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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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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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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
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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
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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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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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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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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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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
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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