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Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios

Hernandez, Jose Arreola; Janabi, Mazin A. M. al; … - In: The journal of asset management 16 (2015) 7, pp. 467-483

Persistent link: https://www.econbiz.de/10011455734

ROE and value creation under IAS/IFRS : evidence of discordance from French firms

Arouri, Mohamed; Lévy, Aldo; Nguyen, Duc Khuong - In: European financial and accounting journal : EFAJ 5 (2010) 3/4, pp. 84-112

This paper re-examines the effects that adoption of the International Financial Reporting Standards (IFRS) has had on financial reporting of French listed firms. By analysing the 2004 financial statements of CAC 40 companies, we show that the transition to the IAS/IFRS has a significant impact...

Persistent link: https://www.econbiz.de/10011459864

Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric quantile causality approach

Balcilar, Mehmet; Gupta, Rangan; Nguyen, Duc Khuong; … - In: Applied economics 50 (2018) 53, pp. 5712-5727

Persistent link: https://www.econbiz.de/10012062898

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

Financial development, government bond returns, and stability : international evidence

Boubaker, Sabri; Nguyen, Duc Khuong; Piljak, Vanja; … - In: Journal of international financial markets, … 61 (2019), pp. 81-96

Persistent link: https://www.econbiz.de/10012128282

Short-term overreaction to specific events : evidence from an emerging market

Boubaker, Sabri; Farag, Hisham; Nguyen, Duc Khuong - In: Research in international business and finance 35 (2015), pp. 153-165

Persistent link: https://www.econbiz.de/10011570032

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

Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors

Hammoudeh, Shawkat; Mensi, Walid; Reboredo, Juan Carlos; … - In: Pacific-Basin finance journal 30 (2014), pp. 189-206

Persistent link: https://www.econbiz.de/10010496348

On the detection of extreme movements and persistent behaviour in Mediterranean stock markets : a wavelet-based approach

Aloui, Chaker; Nguyen, Duc Khuong - In: Applied economics 46 (2014) 22/24, pp. 2611-2622

Persistent link: https://www.econbiz.de/10010417178

Do global factors impact BRICS stock markets? : a quantile regression approach

Mensi, Walid; Hammoudeh, Shawkat; Reboredo, Juan Carlos; … - In: Emerging markets review 19 (2014), pp. 1-17

Persistent link: https://www.econbiz.de/10010418057