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Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
Boubaker, Sabri; Gounopoulos, Dimitrios; Nguyen, Duc Khuong - In: Journal of banking & finance 77 (2017), pp. 35-52
Persistent link: https://www.econbiz.de/10011814346
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Estimating and forecasting portfolio's Value-at-Risk with wavelet-based extreme value theory : evidence from crude oil prices and US exchange rates
Jammazi, Rania; Nguyen, Duc Khuong - In: Journal of the Operational Research Society : OR 68 (2017) 11, pp. 1352-1362
Persistent link: https://www.econbiz.de/10011815894
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On the robustness of week-day effect to error distributional assumption : international evidence
Boubaker, Sabri; Essaddam, Naceur; Nguyen, Duc Khuong; … - In: Journal of international financial markets, … 47 (2017), pp. 114-130
Persistent link: https://www.econbiz.de/10011892258
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Dynamic connectedness of global currencies : a conditional Granger-causality approach
Le, Tan T. M.; Martin, Franck; Nguyen, Duc Khuong - 2018
Persistent link: https://www.econbiz.de/10011893864
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The shifting dependence dynamics between the G7 stock markets
BenSaïda, Ahmed; Boubaker, Sabri; Nguyen, Duc Khuong - In: Quantitative finance 18 (2018) 5, pp. 801-812
Persistent link: https://www.econbiz.de/10011907944
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Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
Boubaker, Sabri; Gounopoulos, Dimitrios; Nguyen, Duc Khuong - In: Journal of banking & finance 92 (2018), pp. 340-357
Persistent link: https://www.econbiz.de/10011964601
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Modeling and forecasting commodity market volatility with long-term economic and financial variables
Nguyen, Duc Khuong; Walther, Thomas - 2018
Persistent link: https://www.econbiz.de/10011946687
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Fiscal policy interventions at the zero lower bound
Boubaker, Sabri; Nguyen, Duc Khuong; Paltalidis, Nikos - In: Journal of economic dynamics & control 93 (2018), pp. 297-314
Persistent link: https://www.econbiz.de/10011974520
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World gold prices and stock returns in China : insights for hedging and diversification strategies
Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: Economic modelling 44 (2015), pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
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Energy conservation policies, growth and trade performance : evidence of feedback hypothesis in Pakistan
Raza, Syed Ali; Shahbaz, Muhammad; Nguyen, Duc Khuong - 2014
Persistent link: https://www.econbiz.de/10010432145