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La dynamique de la volatilité...
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37
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35
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33
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25
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31
Crude oil market efficiency : an empirical investigation via the Shannon Entropy
Mensi, Walid
;
Aloui, Chaker
;
Hamdi, Manel
;
Nguyen, Duc …
- In:
International economics : a journal published by CEPII …
129
(
2012
)
1
,
pp. 119-137
Persistent link: https://www.econbiz.de/10009765186
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32
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/10009771598
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33
Information technology sector and equity markets : an empirical investigation
Jawadi, Fredj
;
Jawadi, Nabila
;
Nguyen, Duc Khuong
; …
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 729-737
Persistent link: https://www.econbiz.de/10009750992
Saved in:
34
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?
Arouri, Mohamed
;
Jawadi, Fredj
;
Nguyen, Duc Khuong
- In:
Journal of macroeconomics
36
(
2013
),
pp. 175-187
Persistent link: https://www.econbiz.de/10009751099
Saved in:
35
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
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36
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
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37
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
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38
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:
39
Modeling nonlinear and heterogeneous dynamic links in international monetary markets
Arouri, Mohamed
;
Jawadi, Fredj
;
Nguyen, Duc Khuong
- In:
Macroeconomic dynamics
16
(
2012
),
pp. 232-251
Persistent link: https://www.econbiz.de/10009715427
Saved in:
40
Volatility spillovers between oil prices and stock sector returns : implications for portfolio management
Arouri, Mohamed
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Journal of international money and finance
30
(
2011
)
7
,
pp. 1387-1405
Persistent link: https://www.econbiz.de/10009407665
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