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Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 23.

3 February 2014

Raza, Syed Ali and Shahbaz, Muhammad and Nguyen, Duc Khuong (2014): Energy Conservation Policies, Growth and Trade Performance: Evidence of Feedback Hypothesis in Pakistan.

March 2014

Hammoudeh, Shawkat and Kang, Sang Hoon and Mensi, Walid and Nguyen, Duc Khuong (2014): Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting.

6 August 2014

Omri, Anis and Nguyen, Duc Khuong and Rault, Christophe (2014): Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models. Published in: Economic Modelling , Vol. 42, (6 August 2014): pp. 382-389.

30 November 2014

Ftiti, Zied and Guesmi, Khaled and Nguyen, Duc Khuong and Teulon, Frédéric (2014): Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach. Published in: Applied Economics , Vol. 47, No. 57 (6 August 2015): pp. 6200-6210.

December 2014

Arreola Hernandez, Jose and Hammoudeh, Shawkat and Nguyen, Duc Khuong and Al Janabi, Mazin A. M. and Reboredo, Juan Carlos (2014): Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach.

May 2015

Boubaker, Sabri and Gounopoulos, Dimitrios and Nguyen, Duc Khuong and Paltalidis, Nikos (2015): Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives.

September 2015

Bekiros, Stelios and Nguyen, Duc Khuong and Sandoval Junior, Leonidas and Salah Uddin, Gazi (2015): Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets. Forthcoming in: European Journal of Operational Research

Nguyen, Duc Khuong and Sévi, Benoît and Sjö, Bo and Salah Uddin, Gazi (2015): The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India.

October 2015

Bekiros, Stelios and Boubaker, Sabri and Nguyen, Duc Khuong and Uddin, Gazi Salah (2015): Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets.

June 2016

Al Janabi, Mazin A.M. and Arreola Hernandez, Jose and Berger, Theo and Nguyen, Duc Khuong (2016): Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. Published in: European Journal of Operational Research , Vol. 259, No. 3 (2017): pp. 1121-1131.

December 2016

Boubaker, Sabri and Nguyen, Duc Khuong and Paltalidis, Nikos (2016): Fiscal Policy Interventions at the Zero Lower Bound. Forthcoming in: Journal of Economic Dynamics and Control

January 2017

Arouri, Mohamed El Hedi and M’saddek, Oussama and Nguyen, Duc Khuong and Pukthuanthong, Kuntara (2017): Cojumps and Asset Allocation in International Equity Markets.

2 February 2017

Shahbaz, Muhammad and Kandil, Magda and Kumar, Mantu and Nguyen, Duc Khuong (2017): The Drivers of Economic Growth in China and India: Globalization or Financial Development?

May 2017

Nguyen, Duc Khuong and Walther, Thomas (2017): Modeling and forecasting commodity market volatility with long-term economic and financial variables.

April 2019

Ji, Qiang and Liu, Bing-Yue and Nguyen, Duc Khuong and Fan, Ying (2019): Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates.

October 2019

Breitenstein, Miriam and Anke, Carl-Philipp and Nguyen, Duc Khuong and Walther, Thomas (2019): Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry.

November 2019

Hoang, Viet-Ngu and Nguyen, Duc Khuong and Pham, Tuan Anh (2019): On the Effects of Monetary Policy in Vietnam: Evidence from a Trilemma Analysis.

March 2020

Awijen, Haithem and Ben Zaied, Younes and Nguyen, Duc Khuong and Sensoy, Ahmet (2020): Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States.

April 2020

Serdengecti, Suleyman and Sensoy, Ahmet and Nguyen, Duc Khuong (2020): Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets.

May 2020

Aslam, Faheem and Aziz, Saqib and Nguyen, Duc Khuong and Mughal, Khurram S. and Khan, Maaz (2020): On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic.

30 October 2020

Nguyen, Duc Khuong and Topaloglou, Nikolas and Walther, Thomas (2020): Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach.

November 2020

Tinic, Murat and Sensoy, Ahmet and Demir, Muge and Nguyen, Duc Khuong (2020): Broker Network Connectivity and the Cross-Section of Expected Stock Returns.

February 2021

Akyildirim, Erdinc and Goncu, Ahmet and Hekimoglu, Alper and Nguyen, Duc Khuong and Sensoy, Ahmet (2021): Statistical arbitrage: Factor investing approach.

This list was generated on Thu Apr 25 07:12:05 2024 CEST.
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