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~isPartOf:"Applied economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"Computational economics"
~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"nor"
~person:"Arouri, Mohamed"
~person:"Nguyen, Duc Khuong"
~subject:"Cointegration"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Risk management"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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ECONIS (ZBW)
23
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1
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
2
Jump risk premia across major international equity markets
Arouri, Mohamed
;
M'saddek, Oussama
;
Pukthuanthong, Kuntara
- In:
Journal of empirical finance
52
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012170600
Saved in:
3
Market integration and financial linkages among stock markets in Pacific Basin countries
Chevallier, Julien
;
Nguyen, Duc Khuong
;
Siverskog, Jonathan
- In:
Journal of empirical finance
46
(
2018
),
pp. 77-92
Persistent link: https://www.econbiz.de/10012103436
Saved in:
4
Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
Boubaker, Sabri
;
Gounopoulos, Dimitrios
;
Nguyen, Duc Khuong
- In:
Journal of banking & finance
92
(
2018
),
pp. 340-357
Persistent link: https://www.econbiz.de/10011964601
Saved in:
5
Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
Boubaker, Sabri
;
Gounopoulos, Dimitrios
;
Nguyen, Duc Khuong
- In:
Journal of banking & finance
77
(
2017
),
pp. 35-52
Persistent link: https://www.econbiz.de/10011814346
Saved in:
6
Can investors of Chinese energy stocks benefit from diversification into commodity futures?
Wen, Xiaoqian
;
Nguyen, Duc Khuong
- In:
Economic modelling
66
(
2017
),
pp. 184-200
Persistent link: https://www.econbiz.de/10011813713
Saved in:
7
Stock returns and inflation in Pakistan
Tiwari, Aviral Kumar
;
Dar, Arif Billah
;
Bhanja, Niyati
; …
- In:
Economic modelling
47
(
2015
),
pp. 23-31
Persistent link: https://www.econbiz.de/10011437015
Saved in:
8
Testing for asymmetric causality between U.S. equity returns and commodity futures returns
Nguyen, Duc Khuong
;
Sousa, Ricardo M.
;
Uddin, Mohammed …
- In:
Finance research letters
12
(
2015
),
pp. 38-47
Persistent link: https://www.econbiz.de/10011552233
Saved in:
9
World gold prices and stock returns in China : insights for hedging and diversification strategies
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
44
(
2015
),
pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
Saved in:
10
Financial development and poverty reduction nexus : a cointegration and causality analysis in Bangladesh
Uddin, Mohammed Gazi Salah
;
Shahbaz, Muhammad
;
Arouri, …
- In:
Economic modelling
36
(
2014
),
pp. 405-412
Persistent link: https://www.econbiz.de/10010415846
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