2020). Kang, Sang Hoon ; Ali, Alanoud ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819301615.

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2020Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?. (2020). Yoon, Seong-Min ; Sadorsky, Perry ; Hernandez, Jose Arreola ; Hanif, Waqas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302335.

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2020Dynamic relations between oil and stock market returns: A multi-country study. (2020). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302499.

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2020Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304085.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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2020Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006.

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2020Factors affecting delinquency of household credit in the U.S.: Does consumer sentiment play a role?. (2020). Tang, Xueli ; Ali, Huson Joher ; Wadud, Mokhtarul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303547.

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2020Forecast on silver futures linked with structural breaks and day-of-the-week effect. (2020). Fang, Qiang ; Cheng, Yuxiang ; Li, Wenlan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300899.

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2020Modeling non-normal corporate bond yield spreads by copula. (2020). Jung, Hojin ; Kim, Dong H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301078.

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2020Revisiting the roles of gold: Does gold ETF matter?. (2020). Lai, Hsiao-Pin ; Chen, Chun-Da ; Cheng, Wan-Hsiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818302407.

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2020Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models. (2020). Singh, Anuradha ; Powell, Robert ; Yong, J ; Do, A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819301342.

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2020Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis. (2020). Hau, Liya ; Ge, Yajing ; Meng, Liang ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301534.

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2020“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet. (2020). Vo, Xuan Vinh ; Nasir, Muhammad Ali ; Nguyen, Thong Trung ; Duc, Toan Luu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301716.

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2020Volatility interdependence on foreign exchange markets: The contribution of cross-rates. (2020). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301807.

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2020Unpleasant arithmetic of socially responsible investment. (2020). Williams, Benjamin ; Pijourlet, Guillaume ; Arouri, Mohamed. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301889.

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2020Distinguishing between breaks in the mean and breaks in persistence under long memory. (2020). Sibbertsen, Philipp ; Mboya, Mwasi Paza ; Wingert, Simon. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302196.

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2020Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors. (2020). al Dohaiman, Mohammed ; Mezghani, Imed ; ben Haddad, Hedi. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518300748.

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2020A comparison of tail dependence estimators. (2020). Weiss, Gregor ; Irresberger, Felix ; Supper, Hendrik . In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:728-742.

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2020Local Gaussian correlations in financial and commodity markets. (2020). Chevallier, Julien ; Nguyen, Quynh Nga ; Zhu, Bangzhu ; Zhang, Lyuyuan ; Aboura, Sofiane. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:306-323.

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2020Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

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2020In search for good news: The relationship between accounting information, bounded rationality and hard-to-value stocks. (2020). Lima, Fabiano Guasti ; Lemes, Sirlei ; Figlioli, Bruno. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014120302429.

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2020Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042.

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2020Are female top executives more risk-averse or more ethical? Evidence from corporate cash holdings policy. (2020). Doan, Trang ; Iskandar-Datta, Mai. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:161-176.

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2020Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. (2020). Uddin, Gazi ; Troster, Victor ; Tuvhag, Tom ; Lindman, Sebastian ; Jayasekera, Ranadeva. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:42-73.

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2020Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Nasreen, Samia ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930324x.

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2020The impact of diesel price on upstream and downstream food prices: Evidence from São Paulo. (2020). Nunes, Rubens ; Zingbagba, Mark ; Fadairo, Muriel. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303263.

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More than 100 citations found, this list is not complete...

Duc Khuong Nguyen has edited the books:

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Works by Duc Khuong Nguyen:

YearTitleTypeCited
2016Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models In: Review of International Economics.
[Full Text][Citation analysis]		article20
2016Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting In: The World Economy.
[Full Text][Citation analysis]		article2
2015Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article18
2014Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area.(2014) In: Working Papers.
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2012MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article1
2007Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility In: Working Papers.
[Full Text][Citation analysis]		paper0
2007Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data In: Working Papers.
[Full Text][Citation analysis]		paper0
2008DOES MACROECONOMIC TRANSPARENCY HELP GOVERNMENTS BE SOLVENT?: EVIDENCE FROM RECENT DATA.(2008) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		chapter
2013A wavelet-based copula approach for modeling market risk in agricultural commodity markets In: Working Papers.
[Full Text][Citation analysis]		paper14
2007The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries In: Working Papers.
[Full Text][Citation analysis]		paper15
2008THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES.(2008) In: Working Papers.
[Full Text][Citation analysis]
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2010The comovements in international stock markets: new evidence from Latin American emerging countries.(2010) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models In: Working Papers.
[Full Text][Citation analysis]		paper95
2012Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 95		article
2012Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 95		paper
2010Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 95		paper
2010Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets In: Working Papers.
[Full Text][Citation analysis]		paper1
2010Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure In: Working Papers.
[Full Text][Citation analysis]		paper211
2011Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?.(2011) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 211		article
2011How strong is the global integration of emerging market regions? An empirical assessment In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper41
2011How strong is the global integration of emerging market regions? An empirical assessment.(2011) In: Economic Modelling.
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This paper has another version. Agregated cites: 41		article
2008More on corporate diversification, firm size and value creation In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2008An empirical analysis of structural changes in emerging market volatility In: Economics Bulletin.
[Full Text][Citation analysis]		article4
2009Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure? In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2011Modeling the volatility of Mediterranean stock markets: a regime-switching approach In: Economics Bulletin.
[Full Text][Citation analysis]		article5
2012Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2012Oil-stock volatility transmission, portfolio selection and hedging In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2018Fiscal policy interventions at the zero lower bound In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
2017Fiscal Policy Interventions at the Zero Lower Bound.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
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2019Cojumps and asset allocation in international equity markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
2019Cojumps and asset allocation in international equity markets.(2019) In: Post-Print.
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2018Cojumps and Asset Allocation in International Equity Markets.(2018) In: MPRA Paper.
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2011Return and volatility transmission between world oil prices and stock markets of the GCC countries In: Economic Modelling.
[Full Text][Citation analysis]		article136
2011Return and volatility transmission between world oil prices and stock markets of the GCC countries.(2011) In: EcoMod2011.
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2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS In: Economic Modelling.
[Full Text][Citation analysis]		article19
2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS.(2012) In: Post-Print.
[Citation analysis]
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2012Assessing the impacts of oil price fluctuations on stock returns in emerging markets In: Economic Modelling.
[Full Text][Citation analysis]		article68
2013Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests In: Economic Modelling.
[Full Text][Citation analysis]		article37
2014Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2014Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models In: Economic Modelling.
[Full Text][Citation analysis]		article102
2014Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models.(2014) In: MPRA Paper.
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This paper has another version. Agregated cites: 102		paper
2015World gold prices and stock returns in China: Insights for hedging and diversification strategies In: Economic Modelling.
[Full Text][Citation analysis]		article95
2013World gold prices and stock returns in China: insights for hedging and diversification strategies.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 95		paper
2014World gold prices and stock returns in China: insights for hedging and diversification strategies.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 95		paper
2016Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis In: Economic Modelling.
[Full Text][Citation analysis]		article10
2017Can investors of Chinese energy stocks benefit from diversification into commodity futures? In: Economic Modelling.
[Full Text][Citation analysis]		article5
2018A tale of two risks in the EMU sovereign debt markets In: Economics Letters.
[Full Text][Citation analysis]		article0
2015Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test In: Economic Systems.
[Full Text][Citation analysis]		article37
2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test.(2013) In: Working Papers.
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2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets In: European Journal of Operational Research.
[Full Text][Citation analysis]		article34
2016Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets.(2016) In: MPRA Paper.
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2017Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios In: European Journal of Operational Research.
[Full Text][Citation analysis]		article9
2016Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios.(2016) In: MPRA Paper.
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This paper has another version. Agregated cites: 9		paper
2014Do global factors impact BRICS stock markets? A quantile regression approach In: Emerging Markets Review.
[Full Text][Citation analysis]		article139
2014Do global factors impact BRICS stock markets? A quantile regression approach.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 139		paper
2014Dependence of stock and commodity futures markets in China: Implications for portfolio investment In: Emerging Markets Review.
[Full Text][Citation analysis]		article28
2015Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? In: Emerging Markets Review.
[Full Text][Citation analysis]		article38
2018Market integration and financial linkages among stock markets in Pacific Basin countries In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article5
2012On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness In: Energy Economics.
[Full Text][Citation analysis]		article183
2013A time-varying copula approach to oil and stock market dependence: The case of transition economies In: Energy Economics.
[Full Text][Citation analysis]		article83
2013On the short- and long-run efficiency of energy and precious metal markets In: Energy Economics.
[Full Text][Citation analysis]		article20
2013On the short- and long-run efficiency of energy and precious metal markets.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory In: Energy Economics.
[Full Text][Citation analysis]		article145
2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 145		paper
2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 145		paper
2014Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management In: Energy Economics.
[Full Text][Citation analysis]		article19
2014Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 19		paper
2014Dynamic spillovers among major energy and cereal commodity prices In: Energy Economics.
[Full Text][Citation analysis]		article106
2014Dynamic spillovers among major energy and cereal commodity prices.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 106		paper
2014What explain the short-term dynamics of the prices of CO2 emissions? In: Energy Economics.
[Full Text][Citation analysis]		article45
2014What explains the short-term dynamics of the prices of CO2 emissions?.(2014) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 45		paper
2015An empirical analysis of energy cost pass-through to CO2 emission prices In: Energy Economics.
[Full Text][Citation analysis]		article19
2015On the relationships between CO2 emissions, energy consumption and income: The importance of time variation In: Energy Economics.
[Full Text][Citation analysis]		article59
2016Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics.
[Full Text][Citation analysis]		article32
2014Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 32		paper
2019A conditional dependence approach to CO2-energy price relationships In: Energy Economics.
[Full Text][Citation analysis]		article1
2020U.S. equity and commodity futures markets: Hedging or financialization? In: Energy Economics.
[Full Text][Citation analysis]		article2
2010Time-varying predictability in crude-oil markets: the case of GCC countries In: Energy Policy.
[Full Text][Citation analysis]		article27
2010Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries.(2010) In: Working Papers.
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2010Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade In: Energy Policy.
[Full Text][Citation analysis]		article199
2010Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 199		paper
2014Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices In: Energy Policy.
[Full Text][Citation analysis]		article73
2014Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices.(2014) In: Post-Print.
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2014Energy prices and CO2 emission allowance prices: A quantile regression approach In: Energy Policy.
[Full Text][Citation analysis]		article53
2014Energy prices and CO2 emission allowance prices: A quantile regression approach.(2014) In: Working Papers.
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2014Energy prices and CO2 emission allowance prices: A quantile regression approach.(2014) In: NIPE Working Papers.
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2015Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan In: Energy Policy.
[Full Text][Citation analysis]		article48
2014On the determinants of renewable energy consumption: International evidence In: Energy.
[Full Text][Citation analysis]		article50
2016Impact of speculation and economic uncertainty on commodity markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article42
2020Dynamic volatility spillover effects between oil and agricultural products In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2015Testing for asymmetric causality between U.S. equity returns and commodity futures returns In: Finance Research Letters.
[Full Text][Citation analysis]		article15
2012Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article29
2014How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article55
2013How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests.(2013) In: Working Papers.
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2014Financial linkages between US sector credit default swaps markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article12
2014Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article25
2014Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article29
2013Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?.(2013) In: Working Papers.
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2014Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?.(2014) In: Working Papers.
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2013Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?.(2013) In: Working Papers.
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2015A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article27
2016On the time scale behavior of equity-commodity links: Implications for portfolio management In: Journal of International Financial Markets, Institutions and Money.
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2017On the robustness of week-day effect to error distributional assumption: International evidence In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article3
2019Financial development, government bond returns, and stability: International evidence In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2020Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework In: International Review of Law and Economics.
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2012An international CAPM for partially integrated markets: Theory and empirical evidence In: Journal of Banking & Finance.
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2017Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives In: Journal of Banking & Finance.
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2018Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives In: Journal of Banking & Finance.
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2020Enterprise risk management and solvency: The case of the listed EU insurers In: Journal of Business Research.
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2020Reaching for yield and the diabolic loop in a monetary union In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article0
2011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article232
2013Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article120
2015US monetary policy and sectoral commodity prices In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article30
2017Black swan events and safe havens: The role of gold in globally integrated emerging markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article34
2016Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets.(2016) In: MPRA Paper.
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2013What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article3
2013What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Grenoble Ecole de Management (Post-Print).
[Citation analysis]
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2013What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2013) In: Post-Print.
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2010What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?.(2010) In: Working Papers.
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2015Dynamic convergence of commodity futures: Not all types of commodities are alike In: Resources Policy.
[Full Text][Citation analysis]		article29
2015Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios In: Resources Policy.
[Full Text][Citation analysis]		article14
2014Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article59
2012Long memory and structural breaks in modeling the return and volatility dynamics of precious metals In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article90
2013Long memory and structural breaks in modeling the return and volatility dynamics of precious metals.(2013) In: Working Papers.
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2016Global financial crisis and spillover effects among the U.S. and BRICS stock markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article43
2014Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries In: Research in International Business and Finance.
[Full Text][Citation analysis]		article57
2014Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries.(2014) In: Working Papers.
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2015Short-term overreaction to specific events: Evidence from an emerging market In: Research in International Business and Finance.
[Full Text][Citation analysis]		article9
2015Short-Term Overreaction to Specific Events: Evidence from an Emerging Market.(2015) In: Post-Print.
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2020On the efficiency of foreign exchange markets in times of the COVID-19 pandemic In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article1
2020On the efficiency of foreign exchange markets in times of the COVID-19 pandemic.(2020) In: Post-Print.
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2020On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic.(2020) In: MPRA Paper.
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2010Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models In: EcoMod2010.
[Full Text][Citation analysis]		paper0
2017The drivers of economic growth in China and India: globalization or financial development? In: International Journal of Development Issues.
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2010Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions.(2010) In: Applied Financial Economics.
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2015Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach.(2015) In: MPRA Paper.
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