Duc Khuong Nguyen

Duc Khuong Nguyen's AcademicInfluence.com Rankings

Duc Khuong Nguyen

Economics

#2576

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#2934

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Economics

Duc Khuong Nguyen's Degrees

PhD Economics Paris Centre Universités
Masters Economics Paris Centre Universités
Bachelors Economics Paris Centre Universités

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Duc Khuong Nguyen's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (2011) (553)
Global Financial Crisis, Extreme Interdependences, and Contagion Effects: The Role of Economic Structure? (2011) (492)
Financial contagion during COVID–19 crisis (2020) (492)
Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models (2014) (452)
Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade (2010) (446)
On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness (2012) (383)
Return and volatility transmission between world oil prices and stock markets of the GCC countries (2011) (368)
Do global factors impact BRICS stock markets? A quantile regression approach (2014) (343)
Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach (2013) (269)
On the determinants of renewable energy consumption: International evidence (2014) (263)
On the relationships between CO2 emissions, energy consumption and income: The importance of time variation (2015) (251)
World gold prices and stock returns in China: Insights for hedging and diversification strategies (2015) (242)
Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices (2014) (212)
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory (2014) (212)
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries (2014) (208)
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? (2020) (202)
How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests (2014) (201)
Dynamic spillovers among major energy and cereal commodity prices (2014) (200)
A time-varying copula approach to oil and stock market dependence: The case of transition economies (2013) (191)
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors (2014) (186)
Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices (2020) (167)
Energy prices and CO2 emission allowance prices: A quantile regression approach (2014) (160)
Assessing the impacts of oil price fluctuations on stock returns in emerging markets (2012) (159)
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies (2019) (156)
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals (2012) (152)
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models (2012) (145)
Global financial crisis and spillover effects among the U.S. and BRICS stock markets (2016) (141)
Impact of speculation and economic uncertainty on commodity markets (2016) (128)
Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk (2016) (128)
Black swan events and safe havens: The role of gold in globally integrated emerging markets (2017) (127)
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications (2017) (119)
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic (2020) (118)
Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan (2015) (107)
Dynamic relationship between precious metals (2013) (105)
Green credit policy and firm performance: What we learn from China (2021) (104)
What explains the short-term dynamics of the prices of CO2 emissions? (2014) (100)
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets (2017) (100)
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? (2015) (98)
Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period (2014) (95)
Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test (2015) (93)
US monetary policy and sectoral commodity prices (2015) (90)
A comparative analysis of the dynamic relationship between oil prices and exchange rates (2014) (87)
Dependence of stock and commodity futures markets in China: Implications for portfolio investment (2014) (85)
Carbon emissions determinants and forecasting: Evidence from G6 countries. (2021) (85)
Cross-sectoral interactions in Islamic equity markets (2015) (83)
An empirical analysis of energy cost pass-through to CO2 emission prices (2015) (83)
Prediction of cryptocurrency returns using machine learning (2020) (80)
Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests (2013) (76)
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates (2012) (75)
The influence of Bitcoin on Portfolio Diversification and Design (2020) (75)
Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis (2014) (74)
Covid-19 pandemic and tail-dependency networks of financial assets (2020) (73)
Covid-19 pandemic and tail-dependency networks of financial assets (2020) (73)
Does the board of directors affect cash holdings? A study of French listed firms (2013) (73)
The comovements in international stock markets: new evidence from Latin American emerging countries (2010) (71)
A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices (2015) (71)
Government’s awareness of Environmental protection and corporate green innovation: A natural experiment from the new environmental protection law in China (2021) (70)
Energy, precious metals, and GCC stock markets: Is there any risk spillover? (2019) (69)
Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets (2009) (66)
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS (2012) (66)
The Effectiveness of Technical Trading Rules in Cryptocurrency Markets (2019) (66)
An International CAPM for Partially Integrated Markets: Theory and Empirical Evidence (2011) (66)
The Relationship Between Implied Volatility and Cryptocurrency Returns (2020) (66)
A robust analysis of the relationship between renewable energy consumption and its main drivers (2015) (66)
On the time scale behavior of equity-commodity links: Implications for portfolio management (2016) (65)
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis (2019) (65)
Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries (2010) (64)
Effective transfer entropy approach to information flow between exchange rates and stock markets (2014) (64)
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives (2020) (60)
Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach (2020) (58)
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? (2014) (57)
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets (2019) (57)
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management (2014) (57)
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? (2014) (55)
Dynamic convergence of commodity futures: Not all types of commodities are alike (2015) (55)
Multivariate Dependence Risk and Portfolio Optimization: An Application to Mining Stock Portfolios (2015) (55)
Dynamic convergence of commodity futures: Not all types of commodities are alike (2015) (55)
Time-varying long term memory in the European Union stock markets (2015) (54)
Short-Term Overreaction to Specific Events: Evidence from an Emerging Market (2015) (54)
How strong is the global integration of emerging market regions? An empirical assessment (2011) (52)
Dynamic spanning trees in stock market networks: The case of Asia-Pacific☆ (2014) (51)
Dynamic volatility spillover effects between oil and agricultural products (2020) (51)
Generalized Hurst exponent approach to efficiency in MENA markets (2013) (50)
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (2017) (50)
Analysis of cross-correlations between financial markets after the 2008 crisis (2013) (49)
Responses of international stock markets to oil price surges: a regime-switching perspective (2015) (48)
Market integration and financial linkages among stock markets in Pacific Basin countries (2018) (48)
Predictability dynamics of Islamic and conventional equity markets (2015) (47)
Green Finance and Decarbonization: Evidence from around the World (2022) (47)
Effects Of Volatility Shocks On The Dynamic Linkages Between Exchange Rate, Interest Rate And The Stock Market: The Case Of Turkey (2014) (46)
Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices (2014) (45)
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach (2017) (45)
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables (2018) (45)
On the short- and long-run efficiency of energy and precious metal markets (2013) (45)
Understanding Return And Volatility Spillovers Among Major Agricultural Commodities (2013) (43)
A conditional dependence approach to CO2-energy price relationships (2019) (43)
Intraday efficiency-frequency nexus in the cryptocurrency markets (2020) (43)
Testing for asymmetric causality between U.S. equity returns and commodity futures returns (2015) (41)
A view to the long-run dynamic relationship between crude oil and the major asset classes☆☆☆ (2014) (41)
The Impact of Blockchain Related Name Changes on Corporate Performance (2020) (39)
Systematic Risk in Conventional and Islamic Equity Markets (2016) (37)
Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area (2015) (36)
Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China (2021) (36)
Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty (2020) (36)
Does board gender diversity improve the performance of French listed firms (2014) (36)
Dynamic efficiency of stock markets and exchange rates (2016) (35)
U.S. equity and commodity futures markets: Hedging or financialization? (2020) (35)
U.S. equity and commodity futures markets: Hedging or financialization? (2020) (35)
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach (2018) (35)
Time-varying long range dependence in energy futures markets (2014) (34)
Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis (2016) (34)
Assessing the Effects of Unconventional Monetary Policy and Low Interest Rates on Pension Fund Risk Incentives (2016) (33)
The shifting dependence dynamics between the G7 stock markets (2018) (32)
Simulation and optimization of gamma-ray linear attenuation coefficients of barite concrete shields (2020) (31)
Does The Glass Ceiling Exist? A Longitudinal Study Of Women's Progress On French Corporate Boards (2014) (30)
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China (2022) (30)
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China (2022) (30)
The Dynamics of Emerging Stock Markets (2010) (29)
Dynamic integration and network structure of the EMU sovereign bond markets (2019) (28)
The drivers of economic growth in China and India: globalization or financial development? (2017) (28)
Dynamic integration and network structure of the EMU sovereign bond markets (2019) (28)
Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis (2022) (27)
Board directors and corporate social responsibility (2012) (27)
Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements (2020) (27)
The Dynamics of Emerging Stock Markets: Empirical Assessments and Implications (2009) (26)
Covid-19 vaccination, fear and anxiety: Evidence from Google search trends (2022) (26)
Time-varying long range dependence in market returns of FEAS members (2013) (26)
Energy markets׳ financialization, risk spillovers, and pricing models (2015) (26)
Does Board Gender Diversity Make a Difference - New Evidence from Quantile Regression Analysis (2014) (25)
Impact of short selling activity on market dynamics: Evidence from an emerging market (2014) (25)
Corporate governance in emerging markets : theories, practices and cases (2014) (24)
Further Evidence on the Responses of Stock Prices in GCC Countries to Oil Price Shocks (2011) (24)
The Financial Market Effects of International Aviation Disasters (2020) (23)
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes (2017) (23)
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review (2020) (21)
Commonality in liquidity: Effects of monetary policy and macroeconomic announcements (2015) (21)
Carbon emissions—income relationships with structural breaks: the case of the Middle Eastern and North African countries (2017) (21)
Financial linkages between US sector credit default swaps markets (2014) (21)
Gauging the nonstationarity and asymmetries in the oil-stock price links: a multivariate analysis (2014) (21)
Corporate governance : recent developments and new trends (2012) (20)
On the relationship between world oil prices and GCC stock markets (2012) (20)
The time scale behavior of oil-stock relationships: what we learn from the ASEAN-5 countries (2014) (20)
Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market (2021) (20)
Time-varying regional integration of stock markets in Southeast Europe (2014) (19)
Crude oil market efficiency: An empirical investigation via the Shannon entropy (2012) (19)
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions (2010) (19)
Stock market liberalization, structural breaks and dynamic changes in emerging market volatility (2008) (19)
Enterprise risk management and solvency: The case of the listed EU insurers (2020) (19)
Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market (2014) (19)
Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market (2017) (18)
The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India (2017) (18)
China’s Monetary Policy and Commodity Prices (2014) (18)
Constructing a financial fragility index for emerging countries (2014) (17)
Asset Pricing Models (2010) (17)
Further evidence on the determinants of regional stock market integration in Latin America (2013) (17)
High-frequency return and volatility spillovers among cryptocurrencies (2021) (17)
On the robustness of week-day effect to error distributional assumption: International evidence (2017) (17)
Corporate Governance in Emerging Markets (2014) (16)
Stock Market Liberalization and Informational Efficiency in Emerging Markets: New Consideration and Tests (2007) (16)
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach (2014) (16)
Dynamic relationship between Turkey and European countries during the global financial crisis (2014) (15)
A wavelet-based copula approach for modeling market risk in agricultural commodity markets (2013) (15)
Research Handbook of Finance and Sustainability (2018) (15)
Not all emerging markets are the same: A classification approach with correlation based networks (2017) (14)
Sensitivity of US equity returns to economic policy uncertainty and investor sentiments (2021) (14)
Corporate Governance and Corporate Social Responsibility:Emerging Markets Focus (2014) (13)
Corporate performance of privatized firms in Vietnam (2013) (13)
More on corporate diversification, firm size and value creation (2008) (13)
Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe (2016) (12)
Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market (2013) (12)
Can investors of Chinese energy stocks benefit from diversification into commodity futures (2017) (12)
Value‐at‐risk under market shifts through highly flexible models (2018) (12)
An Empirical Analysis of Energy Demand in Tunisia (2014) (12)
Stock market integration in Mexico and Argentina: are short- and long-term considerations different? (2010) (12)
Corporate immunity, national culture and stock returns: Startups amid the COVID-19 pandemic (2021) (12)
Modeling the volatility of Mediterranean stock markets: a regime-switching approach (2011) (11)
Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting (2016) (11)
Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets (2014) (11)
The voice of minority shareholders: Online voting and corporate social responsibility (2021) (11)
Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure (2009) (11)
Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market (2019) (11)
Financial development, government bond returns, and stability: International evidence (2019) (11)
Risk Management in Emerging Markets: Issues, Framework, and Modeling (2016) (11)
What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? (2013) (10)
Fiscal policy interventions at the zero lower bound (2018) (10)
Cross-market dynamics and optimal portfolio strategies in Latin American equity markets (2015) (10)
Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment (2021) (10)
Predictability dynamics of emerging sovereign CDS markets (2017) (10)
Governance issues in business and finance in the wake of the global financial crisis (2018) (10)
Research Handbook of Investing in the Triple Bottom Line (2018) (10)
Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates (2017) (9)
Impact of sovereign rating changes on stock market co-movements: the case of Latin America (2016) (9)
Does corporate environmentalism affect corporate insolvency risk? The role of market power and competitive intensity (2021) (9)
Economic policy uncertainty and green innovation: Evidence from China (2022) (9)
Cojumps and Asset Allocation in International Equity Markets (2018) (9)
Economic drivers of volatility and correlation in precious metal markets (2021) (9)
Time-Scale Comovement Between The Indian And World Stock Markets (2013) (9)
Corporate Ownership Structure and Organizational Culture in A Transition Economy: The Case of Vietnam (2011) (8)
Top Executives’ Great Famine Experience and Stock Price Crash Risk (2021) (8)
Commonality in ask-side vs. bid-side liquidity (2019) (8)
MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS (2012) (8)
Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models (2013) (8)
An empirical analysis of structural changes in emerging market volatility (2008) (8)
Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market (2016) (8)
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry (2020) (8)
“Energy and environment: Transition models and new policy challenges in the post Paris Agreement” (2018) (7)
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach (2018) (7)
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis (2022) (7)
Relevance of Fair Value Accounting for Financial Instruments: Some French Evidence (2012) (7)
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates (2020) (7)
High frequency multiscale relationships among major cryptocurrencies: portfolio management implications (2021) (7)
Is corporate social responsibility an agency problem? An empirical note from takeovers (2021) (7)
Emerging markets and the global economy (2014) (7)
Implied volatility indices: A review and extension in the Turkish case (2018) (6)
Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany (2019) (6)
Stock Market Integration in the EURO Area: Segmentation or Linear Modelling Misspecification? (2010) (6)
ROE and Value Creation under IAS/IFRS: Evidence of Discordance from French Firms (2010) (6)
Investors’ attention and information losses under market stress (2021) (5)
Stock returns and oil price fluctuations: short and long-run analysis in the GCC context (2010) (5)
Financial Networks (2018) (5)
Energy, Climate and Environment: Policies and International Coordination (2020) (5)
Investor attention and idiosyncratic risk in cryptocurrency markets (2021) (5)
Commonality in FX Liquidity: High-Frequency Evidence (2020) (5)
Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective (2014) (5)
Dynamic Correlations and Portfolio Diversification between Islamic and Conventional Sector Equity Indexes (2015) (5)
Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach (2022) (5)
The dark side of marital leadership: Evidence from China (2021) (4)
European Economic and Monetary Union Sovereign Debt Markets (2015) (4)
Does short-term technical trading exist in the Vietnamese stock market? (2020) (4)
Nonlinear Cointegration and Nonlinear Error-Correction Models: Theory and Empirical Applications for Oil and Stock Markets (2011) (4)
Shaping the manufacturing industry performance: MIDAS approach☆ (2015) (4)
Systemic Risk in Conventional vs Islamic Equity Markets (2015) (4)
Does short-term technical trading exist in the Vietnamese stock market? (2020) (4)
Forecasting high-frequency stock returns: a comparison of alternative methods (2022) (4)
Forecasting high-frequency stock returns: a comparison of alternative methods (2022) (4)
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets (2021) (4)
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets (2021) (4)
Efficiency of stock markets and exchange rates: Emerging vs.developed countries (2013) (3)
Investor attention and cryptocurrency market liquidity: a double-edged sword (2022) (3)
Handbook of Global Financial Markets (2019) (3)
Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework (2020) (3)
Corporate Social Responsibility, Ethics and Sustainable Prosperity (2019) (3)
Modelling inflation shifts and persistence in Tunisia: perspectives from an evolutionary spectral approach (2015) (3)
Evolving capital markets in the era of economic uncertainty. (2016) (3)
Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework (2020) (3)
Investor attention and cryptocurrency market liquidity: a double-edged sword (2022) (3)
The Influence of Aviation Disasters on Engine Manufacturers: An Analysis of Financial and Reputational Contagion Risks (2020) (3)
Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data (2011) (3)
ASSESSING THE INTENSITY OF US-LATIN AMERICAN MARKET COMOVEMENTS AND CONTAGION EFFECTS IN TIMES OF CRISIS (2013) (3)
International Financial Crisis and Contagion (2010) (3)
Positive information shocks, investor behavior and stock price crash risk (2022) (3)
Positive information shocks, investor behavior and stock price crash risk (2022) (3)
Financial Decisions in a Global Uncertain Context (2019) (3)
Building Eco-friendly Corporations: The Role of Minority Shareholders (2022) (3)
Euro-Mediterranean Economics and Finance Review (2012) (3)
Further evidence on the time-varying efficiency of crude oil markets (2012) (3)
Overview of the special issue on “Rethinking Risks in International Financial Markets: Modeling Tools and Applications” (2014) (3)
Information technology sector and equity markets: an empirical investigation (2013) (3)
Lottery-like preferences and the MAX effect in the cryptocurrency market (2021) (3)
A tale of two risks in the EMU sovereign debt markets (2018) (2)
An alternative way to track the hot money in turbulent times (2015) (2)
Causality across international equity and commodity markets: When asymmetry and nonlinearity matter (2014) (2)
On the role of commodity futures in portfolio diversification (2021) (2)
Can Investors’ Informed Trading Predict Cryptocurrency Returns? Evidence from Machine Learning (2022) (2)
Social capital inequality and capital structure of new firms in a developing country: the role of bank ties (2021) (2)
Systematic ESG exposure and stock returns: Evidence from the United States during the 1991–2019 period (2022) (2)
Threshold Stock Price Adjustments (2010) (2)
Short Term Impacts Of Sovereign Rating Changes On Stock Market Comovements: The Case Of Latin America (2013) (2)
On the role of commodity futures in portfolio diversification (2021) (2)
Rational Speculative Bubbles: Theory and Empirics in a Frontier Emerging Market (2009) (2)
Did the Securitization Contribute to the Release of the Subprime Crisis? Empirical Investigation of American Banks (2012) (2)
Introduction to the Research Handbook of Finance and Sustainability (2018) (2)
Other People's Money: A Comparison of Institutional Investors (2022) (2)
Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? (2012) (2)
A Copula Approach to Dependence Structure in Petroleum Markets (2013) (2)
A tale of two risks in the EMU sovereign debt markets (2018) (2)
Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation (2023) (2)
Dynamic Spanning Tree Approach - The Case Of Asia-Pacific Stock Markets (2014) (2)
Financial Crises and Contagion Effects between the US and OECD Equity Markets (2014) (2)
Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting (2014) (2)
Interest rate uncertainty and the predictability of bank revenues † (2022) (2)
On the relationships between CO 2 emissions , energy consumption and income : The importance of time variation Ahdi (2015) (2)
Preface: neural networks, nonlinear dynamics, and risk management in banking and finance (2021) (2)
On the effects of monetary policy in Vietnam: Evidence from a Trilemma analysis (2020) (2)
Does Macroeconomic Transparency Help Governments Be Solvent?: Evidence From Recent Data (2007) (2)
Working Paper 2014-296 Carbon emissions-income relationships with structural breaks : the case of the Middle East and North African countries (2014) (2)
Dynamic connectedness of global currencies: a conditional Granger-causality approach (2018) (2)
Big Data, Artificial Intelligence, and Machine Learning: A Transformative Symbiosis in Favour of Financial Technology (2022) (2)
News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices (2022) (1)
The global and regional factors in the volatility of emerging sovereign bond markets (2008) (1)
From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic (2022) (1)
Are Restrictions on Short Selling Good? A Look at European Markets (2012) (1)
Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility (2007) (1)
Does the board of directors affect cash holdings? A study of French listed firms (2013) (1)
Non-Fungible Token Markets: A Focus on Tail Behavior and Relationship with Bitcoin (2021) (1)
Forecasting high‐frequency excess stock returns via data analytics and machine learning (2021) (1)
Reaching for Yield and the Diabolic Loop in a Monetary Union (2019) (1)
Special Issue "Energy Challenges in an Uncertain World" Editorial (2018) (1)
Working Paper 2014-438 US Monetary Policy and Commodity Sector Prices (2014) (1)
SPECIAL ISSUE: INTERNATIONAL TRADE AND BUSINESS IN THE AGE OF DIGITAL TRANSFORMATIONS (2021) (1)
Entrepreneurial Finance, Innovation and Development (2021) (1)
The short- and long-term performance of privatization initial public offerings in Europe (2013) (1)
Discretionary Idiosyncratic Risk, Firm Cash Holdings, and Investment (2018) (1)
Financial Development and Economic Stability (FDES) (2019) (1)
2014-297 Does Board Gender Diversity Make a Difference ? New Evidence from Quantile Regression Analysis (2014) (1)
Optimal Fiscal Policy in a Liquidity Trap at the Zero Lower Bound (2017) (1)
Oil-stock volatility transmission, portfolio selection and hedging (2012) (1)
What explains the short (2014) (1)
Emerging Stock Markets and the Current Financial Crisis: Emergence of a New Puzzle? (2009) (1)
Forecasting high‐frequency excess stock returns via data analytics and machine learning (2021) (1)
Flash crashes in cryptocurrency markets and the 2019 Kraken Bitcoin flash crash (2021) (1)
Big data analytics, order imbalance and the predictability of stock returns (2021) (1)
Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications (2021) (1)
DOES BITCOIN IMPROVE OPTIMAL PORTFOLIOS? A STOCHASTIC SPANNING APPROACH (2020) (1)
Determinants of ICO Success and Post-ICO Performance (2022) (1)
Applications of Machine Learning Methods in Complex Economics and Financial Networks (2020) (1)
Learning from failures: Director interlocks and corporate misconduct (2022) (1)
Managing disease containment measures during a pandemic (2022) (1)
BACK MATTER (2019) (0)
Early warning systems for currency and systemic banking crises in Vietnam (2021) (0)
BACK MATTER (2019) (0)
FRONT MATTER (2019) (0)
How social imbalance and governance quality shape policy directives for energy transition in the OECD countries? (2023) (0)
Research Handbook of Finance and Sustainability (Table of Contents) (2017) (0)
Recent Issues in the Analysis of Energy Prices: Special Issue Editorial (2016) (0)
The Marcoeconomic Effects of Oil Price, Credit Cycles, and the Sovereign Risk Premium (2020) (0)
Globalization and Market Integration (2010) (0)
Financial Networks 2019 (2019) (0)
New Determinants of Sovereign Risk Premia: Identification through Asset Price Shocks, Credit Premia, and Financial Cycle Synchronization (2021) (0)
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States (2020) (0)
Emerging Markets: Overview and Performance Analysis (2010) (0)
Information content of order imbalance in the index options market (2021) (0)
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations (2023) (0)
Editorial of the special issue on Advances in Banking and Finance (2020) (0)
Global imbalances and dynamics of international financial markets (2014) (0)
Governance issues in business and finance in the wake of the global financial crisis (2017) (0)
Evolving Stock Market Efficiency (2010) (0)
Broker Network Connectivity and the Cross-Section of Expected Stock Returns (2020) (0)
Real growth co-movements among the GCC+2 countries: Evidence from timefrequency analysis (2014) (0)
BACK MATTER (2020) (0)
Working Paper 2014-124 Modelling Inflation Shifts and Persistence in Tunisia : Perspective from an Evolutionary spectral approach (2014) (0)
Statistical arbitrage in jump-diffusion models with compound Poisson processes (2021) (0)
Stranded Asset Risk and Political Uncertainty (2020) (0)
On the characteristics of the ERM-adopted EU insurers: A focus (2017) (0)
Handbook of Energy Finance (2019) (0)
Unknown Unknowns: Knightian Uncertainty and Corporate Opportunistic Earnings Management (2023) (0)
FRONT MATTER (2020) (0)
Corrigendum to “Assessing the impacts of oil price fluctuations on stock returns in emerging markets” [Economic Modelling Volume 29/6 pages 2686–2695] (2013) (0)
Portfolio choice under loss aversion and diminishing sensitivity: a theoretical extension (2022) (0)
COVID-19 adaptive strategy and SMEs’ access to finance (2023) (0)
Jump Forecasting in Foreign Exchange Markets: A High‐Frequency Analysis (2023) (0)
Broker Network Connectivity and the Cross-Section of Expected Returns (2020) (0)
2014-240 Corporate performance of privatized firms in Vietnam (2014) (0)
Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications (2021) (0)
Dynamics of Market Integration and International Asset Pricing (2010) (0)
Adverse Selection in Cryptocurrency Markets (2023) (0)
Corporate and investment strategies in the new normal environment (2015) (0)
Systematic ESG Exposure and Stock Returns: Evidence from the United States during the 1991-2019 Period (2021) (0)
FRONT MATTER (2019) (0)
A View to the Short and Long Run Dynamic Relationship between Crude Oil and the Major Asset Classes (2014) (0)
Analysis on Runs of Daily Returns in Istanbul Stock Exchange (2012) (0)
Investigation of homogeneous and inhomogeneous percolation models in two dimensions (2007) (0)
Spatiotemporal characteristics of agricultural food import shocks (2023) (0)
Broker Network Connectivity and the Cross-Section of Expected Returns (2020) (0)
Diversification Benefits of Precious Metal Markets: A Stochastic Spanning Approach (2023) (0)
Order imbalance and commonality: Evidence from the options market (2021) (0)
Determinants and consequences of corporate social responsibility disclosure: A survey of extant literature (2023) (0)
Jump Forecasting in Foreign Exchange Markets: A High‐Frequency Analysis (2023) (0)
Gibbs measures and phase transitions in various one-dimensional models (2013) (0)
Working Paper 2014-298 China ’ s Monetary Policy and Commodity Prices (2014) (0)
Revisiting the linkages between real estate and equity markets through the lens of a wavelet analysis (2017) (0)
Testing for asymmetric causality from U.S. equity returns to commodity futures returns (2014) (0)
The Effects of Monetary Policy Initiatives on Pension Fund Risk Incentives (2015) (0)
How Much Random Does European Union Walk? A Time-Varying Long Memory Analysis (2013) (0)
Statistical arbitrage in jump-diffusion models with compound Poisson processes (2014) (0)
Assessing the effects of unconventional monetary policy on pension funds risk incentives (2019) (0)
Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach (2016) (0)
Political Corruption and Corporate Finance (2023) (0)
Broker Network Connectivity and the Cross-Section of Expected Stock Returns (2020) (0)
China's Monetary Policy Framework and Global Commodity Prices (2022) (0)
An Interacting Agents Model Approach to Stock Market Crashes (2012) (0)
Study of Market Integration, Share Price Responses, and Global Portfolio Investments in the MENA Region (2009) (0)
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations (2023) (0)
Stock Market Volatility (2010) (0)
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States (2020) (0)
Commonality in Liquidity: What does the order book say? (2015) (0)
Research Handbook of Investing in the Triple Bottom Line (Introduction) (2017) (0)
Dynamic Process of Financial Reforms (2010) (0)
Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market (2020) (0)
Dynamic integration and network structure of the EMU sovereign bond markets (2018) (0)
Synchronization and nonlinear interdependence of short-term interest rates (2010) (0)
One-Dimensional Long Range Widom-Rowlinson Model with Periodic Particle Activities (2013) (0)
Trends in Emerging Markets Finance, Institutions and Money (2020) (0)
Common Drivers of Commodity Futures? (2018) (0)
Market Deregulations , Volatility and Spillover Effects : Evidence from Emerging Stock Markets (2004) (0)
Innovation practices at Vietnamese manufacturers: the impacts of innovation on profitability and growth (2018) (0)
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach (2020) (0)
Dynamic integration and network structure of the EMU sovereign bond markets (2018) (0)
Lottery-like preferences and the MAX effect in the cryptocurrency market (2021) (0)
Extending the Merton model with applications to credit value adjustment (2023) (0)
High frequency multiscale relationships among major cryptocurrencies: portfolio management implications (2021) (0)
Three channels of monetary policy international transmission: Identifying spillover effects from the US to China (2022) (0)
Early warning systems for currency and systemic banking crises in Vietnam (2021) (0)
Shaping the manufacturing industry performance in Turkey: MIDAS approach (2015) (0)
Effects of monetary policy on the long memory in interest rates : Evidence from an emerging market q (2013) (0)

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