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La dynamique de la volatilité...
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Volatility
Aktienmarkt
43
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42
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37
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37
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37
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36
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36
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35
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Nguyen, Duc Khuong
37
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8
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7
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4
Chkili, Walid
4
Lahiani, Amine
4
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4
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3
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3
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2
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2
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2
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2
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2
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1
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3
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1
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ECONIS (ZBW)
37
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La dynamique de la volatilité boursière autour de l'ouverture des marchés de capitaux
Nguyen, Duc Khuong
- In:
Economie & prévision : EP
192
(
2010
)
1
,
pp. 65-82
Persistent link: https://www.econbiz.de/10003987939
Saved in:
2
The global and regional factors in the volatility of emerging sovereign bond markets
Dinh, Thanh Huong
;
Nguyen, Duc Khuong
- In:
American journal of finance and accounting
1
(
2008/09
)
1
,
pp. 52-68
Persistent link: https://www.econbiz.de/10003773991
Saved in:
3
La valorisation des instruments financiers en juste valeur et performance de marché en temps de crise : le cas des sociétés du CAC 40
Ben Hamida, Nessrine
;
Nguyen, Duc Khuong
- In:
Revue Gestion 2000 : management & prospective
26
(
2009
)
6
,
pp. 81-96
Persistent link: https://www.econbiz.de/10003983326
Saved in:
4
Time-varying predictability in crude-oil markets : the case of GCC countries
Arouri, Mohamed
;
Dinh, Thanh Huong
;
Nguyen, Duc Khuong
- In:
Energy policy
38
(
2010
)
8
,
pp. 4371-4380
Persistent link: https://www.econbiz.de/10008655106
Saved in:
5
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:
6
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:
7
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:
8
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Arouri, Mohamed
;
Hammoudeh, Shawkat
;
Lahiani, Amine
; …
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
2
,
pp. 207-218
Persistent link: https://www.econbiz.de/10009700518
Saved in:
9
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:
10
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
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