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La dynamique de la volatilité...
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37
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35
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291
A time-varying copula approach to oil and stock market dependence: The case of transition economies
Aloui, Riadh
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
39
(
2013
),
pp. 208-221
Persistent link: https://www.econbiz.de/10010142673
Saved in:
292
Time-scale comovement between the Indian and world stock markets
Deora, Rahul
;
Nguyen, Duc Khuong
- In:
The journal of applied business research
29
(
2013
)
3
,
pp. 765-775
Persistent link: https://www.econbiz.de/10010159867
Saved in:
293
The short- and long-term performance of privatization initial public offerings In Europe
Hamdi, Haykel
;
Nguyen, Duc Khuong
;
Obeid, Hassan
- In:
The journal of applied business research
29
(
2013
)
4
,
pp. 1189-1198
Persistent link: https://www.econbiz.de/10010159885
Saved in:
294
Assessing the impacts of oil price fluctuations on stock returns in emerging markets
Aloui, Chaker
;
Nguyen, Duc Khuong
;
Njeh, Hassen
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2686-2696
Persistent link: https://www.econbiz.de/10010032222
Saved in:
295
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed El Hédi
;
Lahiani, Amine
;
Lévy, Aldo
; …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-294
Persistent link: https://www.econbiz.de/10009823660
Saved in:
296
On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness
Arouri, Mohamed El Hedi
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Energy economics
34
(
2012
)
2
,
pp. 611-618
Persistent link: https://www.econbiz.de/10009836247
Saved in:
297
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
Arouri, Mohamed El Hédi
;
Jawadi, Fredj
;
Nguyen, Duc Khuong
- In:
Economic modelling
29
(
2012
)
3
,
pp. 884-893
Persistent link: https://www.econbiz.de/10009848560
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298
Return and volatility transmission between world oil prices and stock markets of the GCC countries
Arouri, Mohamed El Hedi
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1815-1826
Persistent link: https://www.econbiz.de/10009017413
Saved in:
299
Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management
El Hedi Arouri, Mohamed
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Journal of international money and finance
30
(
2011
)
7
,
pp. 1387-1406
Persistent link: https://www.econbiz.de/10009807523
Saved in:
300
How strong is the global integration of emerging market regions? An empirical assessment
Guesmi, Khaled
;
Nguyen, Duc Khuong
- In:
Economic modelling
28
(
2011
)
6
,
pp. 2517-2528
Persistent link: https://www.econbiz.de/10009807702
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