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Dynamic integration and network structure of the EMU sovereign bond markets

Sensoy, Ahmet; Nguyen, Duc Khuong; Rostom, Ahmed; … - In: Decision making and risk/return optimization in …, (pp. 297-314). 2019

Persistent link: https://www.econbiz.de/10012134857

A tale of two risks in the EMU sovereign debt markets

Akyildirim, Erdinc; Nguyen, Duc Khuong; Sensoy, Ahmet - In: Economics letters 172 (2018), pp. 102-106

Persistent link: https://www.econbiz.de/10012021929

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

Special issue: risk models in banking and finance: networks, data analytics and complex systems

Goutte, Stéphane (ed.); Nguyen, Duc Khuong (ed.); … - 2023

Persistent link: https://www.econbiz.de/10014428495

U.S. equity and commodity futures markets : hedging or financialization?

Nguyen, Duc Khuong; Sensoy, Ahmet; Sousa, Ricardo M.; … - In: Energy economics 86 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012511797

Regulatory changes and long-run relationships of the EMU sovereign debt markets : implications for future policy framework

Akyildirim, Erdinc; Corbet, Shaen; Nguyen, Duc Khuong; … - In: International review of law and economics 63 (2020)

Persistent link: https://www.econbiz.de/10012512439

Covid-19 pandemic and tail-dependency networks of financial assets

Trung Hai Le; Do, Hung Xuan; Nguyen, Duc Khuong; … - In: Finance research letters 38 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012490666

Does short-term technical trading exist in the Vietnamese stock market?

Nguyen, Duc Khuong; Sensoy, Ahmet; Vo, Dinh-Tri; … - In: Borsa Istanbul Review 21 (2021) 1, pp. 23-35

The Vietnamese stock market provides an interesting and enriching test field for the application of trading expert systems as its economy is opening up, has high growth rate and may offer risk diversification opportunities. This paper examines the question of whether this frontier emerging...

Persistent link: https://www.econbiz.de/10012816400

Forecasting high-frequency excess stock returns via data analytics and machine learning

Akyildirim, Erdinc; Nguyen, Duc Khuong; Sensoy, Ahmet; … - In: European financial management : the journal of the … 29 (2023) 1, pp. 22-75

Persistent link: https://www.econbiz.de/10014253881

Early warning systems for currency and systemic banking crises in Vietnam

Dao Ha; Nguyen, Phuong; Nguyen, Duc Khuong; Sensoy, Ahmet - In: Post-communist economies 34 (2022) 3, pp. 350-375

Persistent link: https://www.econbiz.de/10013275677