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Duc Khuong Nguyen

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This is information that was supplied by Duc Khuong Nguyen in registering through RePEc. If you are Duc Khuong Nguyen , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Duc Khuong
Middle Name:
Last Name: Nguyen
Suffix:

RePEc Short-ID: png97

Email: [This author has chosen not to make the email address public]
Homepage: http://nguyenduckhuong.com/
Postal Address:
Phone:

Affiliation

Institut de Préparation à l'Administration et à la Gestion (IPAG)
Location: Paris, France
Homepage: http://www.ipag.fr/
Email:
Phone: 33 1 53 63 36 00
Fax:
Postal: 184 Boulevard Saint-Germain, 75006 Paris
Handle: RePEc:edi:ipagpfr (more details at EDIRC)

Works

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Working papers

  1. Haykel Hamdi & Duc Khuong Nguyen & Hassan Obeid, 2014. "The short- and long-term performance of privatization initial public offerings in Europe," Working Papers, Department of Research, Ipag Business School 2014-241, Department of Research, Ipag Business School.
  2. Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014. "Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory," Working Papers, Department of Research, Ipag Business School 2014-325, Department of Research, Ipag Business School.
  3. Amine Lahiani & Duc Khuong Nguyen & Thierry Vo, 2014. "Understanding return and volatility spillovers among major agricultural commodities," Working Papers, Department of Research, Ipag Business School 2014-243, Department of Research, Ipag Business School.
  4. Khaled Guesmi & Duc Khuong Nguyen, 2014. "L’intégration financière des marchés d’actions émergents : une analyse au niveau régional," Working Papers, Department of Research, Ipag Business School 2014-220, Department of Research, Ipag Business School.
  5. Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014. "US Monetary Policy and Commodity Sector Prices," Working Papers, Department of Research, Ipag Business School 2014-438, Department of Research, Ipag Business School.
  6. Chaker Aloui & Duc Khuong Nguyen, 2014. "On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach," Working Papers, Department of Research, Ipag Business School 2014-184, Department of Research, Ipag Business School.
  7. Mehmet Balcılar & Rıza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014. "Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk," Working Papers, Department of Research, Ipag Business School 2014-552, Department of Research, Ipag Business School.
  8. Walid Chkili & Chaker Aloui & Duc Khuong Nguyen, 2014. "Instabilities in the relationships and hedging strategies between crude oil and US stock markets: do long memory and asymmetry matter?," Working Papers, Department of Research, Ipag Business School 2014-549, Department of Research, Ipag Business School.
  9. Rahul Deora & Duc Khuong Nguyen, 2014. "Time-scale comovement between the Indian and world stock markets," Working Papers, Department of Research, Ipag Business School 2014-242, Department of Research, Ipag Business School.
  10. Thi QuyVo & Duc Khuong Nguyen & Fredric WilliamSwierczek, 2014. "Corporate performance of privatized firms in Vietnam," Working Papers, Department of Research, Ipag Business School 2014-240, Department of Research, Ipag Business School.
  11. Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa, 2014. "Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices," NIPE Working Papers, NIPE - Universidade do Minho 05/2014, NIPE - Universidade do Minho.
  12. Besma Talbi & Duc Khuong Nguyen, 2014. "An empirical analysis of energy demand in Tunisia," Working Papers, Department of Research, Ipag Business School 2014-495, Department of Research, Ipag Business School.
  13. Ilyes Abid & Khaled Guesmi & Olfa Kaabia & Duc Khuong Nguyen, 2014. "Financial Crises and Contagion Effects between the US and OECD Equity Markets," Working Papers, Department of Research, Ipag Business School 2014-451, Department of Research, Ipag Business School.
  14. Imen Zgueb Rejichi & Chaker Aloui & Duc Khuong Nguyen, 2014. "Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective," Working Papers, Department of Research, Ipag Business School 2014-078, Department of Research, Ipag Business School.
  15. Khaled Guesmi & Duc Khuong Nguyen & Frédéric Teulon, 2014. "Further evidence on the determinants of regional stock market integration in Latin America," Working Papers, Department of Research, Ipag Business School 2014-415, Department of Research, Ipag Business School.
  16. Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa, 2014. "Energy prices and CO2 emission allowance prices: A quantile regression approach," NIPE Working Papers, NIPE - Universidade do Minho 06/2014, NIPE - Universidade do Minho.
  17. Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014. "What explains the short-term dynamics of the prices of CO2 emissions?," NIPE Working Papers, NIPE - Universidade do Minho 04/2014, NIPE - Universidade do Minho.
  18. Hooi Hooi Lean & Duc Khuong Nguyen, 2014. "Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis," Working Papers, Department of Research, Ipag Business School 2014-295, Department of Research, Ipag Business School.
  19. Anis Omri & Duc Khuong Nguyen, 2014. "On the determinants of renewable energy consumption: International Evidence," Working Papers, Department of Research, Ipag Business School 2014-535, Department of Research, Ipag Business School.
  20. Shawkat Hammoudeh & Duc Khuong Nguyen & Juan Carlos Reboredo & Xiaoqian Wen, 2014. "Dependence of stock and commodity futures markets in China: implications for portfolio investment," Working Papers, Department of Research, Ipag Business School 2014-561, Department of Research, Ipag Business School.
  21. Duc Khuong Nguyen & Ricardo M. Sousa & Gazi Salah Uddin, 2014. "Testing for asymmetric causality from U.S. equity returns to commodity futures returns," Working Papers, Department of Research, Ipag Business School 2014-545, Department of Research, Ipag Business School.
  22. Zied Ftiti & Duc Khuong Nguyen & Khaled Guesmi & Frédéric Teulon, 2014. "Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach," Working Papers, Department of Research, Ipag Business School 2014-124, Department of Research, Ipag Business School.
  23. Ahdi Noomen Ajmi & Ghassen El Montasser & Duc Khuong Nguyen, 2014. "Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests," Working Papers, Department of Research, Ipag Business School 2014-299, Department of Research, Ipag Business School.
  24. Chaker Aloui & Besma Hkiri & Duc Khuong Nguyen & Hela Ben Hamida, 2014. "Real growth co-movements among the GCC+2 countries: Evidence from timefrequency analysis," Working Papers, Department of Research, Ipag Business School 2014-568, Department of Research, Ipag Business School.
  25. Sabri Boubaker & Rey Dang & Duc Khuong Nguyen, 2014. "Does board gender diversity improve the performace of French listed firms?," Working Papers, Department of Research, Ipag Business School 2014-540, Department of Research, Ipag Business School.
  26. Walid Chkili & Duc Khuong Nguyen, 2014. "Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries," Working Papers, Department of Research, Ipag Business School 2014-388, Department of Research, Ipag Business School.
  27. Heni Boubaker & Khaled Guesmi & Duc Khuong Nguyen, 2014. "Gauging the nonstationarity and asymmetries in the oil-stock price links: a multivariate analysis," Working Papers, Department of Research, Ipag Business School 2014-442, Department of Research, Ipag Business School.
  28. Walid Mensi & Shawkat Hammoudeh & Duc Khuong Nguyen & Seong-Min Yoon, 2014. "Dynamic spillovers among major energy and cereal commodity prices," Working Papers, Department of Research, Ipag Business School 2014-160, Department of Research, Ipag Business School.
  29. Rania Jammazi & Duc Khuong Nguyen, 2014. "Responses of international stock markets to oil price surges: a regimeswitching perspective," Working Papers, Department of Research, Ipag Business School 2014-080, Department of Research, Ipag Business School.
  30. Ahdi Noomen Ajmi & Ghassen El Montasser & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014. "Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period," Working Papers, Department of Research, Ipag Business School 2014-079, Department of Research, Ipag Business School.
  31. Ahdi Noomen Ajmi & Ghassen El Montasser & Duc Khuong Nguyen, 2014. "Carbon emissions - income relationships with structural breaks: the case of the Middle East and North African countries," Working Papers, Department of Research, Ipag Business School 2014-296, Department of Research, Ipag Business School.
  32. Anis Omri & Duc Khuong Nguyen & Christophe Rault, 2014. "Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneousequation models," Working Papers, Department of Research, Ipag Business School 2014-542, Department of Research, Ipag Business School.
  33. Rey Dang & Duc Khuong Nguyen & Linh-Chi Vo, 2014. "Does the Glass Ceiling Exist? A Longitudinal Study of Women’s Progress on French Corporate Boards," Working Papers, Department of Research, Ipag Business School 2014-239, Department of Research, Ipag Business School.
  34. Khaled Guesmi & Duc Khuong Nguyen, 2014. "L’intégration intra-régionale des marchés boursiers de l’Europe du sudest : une analyse multivariée," Working Papers, Department of Research, Ipag Business School 2014-219, Department of Research, Ipag Business School.
  35. Ahmed Atil & Amine Lahiani & Duc Khuong Nguyen, 2014. "Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices," Post-Print, HAL halshs-01022598, HAL.
  36. Walid Mensi & Shawkat Hammoudeh & Juan Carlos Reboredo & Duc Khuong Nguyen, 2014. "Do global factors impact BRICS stock markets? A quantile regression approach," Working Papers, Department of Research, Ipag Business School 2014-159, Department of Research, Ipag Business School.
  37. Stelios Bekiros & Duc Khuong Nguyen & Gazi Salah Uddin & Bo Sjö, 2014. "Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area," Working Papers, Department of Research, Ipag Business School 2014-437, Department of Research, Ipag Business School.
  38. Mohamed Arouri & Shawkat Hammoudeh & Fredj Jawadi & Duc Khuong Nguyen, 2014. "Financial Linkages between U.S. Sector Credit Default Swaps Markets," Working Papers, Department of Research, Ipag Business School 2014-553, Department of Research, Ipag Business School.
  39. Gazi Salah Uddin & Ilhan Ozturk & Ahmed Taneem Muzaffar & Duc Khuong Nguyen, 2014. "The time scale behavior of oil-stock relationships: what we learn from the ASEAN-5 countries," Working Papers, Department of Research, Ipag Business School 2014-441, Department of Research, Ipag Business School.
  40. Riadh Aloui & Mohamed Safouane Ben Aïssa & Duc Khuong Nguyen, 2014. "Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach," Working Papers, Department of Research, Ipag Business School 2014-564, Department of Research, Ipag Business School.
  41. Rey Dang & Duc Khuong Nguyen, 2014. "Does Board Gender Diversity Make a Difference? New Evidence from Quantile Regression Analysis," Working Papers, Department of Research, Ipag Business School 2014-297, Department of Research, Ipag Business School.
  42. Mohamed Arouri & Duc Khuong Nguyen & Kuntara Pukthuanthong, 2014. "Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets," Working Papers, Department of Research, Ipag Business School 2014-294, Department of Research, Ipag Business School.
  43. Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014. "China’s Monetary Policy and Commodity Prices," Working Papers, Department of Research, Ipag Business School 2014-298, Department of Research, Ipag Business School.
  44. Mohamed El Hedi Arouri & Amine Lahiani & Duc Khuong Nguyen, 2013. "World gold prices and stock returns in China: insights for hedging and diversification strategies," Working Papers hal-00798038, HAL.
  45. Walid Chkili & Shawkat Hammoudeh & Duc Khuong Nguyen, 2013. "Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models," Working Papers, Department of Research, Ipag Business School 2013-009, Department of Research, Ipag Business School.
  46. Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Duc Khuong Nguyen, 2013. "Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test," Working Papers 201360, University of Pretoria, Department of Economics.
  47. Khaled Guesmi & Duc Khuong Nguyen, 2013. "Regional integration of stock markets in Southeast Europe," Working Papers, Department of Research, Ipag Business School 2013-022, Department of Research, Ipag Business School.
  48. Ahdi Noomen Ajmi & Shawkat Hammoudeh & Duc Khuong Nguyen & Soodabeh Sarafrazi, 2013. "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Working Papers, Department of Research, Ipag Business School 2013-035, Department of Research, Ipag Business School.
  49. Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013. "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers 201351, University of Pretoria, Department of Economics.
  50. Mohamed El Hedi Arouri & Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen, 2013. "Long memory and structural breaks in modeling the return and volatility dynamics of precious metals," Working Papers hal-00798033, HAL.
  51. Riadh Aloui & Mohamed Safouane Ben Aissa & Duc Khuong Nguyen, 2013. "A wavelet-based copula approach for modeling market risk in agricultural commodity markets," Working Papers 04, Development and Policies Research Center (DEPOCEN), Vietnam.
  52. Mohamed El Hedi Arouri & Shawkat Hammoudeh & Duc Khuong Nguyen & Amine Lahiani, 2013. "On the short- and long-run efficiency of energy and precious metal markets," Working Papers hal-00798036, HAL.
  53. Mohamed El Hedi Arouri & Jamel Jouini & Duc Khuong Nguyen, 2013. "On the relationship between world oil prices and GCC stock markets," Working Papers hal-00798037, HAL.
  54. Duc Khuong Nguyen & Mohamed Arouri & Amine Lahiani, 2011. "Return and volatility transmission between world oil prices and stock markets of the GCC countries," EcoMod2011 2820, EcoMod.
  55. Khaled Guesmi & Duc Khuong Nguyen, 2011. "How strong is the global integration of emerging market regions? An empirical assessment," EconomiX Working Papers 2011-9, University of Paris West - Nanterre la Défense, EconomiX.
  56. Mohamed El Hedi Arouri & F. Jawadi & Duc Khuong Nguyen, 2010. "Synchronization and nonlinear interdependence of short-term interest rates:," Working Papers hal-00507820, HAL.
  57. Mohamed El Hedi Arouri & Duc Khuong Nguyen, 2010. "Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade," Working Papers hal-00507823, HAL.
  58. Mohamed El Hedi Arouri & Duc Khuong Nguyen & Thanh Huong Dinh, 2010. "Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries," Working Papers hal-00507822, HAL.
  59. Mohamed El Hedi Arouri & Fredj Jawadi & Khuong Nguyen Duc, 2010. "Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets," Working Papers 14, Development and Policies Research Center (DEPOCEN), Vietnam.
  60. Mohamed El Hedi Arouri & Amine Lahiani & Khuong Nguyen Duc, 2010. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Working Papers 13, Development and Policies Research Center (DEPOCEN), Vietnam.
  61. Mohamed El Hedi Arouri & Duc Khuong Nguyen & Fredj Jawadi, 2010. "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Working Papers hal-00507826, HAL.
  62. Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2010. "Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions," Working Papers hal-00507821, HAL.
  63. Riadh Aloui & Mohamed Safouane Ben Aissa & Khuong Nguyen Duc, 2010. "Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure," Working Papers 15, Development and Policies Research Center (DEPOCEN), Vietnam.
  64. Ben Hamida, Nessrine & Nguyen, Duc Khuong, 2009. "La valorisation des instruments financiers en juste valeur et performance de marché en temps de crise : le cas des sociétés du CAC 40," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/7524, Paris Dauphine University.
  65. Ramzi Mallat & Duc Khuong Nguyen, 2007. "Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data," Working Papers 03, Development and Policies Research Center (DEPOCEN), Vietnam.
  66. Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen, 2007. "The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries," Working Papers 05, Development and Policies Research Center (DEPOCEN), Vietnam.
  67. Duc Khuong Nguyen & Mondher Bellalah, 2007. "Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility," Working Papers 02, Development and Policies Research Center (DEPOCEN), Vietnam.

Articles

  1. Chkili, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2014. "Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory," Energy Economics, Elsevier, Elsevier, vol. 41(C), pages 1-18.
  2. Khaled Guesmi & Duc Khuong Nguyen, 2014. "Time-varying regional integration of stock markets in Southeast Europe," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 46(11), pages 1279-1290, April.
  3. Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2014. "Energy prices and CO2 emission allowance prices: A quantile regression approach," Energy Policy, Elsevier, Elsevier, vol. 70(C), pages 201-206.
  4. Aloui, Riadh & Aïssa, Mohamed Safouane Ben & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2014. "Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management," Energy Economics, Elsevier, Elsevier, vol. 42(C), pages 332-342.
  5. Mensi, Walid & Hammoudeh, Shawkat & Reboredo, Juan Carlos & Nguyen, Duc Khuong, 2014. "Do global factors impact BRICS stock markets? A quantile regression approach," Emerging Markets Review, Elsevier, Elsevier, vol. 19(C), pages 1-17.
  6. Chaker Aloui & Duc Khuong Nguyen, 2014. "On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 46(22), pages 2611-2622, August.
  7. Ahdi Noomen Ajmi & Ghassen El-montasser & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014. "Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 46(18), pages 2167-2177, June.
  8. Atil, Ahmed & Lahiani, Amine & Nguyen, Duc Khuong, 2014. "Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices," Energy Policy, Elsevier, Elsevier, vol. 65(C), pages 567-573.
  9. Chkili, Walid & Nguyen, Duc Khuong, 2014. "Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries," Research in International Business and Finance, Elsevier, Elsevier, vol. 31(C), pages 46-56.
  10. Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh, 2014. "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 28(C), pages 213-227.
  11. Besma Talbi & Duc Khuong Nguyen, 2014. "An Empirical Analysis of Energy Demand in Tunisia," Economics Bulletin, AccessEcon, vol. 34(1), pages 452-458.
  12. Omri, Anis & Nguyen, Duc Khuong, 2014. "On the determinants of renewable energy consumption: International evidence," Energy, Elsevier, Elsevier, vol. 72(C), pages 554-560.
  13. Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2013. "On the short- and long-run efficiency of energy and precious metal markets," Energy Economics, Elsevier, Elsevier, vol. 40(C), pages 832-844.
  14. Aloui, Riadh & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2013. "A time-varying copula approach to oil and stock market dependence: The case of transition economies," Energy Economics, Elsevier, Elsevier, vol. 39(C), pages 208-221.
  15. Khaled Guesmi & Duc Khuong Nguyen & Frédéric Teulon, 2013. "Further evidence on the determinants of regional stock market integration in Latin America," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 10(3), pages 397-413, December.
  16. Aloui, Riadh & Ben Aïssa, Mohamed Safouane & Nguyen, Duc Khuong, 2013. "Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach," Journal of International Money and Finance, Elsevier, Elsevier, vol. 32(C), pages 719-738.
  17. Arouri, Mohamed & Jawadi, Fredj & Nguyen, Duc Khuong, 2013. "What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?," Journal of Macroeconomics, Elsevier, Elsevier, vol. 36(C), pages 175-187.
  18. Fredj Jawadi & Nabila Jawadi & Duc Khuong Nguyen & Hassan Obeid, 2013. "Information technology sector and equity markets: an empirical investigation," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 23(9), pages 729-737, May.
  19. Ajmi, Ahdi Noomen & El Montasser, Ghassen & Nguyen, Duc Khuong, 2013. "Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests," Economic Modelling, Elsevier, Elsevier, vol. 35(C), pages 126-133.
  20. Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong, 2012. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Energy Economics, Elsevier, Elsevier, vol. 34(1), pages 283-293.
  21. Mohamed El Hedi Arouri & Jamel Jouini & Nhu Tuyen Le & Duc Khuong Nguyen, 2012. "On the Relationship between World Oil Prices and GCC Stock Markets," Journal of Quantitative Economics, The Indian Econometric Society, The Indian Econometric Society, vol. 10(1), pages 98-120, January.
  22. Arouri, Mohamed El Hedi & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2012. "An international CAPM for partially integrated markets: Theory and empirical evidence," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(9), pages 2473-2493.
  23. Arouri, Mohamed El Hedi & Jouini, Jamel & Nguyen, Duc Khuong, 2012. "On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness," Energy Economics, Elsevier, Elsevier, vol. 34(2), pages 611-617.
  24. Arouri, Mohamed El Hédi & Jawadi, Fredj & Nguyen, Duc Khuong, 2012. "Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS," Economic Modelling, Elsevier, Elsevier, vol. 29(3), pages 884-892.
  25. Mohamed El Hédi Arouri & Amine Lahiani & Duc Khuong Nguyen, 2012. "Oil-stock volatility transmission, portfolio selection and hedging," Economics Bulletin, AccessEcon, vol. 32(4), pages 2768-2778.
  26. Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong, 2012. "Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 22(4), pages 738-757.
  27. Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2012. "Long memory and structural breaks in modeling the return and volatility dynamics of precious metals," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 52(2), pages 207-218.
  28. Mohamed E AROURI & Fredj JAWADI & Duc K NGUYEN, 2012. "Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?," Economics Bulletin, AccessEcon, vol. 32(3), pages 2481-2489.
  29. Walid Mensi & Chaker Alaoui & Khuong Nguyen, 2012. "Crude oil market efficiency: An empirical investigation via the Shannon entropy," Economie Internationale, CEPII research center, CEPII research center, issue 129, pages 119-137.
  30. Arouri, Mohamed El Hedi & Jawadi, Fredj & Nguyen, Duc Khuong, 2012. "Modeling Nonlinear And Heterogeneous Dynamic Links In International Monetary Markets," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 16(S2), pages 232-251, September.
  31. Aloui, Chaker & Nguyen, Duc Khuong & Njeh, Hassen, 2012. "Assessing the impacts of oil price fluctuations on stock returns in emerging markets," Economic Modelling, Elsevier, Elsevier, vol. 29(6), pages 2686-2695.
  32. Arouri, Mohamed El Hedi & Lahiani, Amine & Nguyen, Duc Khuong, 2011. "Return and volatility transmission between world oil prices and stock markets of the GCC countries," Economic Modelling, Elsevier, Elsevier, vol. 28(4), pages 1815-1825, July.
  33. El Hedi Arouri, Mohamed & Jouini, Jamel & Nguyen, Duc Khuong, 2011. "Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(7), pages 1387-1405.
  34. Aloui, Riadh & Aïssa, Mohamed Safouane Ben & Nguyen, Duc Khuong, 2011. "Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(1), pages 130-141, January.
  35. Walid Chkili & Duc Khuong Nguyen, 2011. "Modeling the volatility of Mediterranean stock markets: a regime-switching approach," Economics Bulletin, AccessEcon, vol. 31(2), pages 1105-1113.
  36. Guesmi, Khaled & Nguyen, Duc Khuong, 2011. "How strong is the global integration of emerging market regions? An empirical assessment," Economic Modelling, Elsevier, Elsevier, vol. 28(6), pages 2517-2527.
  37. Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen, 2010. "The comovements in international stock markets: new evidence from Latin American emerging countries," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 17(13), pages 1323-1328.
  38. Hedi Arouri, Mohamed El & Khuong Nguyen, Duc, 2010. "Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade," Energy Policy, Elsevier, Elsevier, vol. 38(8), pages 4528-4539, August.
  39. Mohamed El Hedi AROURI & Aldo LÉVY & Duc Khuong NGUYEN, 2010. "ROE and Value Creation under IAS/IFRS: Evidence of Discordance from French Firms," European Financial and Accounting Journal, University of Economics, Prague, University of Economics, Prague, vol. 2010(3), pages 84-112.
  40. El Hedi Arouri, Mohamed & Huong Dinh, Thanh & Khuong Nguyen, Duc, 2010. "Time-varying predictability in crude-oil markets: the case of GCC countries," Energy Policy, Elsevier, Elsevier, vol. 38(8), pages 4371-4380, August.
  41. Fredj Jawadi & Mohamed Hedi Arouri & Duc Khuong Nguyen, 2010. "Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 20(8), pages 669-680.
  42. Fredj Jawadi & Mohamed El Hedi Arouri & Duc Khuong Nguyen, 2010. "Stock market integration in Mexico and Argentina: are short- and long-term considerations different?," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 17(15), pages 1503-1507.
  43. Duc Khuong Nguyen, 2010. "La dynamique de la volatilité boursière autour de l’ouverture des marchés de capitaux," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 192(1), pages 65-82.
  44. Mohamed El Hedi Arouri & Duc Khuong Nguyen, 2010. "Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets," Managerial Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 36(1), pages 57-70, January.
  45. Mohamed El Hedi Arouri & Duc Khuong Nguyen, 2010. "Stock returns and oil price fluctuations: short and long-run analysis in the GCC context," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, Inderscience Enterprises Ltd, vol. 33(3/4), pages 121-138.
  46. Duc Khuong Nguyen & Adel Boubaker, 2009. "Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure?," Economics Bulletin, AccessEcon, vol. 29(1), pages 169-181.
  47. Duc NGUYEN, 2008. "An empirical analysis of structural changes in emerging market volatility," Economics Bulletin, AccessEcon, vol. 6(10), pages 1-10.
  48. Duc Khuong Nguyen & Mondher Bellalah, 2008. "Stock market liberalization, structural breaks and dynamic changes in emerging market volatility," Review of Accounting and Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 7(4), pages 396-411, November.
  49. Duc Khuong Nguyen & Walid Mensi & Adel Boubaker, 2008. "More on corporate diversification, firm size and value creation," Economics Bulletin, AccessEcon, vol. 7(3), pages 1-7.
  50. Thanh Huong Dinh & Duc Khuong Nguyen, 2008. "The global and regional factors in the volatility of emerging sovereign bond markets," American Journal of Finance and Accounting, Inderscience Enterprises Ltd, Inderscience Enterprises Ltd, vol. 1(1), pages 52-68.
  51. Khaled Guesmi & Duc Khuong Nguyen & Nadia Sghaier & Frédéric Teulon, . "Overview of the 2nd International Symposium on Energy and Finance Issues: Part I," Articles, Department of Research, Ipag Business School, vol. 10.
  52. Khaled Guesmi & Duc Khuong Nguyen & Nadia Sghaier & Frédéric Teulon, . "Les fonds souverains et le spectre des Etats rentiers : Le cas du Qatar," Articles, Department of Research, Ipag Business School, vol. 9.

NEP Fields

62 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (6) 2013-11-02 2014-03-30 2014-05-04 2014-06-07 2014-07-28 2014-09-08. Author is listed
  2. NEP-ARA: MENA - Middle East & North Africa (7) 2013-03-16 2014-02-21 2014-02-21 2014-03-08 2014-05-24 2014-09-08 2014-09-08. Author is listed
  3. NEP-BEC: Business Economics (3) 2014-05-04 2014-05-24 2014-09-08
  4. NEP-CBA: Central Banking (3) 2010-12-04 2014-03-08 2014-05-24
  5. NEP-CFN: Corporate Finance (1) 2014-05-24
  6. NEP-CIS: Confederation of Independent States (2) 2014-03-30 2014-07-13
  7. NEP-COM: Industrial Competition (3) 2014-02-21 2014-08-28 2014-09-08
  8. NEP-CSE: Economics of Strategic Management (2) 2014-03-30 2014-06-07
  9. NEP-CWA: Central & Western Asia (2) 2011-03-26 2013-03-16
  10. NEP-EEC: European Economics (2) 2014-08-16 2014-08-20
  11. NEP-EFF: Efficiency & Productivity (2) .html">"> 2014-05-24
  12. NEP-ENE: Energy Economics (16) 2013-03-16 2013-03-16 2014-02-08 2014-02-08 2014-02-08 2014-02-21 2014-02-21 2014-02-21 2014-02-21 2014-03-30 2014-03-30 2014-05-24 2014-05-24 2014-08-16 2014-08-20 2014-08-28. Author is listed
  13. NEP-ENV: Environmental Economics (7) 2014-02-08 2014-02-08 2014-02-08 2014-02-21 2014-02-21 2014-03-30 2014-05-24. Author is listed
  14. NEP-EUR: Microeconomic European Issues (2) 2014-05-04 2014-05-24
  15. NEP-FMK: Financial Markets (4) 2013-03-16 2013-10-18 2014-03-30 2014-08-20
  16. NEP-FOR: Forecasting (4) 2013-03-16 2013-09-13 2014-07-13 2014-08-16
  17. NEP-IFN: International Finance (1) 2011-03-26
  18. NEP-LAM: Central & South America (1) 2014-07-28
  19. NEP-MAC: Macroeconomics (6) 2014-03-08 2014-05-24 2014-08-16 2014-08-16 2014-08-20 2014-08-20. Author is listed
  20. NEP-MON: Monetary Economics (4) 2010-12-04 2014-03-08 2014-05-24 2014-08-20
  21. NEP-ORE: Operations Research (2) 2013-09-13 2014-09-08
  22. NEP-REG: Regulation (4) 2014-02-08 2014-02-08 2014-02-21 2014-02-21
  23. NEP-RMG: Risk Management (6) 2013-03-16 2013-11-02 2014-03-15 2014-05-04 2014-07-13 2014-07-28. Author is listed
  24. NEP-SEA: South East Asia (3) .html">"> 2014-05-04 2014-05-24
  25. NEP-TRA: Transition Economics (5) 2013-03-16 2014-03-15 2014-04-18 2014-05-24 2014-09-08. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Number of Authors
  4. Number of Citations, Discounted by Citation Age
  5. Number of Journal Pages
  6. Number of Abstract Views in RePEc Services over the past 12 months
  7. Number of Downloads through RePEc Services over the past 12 months
  8. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  9. Betweenness measure in co-authorship network

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Co-authorship network on CollEc

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