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ECONIS (ZBW)
22
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1
Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets
Arouri, Mohamed
;
Nguyen, Duc Khuong
- In:
Managerial finance
36
(
2010
)
1/2
,
pp. 57-70
Persistent link: https://www.econbiz.de/10003941455
Saved in:
2
Cross-market dynamics and optimal portfolio strategies in Latin American equity markets
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
European business review : EBR ; the official journal …
27
(
2015
)
2
,
pp. 161-181
Persistent link: https://www.econbiz.de/10011299632
Saved in:
3
Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
4
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:
5
Conditional dependence structure between oil prices and exchange rates : a copula-GARCH approach
Aloui, Riadh
;
Safouane, Mohamed
;
Aïssa, Ben
;
Nguyen, …
- In:
Journal of international money and finance
32
(
2013
),
pp. 719-738
Persistent link: https://www.econbiz.de/10009733478
Saved in:
6
On the impacts of oil price fluctuations on European equity markets : volatility spillover and hedging effectiveness
Arouri, Mohamed
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Energy economics
34
(
2012
)
2
,
pp. 611-617
Persistent link: https://www.econbiz.de/10009618672
Saved in:
7
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
8
Understanding return and volatility spillovers among major agricultural commodities
Lahiani, Amine
;
Nguyen, Duc Khuong
;
Vo, Thierry
- In:
The journal of applied business research
29
(
2013
)
6
,
pp. 1781-1790
Persistent link: https://www.econbiz.de/10010229476
Saved in:
9
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
41
(
2014
),
pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
Saved in:
10
Assessing the intensity of US-Latin American market comovements and contagion effects in times of crisis
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Journal of quantitative economics : official journal of …
11
(
2013
)
1/2
,
pp. 130-147
Persistent link: https://www.econbiz.de/10010338339
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