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Publications

by alumni of

Université Grenoble Alpes → Institut d'Administration des Entreprises (IAE)

Alps University of Grenoble → Institute of Business Administration

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. Muhammad Farooq Ahmad & Saqib Aziz & Rwan El-Khatib & Duc Khuong Nguyen, 2026, "Trust asymmetry and cross-border merger withdrawals: a global perspective," Post-Print, HAL, number hal-05601230, Jun, DOI: 10.1016/j.intfin.2026.102337.

2025

  1. Yun-Shi Dai & Peng-Fei Dai & St'ephane Goutte & Duc Khuong Nguyen & Wei-Xing Zhou, 2025, "Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods," Papers, arXiv.org, number 2501.15173, Jan.
  2. Yun-Shi Dai & Peng-Fei Dai & St'ephane Goutte & Duc Khuong Nguyen & Wei-Xing Zhou, 2025, "Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective," Papers, arXiv.org, number 2510.24174, Oct.
  3. Wissal Zribi & Talel Boufateh & Duc K. Nguyen & Thomas Walther, 2025, "Uncertainty effects on European carbon prices and efficiency: A time-varying SVAR-SV Analysis," Post-Print, HAL, number hal-05493722, Sep.
  4. Stephen Ayerst & Duc Nguyen & Diego Restuccia, 2025, "The Micro and Macro Productivity of Nations," Working Papers, University of Toronto, Department of Economics, number tecipa-806, Oct.

2024

  1. Ali, Waris & Bekiros, Stelios & Hussain, Nazim & Khan, Sana Akbar & Nguyen, Duc Khuong, 2024, "Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118798, Jul.
  2. Sabri Boubaker & Tonmoy Choudhury & Fakhrul Hasan & Duc Khuong Nguyen, 2024, "Firm carbon risk exposure, stock returns, and dividend payment," Post-Print, HAL, number hal-04648626, Mar, DOI: 10.1016/j.jebo.2023.12.029.
  3. Sabri Boubaker & Duc Khuong Nguyen & Tonmoy Choudhury, 2024, "Financial systems in times of high inflation," Post-Print, HAL, number hal-05469238, Aug.

2023

  1. Sabri Boubaker & Duc Khuong Nguyen & Tonmoy Choudhury, 2023, "Artificial Intelligence and Machine Learning in Finance," Post-Print, HAL, number hal-05469257, Nov.
  2. Theu Dinh & Stéphane Goutte & Duc Khuong Nguyen & Nikolas Topaloglou, 2023, "Diversification benefits of precious metal markets," Working Papers, HAL, number halshs-04057273, Apr.

2022

  1. M. Akhtaruzzaman & S. Boubaker & D.K. Nguyen & M.R. Rahman, 2022, "Systemic Risk-Sharing Framework of Cryptocurrencies in the COVID-9 Crisis," Post-Print, HAL, number hal-04452661, DOI: 10.1016/j.frl.2022.102787.
  2. M. Al Mamun & S. Boubaker & D.K. Nguyen, 2022, "Green Finance and Decarbonization: Evidence from around the World," Post-Print, HAL, number hal-04452662, DOI: 10.1016/j.frl.2022.102807.
  3. Sabri Boubaker & Duc Khuong Nguyen, 2022, "Financial Transformations Beyond the COVID-19 Health Crisis," Post-Print, HAL, number hal-04479546, Jun, DOI: 10.1142/q0318.
  4. Theu Dinh & Stéphane Goutte & Khuong Nguyen & Thomas Walther, 2022, "Economic drivers of volatility and correlation in precious metal markets," Working Papers, HAL, number halshs-03672469, May.
  5. Tom Dudda & Tony Klein & Duc Khuong Nguyen & Thomas Walther, 2022, "Common Drivers of Commodity Futures?," Working Papers, Utrecht School of Economics, number 2207.

2021

  1. Saqib Aziz & Mahabubur Rahman & Dildar Hussain & Duc Nguyen, 2021, "Does corporate environmentalism affect corporate insolvency risk? The role of market power and competitive intensity," Post-Print, HAL, number hal-03344206, Nov, DOI: 10.1016/j.ecolecon.2021.107182.
  2. Dionisis Th Philippas & Catalin Dragomirescu-Gaina & Stéphane Goutte & Duc Khuong Nguyen, 2021, "Investors’ attention and information losses under market stress," Post-Print, HAL, number hal-03434918, DOI: 10.1016/j.jebo.2021.09.040.
  3. Murat Tiniç & Ahmet Sensoy & Muge Demir & Duc Khuong Nguyen, 2021, "Broker Network Connectivity and the Cross-Section of Expected Stock Returns," Working Papers, Department of Research, Ipag Business School, number 2021-002, Jan.
  4. Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy, 2021, "Statistical Arbitrage: Factor Investing Approach," Working Papers, Department of Research, Ipag Business School, number 2021-003, Jan.
  5. Mussa Hussain & Nazim Hussain & Duc Khuong Nguyen & Ugo Rigoni, 2021, "Is Corporate Social Responsibility an Agency Problem? An Empirical Note from Takeovers," Working Papers, Department of Research, Ipag Business School, number 2021-006, Jan.
  6. Zhiqiang Lu & Junjie Wu & Hongyu Li & Duc Khuong Nguyen, 2021, "Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China," Working Papers, Department of Research, Ipag Business School, number 2021-008, Jan.
  7. Duc Khuong Nguyen & Dinh-Tri Vo, 2021, "Enterprise Risk Management and Solvency: The Case of the Listed EU Insurers," Working Papers, Department of Research, Ipag Business School, number 2021-010, Jan.

2020

  1. Faheem Aslam & Saqib Aziz & Duc Khuong Nguyen & Khurrum Mughal & Maaz Khan, 2020, "On the efficiency of foreign exchange markets in times of the COVID-19 pandemic," Post-Print, HAL, number hal-02966920, Dec, DOI: 10.1016/j.techfore.2020.120261.
  2. Duc Khuong Nguyen & Anna Creti, 2020, "Energy, climate and environment: policies and international coordination," Post-Print, HAL, number hal-03550732, May.
  3. Suleyman Serdengeçti & Ahmet Sensoy & Duc Khuong Nguyen, 2020, "Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets," Working Papers, Department of Research, Ipag Business School, number 2020-006, Jan.
  4. Duc Khuong Nguyen & Nikolas Topaloglou & Thomas Walther, 2020, "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," Working Papers, Department of Research, Ipag Business School, number 2020-009, Jan.
  5. Awijen, Haithem & Ben Zaied, Younes & Nguyen, Duc Khuong & Sensoy, Ahmet, 2020, "Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States," MPRA Paper, University Library of Munich, Germany, number 101276, Mar, revised Jun 2020.

2019

  1. Stéphane Goutte & Duc Khuong Nguyen, 2019, "Handbook of Energy Finance," Post-Print, HAL, number hal-02171505, Nov.
  2. Sabri Boubaker & D.K. Nguyen, 2019, "Handbook Of Global Financial Markets: Transformations, Dependence, and Risk Spillovers," Post-Print, HAL, number hal-04268812, DOI: 10.1142/9789813236653_fmatter.
  3. Pick Schen Yip & Robert Brooks & Hung Xuan Do & Duc Khuong Nguyen, 2019, "Dynamic Volatility Spillover Effect between Oil and Agricultural Products," Working Papers, Department of Research, Ipag Business School, number 2019-009, Jan.
  4. Erdinc Akyildirim & Shaen Corbet & Guzhan Gulay & Duc Khuong Nguyen & Ahmet Sensoy, 2019, "Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market," Working Papers, Department of Research, Ipag Business School, number 2019-011, Jan.
  5. Ji, Qiang & Liu, Bing-Yue & Nguyen, Duc Khuong & Fan, Ying, 2019, "Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates," MPRA Paper, University Library of Munich, Germany, number 101387, Apr, revised Jan 2020.
  6. Breitenstein, Miriam & Anke, Carl-Philipp & Nguyen, Duc Khuong & Walther, Thomas, 2019, "Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry," MPRA Paper, University Library of Munich, Germany, number 101763, Oct.
  7. Hoang, Viet-Ngu & Nguyen, Duc Khuong & Pham, Tuan Anh, 2019, "On the Effects of Monetary Policy in Vietnam: Evidence from a Trilemma Analysis," MPRA Paper, University Library of Munich, Germany, number 102521, Nov, revised Mar 2020.
  8. Miriam Breitenstein & Duc Khuong Nguyen & Thomas Walther, 2019, "Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review," Working Papers on Finance, University of St. Gallen, School of Finance, number 1910, Jul.

2018

  1. Anna Creti & Duc Khuong Nguyen, 2018, "Energy and environment: Transition models and new policy challenges in the post Paris Agreement," Post-Print, HAL, number hal-02304365, DOI: 10.1016/j.enpol.2018.07.048.
  2. Anna Creti & Duc Khuong Nguyen & Lutz Kilian, 2018, "Energy Challenges in an Uncertain World," Post-Print, HAL, number hal-02313954, DOI: 10.5547/01956574.39.SI2.acre.
  3. Sabri Boubaker & D. Cumming & D.K. Nguyen, 2018, "Research Handbook of Finance and Sustainability," Post-Print, HAL, number hal-04268813, DOI: 10.4337/9781786432636.
  4. Sabri Boubaker & Douglas Cumming & Duc Khuong Nguyen, 2018, "Research Handbook of Investing in the Triple Bottom Line," Post-Print, HAL, number hal-04554740, Aug, DOI: 10.4337/9781788110006.
  5. Tan Le & Franck Martin & Duc Nguyen, 2018, "Dynamic connectedness of global currencies: a conditional Granger-causality approach," Working Papers, HAL, number hal-01806733, Jun.
  6. Erdinc Akyildirim & Duc Khuong Nguyen & Ahmet Sensoy, 2018, "A Tale of Two Risks in the EMU Sovereign Debt Markets," Working Papers, Department of Research, Ipag Business School, number 2018-004, Jan.
  7. Sabri Boubaker & Duc Khuong Nguyen & Vanja Piljak & Andreas Savvides, 2018, "Financial Development, Government Bond Returns, and Stability: International Evidence," Working Papers, Department of Research, Ipag Business School, number 2018-007, Jan.
  8. Van Son Lai & Duc Khuong Nguyen & William Sodjahin & Issouf Soumaré, 2018, "Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment," Working Papers, Department of Research, Ipag Business School, number 2018-008, Jan.
  9. Ahmet Sensoy & Duc Khuong Nguyen & Erk Hacihasanoglu & Ahmed Rostom, 2018, "Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets," Working Papers, Department of Research, Ipag Business School, number 2018-009, Jan.

2017

  1. Xiaoqian Wen & Duc Khuong Nguyen, 2017, "Can Investors of Chinese Energy Stocks Benefit from Diversification into Commodity Futures?," Working Papers, Department of Research, Ipag Business School, number 2017-004, Jan.
  2. Julien Chevallier & Duc Khuong Nguyen & Jonathan Siverskog & Gazi Salah Uddin, 2017, "Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries," Working Papers, Department of Research, Ipag Business School, number 2017-005, Jan.
  3. Stelios Bekiros & Shawkat Hammoudeh & Rania Jammazi & Duc Khuong Nguyen, 2017, "Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach," Working Papers, Department of Research, Ipag Business School, number 2017-008, Jan.
  4. Shahbaz, Muhammad & Kandil, Magda & Kumar, Mantu & Nguyen, Duc Khuong, 2017, "The Drivers of Economic Growth in China and India: Globalization or Financial Development?," MPRA Paper, University Library of Munich, Germany, number 77183, Feb, revised 26 Feb 2017.
  5. Nguyen, Duc Khuong & Walther, Thomas, 2017, "Modeling and forecasting commodity market volatility with long-term economic and financial variables," MPRA Paper, University Library of Munich, Germany, number 84464, May, revised Jan 2018.
  6. Arouri, Mohamed El Hedi & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2017, "Cojumps and Asset Allocation in International Equity Markets," MPRA Paper, University Library of Munich, Germany, number 89938, Jan, revised May 2018.

2016

  1. Rey Dang & Duc Khuong Nguyen, 2016, "Does Board Gender Diversity Make a Difference - New Evidence from Quantile Regression Analysis," Post-Print, HAL, number hal-01512767, DOI: 10.7202/1046565ar.
  2. Thanh Huong Dinh & Jean-François Gajewski & Duc Khuong Nguyen, 2016, "Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach," Post-Print, HAL, number hal-01591435.
  3. Sabri Boubaker & Duc Khuong Nguyen & Nikos Paltalidis, 2016, "Fiscal Policy Interventions at the Zero Lower Bound," Working Papers, Department of Research, Ipag Business School, number 2016-002, Jan.
  4. Sabri Boubaker & Dimitrios Gounopoulos & Duc Khuong Nguyen & Nikos Paltalidis, 2016, "Assessing the Effects of Unconventional Monetary Policy on Pension Funds Risk Incentives," Working Papers, Department of Research, Ipag Business School, number 2016-005, Jan.
  5. Al Janabi, Mazin A.M. & Arreola Hernandez, Jose & Berger, Theo & Nguyen, Duc Khuong, 2016, "Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios," MPRA Paper, University Library of Munich, Germany, number 84626, Jun, revised Nov 2016.

2015

  1. Sabri Boubaker & Hisham Farag & Duc Khuong Nguyen, 2015, "Short-Term Overreaction to Specific Events: Evidence from an Emerging Market," Post-Print, HAL, number hal-01158095, DOI: 10.1016/j.ribaf.2014.10.002.
  2. Anna Creti & Duc Khuong Nguyen, 2015, "Energy markets׳ financialization, risk spillovers, and pricing models," Post-Print, HAL, number hal-01517413, DOI: 10.1016/j.enpol.2015.02.007.
  3. Bekiros, Stelios & Nguyen, Duc Khuong & Sandoval Junior, Leonidas & Salah Uddin, Gazi, 2015, "Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets," MPRA Paper, University Library of Munich, Germany, number 73397, Sep, revised Feb 2016.
  4. Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2015, "Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 75740, Oct, revised Nov 2016.
  5. Nguyen, Duc Khuong & Sévi, Benoît & Sjö, Bo & Salah Uddin, Gazi, 2015, "The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India," MPRA Paper, University Library of Munich, Germany, number 75769, Sep, revised Dec 2016.
  6. Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar, 2015, "Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201595, Dec.

2014

  1. Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-10.
  2. Sabri Boubaker & Rey Dang & Duc Khuong Nguyen, 2014, "Does Board Gender Diversity Improve the Performance of French Listed Firms?," Post-Print, HAL, number hal-01158128.
  3. Thi Hong Van Hoang & A. Lahiani & D. K. Nguyen, 2014, "Is gold a hedge or an indicator of inflation? New evidence from a nonlinear ARDL approach," Post-Print, HAL, number hal-02097509, Jul.
  4. Sabri Boubaker & D.K. Nguyen, 2014, "Corporate Governance and Corporate Social Responsibility: Emerging Markets Focus," Post-Print, HAL, number hal-04268810, DOI: 10.1142/8869.
  5. 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, number halshs-01022598, Oct, DOI: 10.1016/j.enpol.2013.09.064.
  6. 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, number 2014-124, Jan.
  7. 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, number 2014-159, Jan.
  8. 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, number 2014-160, Jan.
  9. 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, number 2014-184, Jan.
  10. Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014, "Energy prices and CO2 emission allowance prices: A quantile regression approach," Working Papers, Department of Research, Ipag Business School, number 2014-185, Jan.
  11. 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, number 2014-239, Jan.
  12. Thi QuyVo & Duc Khuong Nguyen & Fredric WilliamSwierczek, 2014, "Corporate performance of privatized firms in Vietnam," Working Papers, Department of Research, Ipag Business School, number 2014-240, Jan.
  13. 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, number 2014-241, Jan.
  14. Rahul Deora & Duc Khuong Nguyen, 2014, "Time-scale comovement between the Indian and world stock markets," Working Papers, Department of Research, Ipag Business School, number 2014-242, Jan.
  15. 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, number 2014-243, Jan.
  16. 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, number 2014-294, Jan.
  17. 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, number 2014-295, Jan.
  18. 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, number 2014-296, Jan.
  19. Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014, "China’s Monetary Policy and Commodity Prices," Working Papers, Department of Research, Ipag Business School, number 2014-298, Jan.
  20. 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, number 2014-299, Jan.
  21. 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, number 2014-325, Jan.
  22. 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, number 2014-388, Jan.
  23. 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, number 2014-437, Jan.
  24. Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014, "US Monetary Policy and Commodity Sector Prices," Working Papers, Department of Research, Ipag Business School, number 2014-438, Jan.
  25. Riadh Aloui & Mohamed Safouane Ben Aïssa & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management," Working Papers, Department of Research, Ipag Business School, number 2014-590, Jan.
  26. 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, number 2014-78, Jan.
  27. 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, number 2014-79, Jan.
  28. 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, number 2014-80, Jan.
  29. Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014, "What explains the short," Working Papers, Department of Research, Ipag Business School, number 2014-81, Jan.
  30. Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen & Ricardo M. Sousa, 2014, "Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices," Working Papers, Department of Research, Ipag Business School, number 2014-82, Jan.
  31. 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, number 04/2014.
  32. Arreola Hernandez, Jose & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Al Janabi, Mazin A. M. & Reboredo, Juan Carlos, 2014, "Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach," MPRA Paper, University Library of Munich, Germany, number 73399, Dec, revised Aug 2016.
  33. Hammoudeh, Shawkat & Kang, Sang Hoon & Mensi, Walid & Nguyen, Duc Khuong, 2014, "Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting," MPRA Paper, University Library of Munich, Germany, number 73400, Mar, revised Mar 2016.
  34. Omri, Anis & Nguyen, Duc Khuong & Rault, Christophe, 2014, "Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models," MPRA Paper, University Library of Munich, Germany, number 82504, Aug, revised 01 Jul 2014.

2013

  1. 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, Development and Policies Research Center (DEPOCEN), Vietnam, number 154.
  2. Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2013, "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Grenoble Ecole de Management (Post-Print), HAL, number hal-01410577, Jun, DOI: 10.1016/j.jmacro.2012.11.006.
  3. Sabri Boubaker & Imen Derouiche & Duc Khuong Nguyen, 2013, "Does the board of directors affect cash holdings? A study of French listed firms," Post-Print, HAL, number hal-01155415, Apr.
  4. M.E.H. Arouri & Sabri Boubaker & D.K. Nguyen, 2013, "Emerging Markets and the Global Economy: A Handbook," Post-Print, HAL, number hal-04268808, DOI: 10.1016/C2012-0-03535-1.
  5. Sabri Boubaker & Bang Dang Nguyen & Duc Khuong Nguyen, 2013, "Corporate Governance: Recent Developments and New Trends," Post-Print, HAL, number hal-04268811, DOI: 10.1007/978-3-642-31579-4.
  6. 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, number hal-00798033, Mar.
  7. Mohamed El Hedi Arouri & Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen, 2013, "On the short- and long-run efficiency of energy and precious metal markets," Working Papers, HAL, number hal-00798036, Mar.
  8. Mohamed El Hedi Arouri & Jamel Jouini & Duc Khuong Nguyen, 2013, "On the relationship between world oil prices and GCC stock markets," Working Papers, HAL, number hal-00798037, Mar.
  9. 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, number hal-00798038, Mar.
  10. 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, Department of Research, Ipag Business School, number 2013-20, Jan.
  11. Khaled Guesmi & Duc Khuong Nguyen, 2013, "Regional integration of stock markets in Southeast Europe," Working Papers, Department of Research, Ipag Business School, number 2013-22, Jan.
  12. 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, number 2013-35, Jan.
  13. 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, Department of Research, Ipag Business School, number 2013-36, Jan.
  14. 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, number 2013-9, Jan.

2012

  1. Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2012, "Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS," Post-Print, HAL, number hal-01410551.
  2. Sabri Boubaker & D.K. Nguyen, 2012, "Board Directors and Corporate Social Responsibility," Post-Print, HAL, number hal-04268809, DOI: 10.1057/9780230389304.

2011

  1. Khaled Guesmi & Duc Khuong Nguyen, 2011, "How strong is the global integration of emerging market regions? An empirical assessment," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2011-9.
  2. Duc Khuong Nguyen & Mohamed Arouri & Amine Lahiani, 2011, "Return and volatility transmission between world oil prices and stock markets of the GCC countries," EcoMod2011, EcoMod, number 2820, Jul.
  3. M.H. Arouri & Fredj Jawadi & Waël Louhichi & D. K. Nguyen, 2011, "Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data," Post-Print, HAL, number halshs-00601428.

2010

  1. 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, Development and Policies Research Center (DEPOCEN), Vietnam, number 87.
  2. 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, Development and Policies Research Center (DEPOCEN), Vietnam, number 89.
  3. Amine LAHIANI & Mohamed EL HEDI AROURI & Duc KHUONG NGUYEN, 2010, "Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models," EcoMod2010, EcoMod, number 259600101, May.
  4. Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2010, "Synchronization and nonlinear interdependence of short-term interest rates:," Working Papers, HAL, number hal-00507820, Aug.
  5. 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, number hal-00507821, Aug.
  6. 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, number hal-00507822, Aug.
  7. 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, number hal-00507823, Aug.

2007

  1. Duc Khuong Nguyen & Mondher Bellalah, 2007, "Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 02.
  2. Ramzi Mallat & Duc Khuong Nguyen, 2007, "Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 03.
  3. 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, Development and Policies Research Center (DEPOCEN), Vietnam, number 05.

2005

  1. D.-K. Nguyen, 2005, "Liberalization of emerging equity markets and volatility," Post-Print, HAL, number halshs-00103905.

Journal articles

2026

  1. Nourallah, Mustafa & Öhman, Peter & Walther, Thomas & Nguyen, Duc Khuong, 2026, "Financial robo-advisors: A scoping review and future research directions," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101158.
  2. Ahmad, Muhammad Farooq & Aziz, Saqib & El-Khatib, Rwan & Nguyen, Duc Khuong, 2026, "Trust asymmetry and cross-border merger withdrawals: a global perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102337.
  3. Yin-Ting Zhang & Duc Khuong Nguyen & Wei-Xing Zhou, 2026, "Spatiotemporal characteristics of agricultural food import shocks," Annals of Operations Research, Springer, volume 357, issue 1, pages 779-802, February, DOI: 10.1007/s10479-024-06168-1.

2025

  1. Nazim Hussain & Sana Akbar Khan & Duc Khuong Nguyen & Andrea Stocchetti & Shaen Corbet, 2025, "Board‐level governance and corporate social responsibility: A meta‐analytic review," Journal of Economic Surveys, Wiley Blackwell, volume 39, issue 1, pages 3-31, February, DOI: 10.1111/joes.12603.
  2. Nguyen, Duc Khuong & Paltalidis, Nikos, 2025, "Credit and financial cycle synchronization impact on sovereign credit risk," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108236.
  3. Zhang, Mi & Sensoy, Ahmet & Nguyen, Duc Khuong & Cheng, Feiyang, 2025, "Can bilateral RMB swap reduce monetary policy spillovers from the United States to China?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 101, issue C, DOI: 10.1016/j.intfin.2025.102157.
  4. Ben Cheikh, Nidhaleddine & Ben Zaied, Younes & Nguyen, Duc Khuong, 2025, "Financial inclusion and energy access in sub-Saharan Africa," Research in International Business and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.ribaf.2025.103032.
  5. Sanjay Chaudhary & Amandeep Dhir & Duc Khuong Nguyen & Enrico Battisti & Puneet Kaur, 2025, "Exploring Family Values, Religion, and Ethical Behavior in Family Businesses: A Multi-Stage Qualitative Investigation," Journal of Business Ethics, Springer, volume 198, issue 4, pages 865-891, May, DOI: 10.1007/s10551-025-05947-5.
  6. Hongxia Wang & Duc Khuong Nguyen & Xiong Xiong & Peng-Fei Dai, 2025, "Portfolio choice under loss aversion and diminishing sensitivity: a theoretical extension," Annals of Operations Research, Springer, volume 347, issue 1, pages 69-85, April, DOI: 10.1007/s10479-022-05081-9.
  7. Dao Ha & Phuong Le & Duc Khuong Nguyen, 2025, "Financial inclusion and fintech: a state-of-the-art systematic literature review," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-42, December, DOI: 10.1186/s40854-024-00741-0.
  8. Anthi Avloniti & Christiana Anaxagorou & Ioanna Stylianou & Duc Khuong Nguyen & Kamila Janovská, 2025, "Global Footprint, Local Imprint: How Institutions and Distance Influence the Corporate Social Performance of Foreign Subsidiaries Across Service Industries," Management International Review, Springer, volume 65, issue 3, pages 539-589, June, DOI: 10.1007/s11575-025-00581-9.

2024

  1. Thanh Ngo & David Tripe & Duc Khuong Nguyen, 2024, "Estimating the productivity of US agriculture: The Fisher total factor productivity index for time series data with unknown prices," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 68, issue 3, pages 701-712, July, DOI: 10.1111/1467-8489.12565.
  2. Waris Ali & Stelios Bekiros & Nazim Hussain & Sana Akbar Khan & Duc Khuong Nguyen, 2024, "Determinants and consequences of corporate social responsibility disclosure: A survey of extant literature," Journal of Economic Surveys, Wiley Blackwell, volume 38, issue 3, pages 793-822, July, DOI: 10.1111/joes.12556.
  3. Henriques, Carla Oliveira & Lima, Alexandre & Nguyen, Duc Khuong & Neves, Maria Elisabete, 2024, "Assessing the vulnerability of oil-dependent countries in Europe," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107514.
  4. Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2024, "China's monetary policy framework and global commodity prices," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107767.
  5. Tran, Dung Viet & Hussain, Nazim & Nguyen, Duc Khuong & Nguyen, Trung Duc, 2024, "How do depositors respond to banks' discretionary behaviors? Evidence from market discipline, deposit insurance, and scale effects," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103205.
  6. Nguyen, Huong Giang & Hoang, Khanh & Nguyen, Quan M.P. & Do, Hung Xuan & Nguyen, Duc Khuong, 2024, "Portfolio's weighted political risk and mutual fund performance: A text-based approach," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105728.
  7. Boubaker, Sabri & Choudhury, Tonmoy & Hasan, Fakhrul & Nguyen, Duc Khuong, 2024, "Firm carbon risk exposure, stock returns, and dividend payment," Journal of Economic Behavior & Organization, Elsevier, volume 221, issue C, pages 248-276, DOI: 10.1016/j.jebo.2023.12.029.
  8. Xu, Hai-Chuan & Li, Tai-Min & Dai, Peng-Fei & Nguyen, Duc Khuong & Zhou, Wei-Xing, 2024, "Stress testing climate risk: A network-based analysis of the Chinese banking system," Journal of International Money and Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jimonfin.2024.103207.
  9. Boubaker, Sabri & Huynh, Toan L.D. & Nguyen, Duc Khuong, 2024, "Asymmetries during pandemics and wartime," The Journal of Economic Asymmetries, Elsevier, volume 30, issue C, DOI: 10.1016/j.jeca.2024.e00381.
  10. Ahmad, Najid & Nguyen, Duc Khuong & Tian, Xian-Liang, 2024, "Assessing the impact of the sharing economy and technological innovation on sustainable development: An empirical investigation of the United Kingdom," Technological Forecasting and Social Change, Elsevier, volume 209, issue C, DOI: 10.1016/j.techfore.2024.123743.
  11. Shouyu Yao & Ahmet Sensoy & Duc Khuong Nguyen & Tong Li, 2024, "Investor attention and cryptocurrency market liquidity: a double-edged sword," Annals of Operations Research, Springer, volume 334, issue 1, pages 815-856, March, DOI: 10.1007/s10479-022-04915-w.
  12. Ammar Ali Gull & Rizwan Mushtaq & Duc Khuong Nguyen & Phuong Tra Tran, 2024, "COVID-19 adaptive strategy and SMEs’ access to finance," Applied Economics, Taylor & Francis Journals, volume 56, issue 22, pages 2615-2628, May, DOI: 10.1080/00036846.2023.2193721.
  13. Pengxiang Zhai & Fei Wu & Qiang Ji & Duc Khuong Nguyen, 2024, "From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 29, issue 1, pages 551-580, January, DOI: 10.1002/ijfe.2698.

2023

  1. Sinha, Avik & Bekiros, Stelios & Hussain, Nazim & Nguyen, Duc Khuong & Khan, Sana Akbar, 2023, "How social imbalance and governance quality shape policy directives for energy transition in the OECD countries?," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106642.
  2. Sinha, Avik & Ghosh, Vinit & Hussain, Nazim & Nguyen, Duc Khuong & Das, Narasingha, 2023, "Green financing of renewable energy generation: Capturing the role of exogenous moderation for ensuring sustainable development," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.107021.
  3. Ben Cheikh, Nidhaleddine & Ben Zaied, Younes & Nguyen, Duc Khuong, 2023, "Understanding energy poverty drivers in Europe," Energy Policy, Elsevier, volume 183, issue C, DOI: 10.1016/j.enpol.2023.113818.
  4. Malek, Jiri & Nguyen, Duc Khuong & Sensoy, Ahmet & Tran, Quang Van, 2023, "Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103817.
  5. Qin, Yi & Nguyen, Duc Khuong & Cifuentes-Faura, Javier & Zhong, Kaiyang, 2023, "Strong financial regulation and corporate bankruptcy risk in China," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104343.
  6. Huynh, Toan Luu Duc & Nasir, Muhammad Ali & Nguyen, Duc Khuong, 2023, "Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 191-199, DOI: 10.1016/j.qref.2020.09.001.
  7. Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy, 2023, "Statistical arbitrage: factor investing approach," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., volume 45, issue 4, pages 1295-1331, December, DOI: 10.1007/s00291-023-00733-z.
  8. Sevcan Uzun & Ahmet Sensoy & Duc Khuong Nguyen, 2023, "Jump forecasting in foreign exchange markets: A high‐frequency analysis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 3, pages 578-624, April, DOI: 10.1002/for.2951.

2022

  1. Hoang, Huy Viet & Nguyen, Cuong & Nguyen, Duc Khuong, 2022, "Corporate immunity, national culture and stock returns: Startups amid the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101975.
  2. Al Mamun, Md & Boubaker, Sabri & Nguyen, Duc Khuong, 2022, "Green finance and decarbonization: Evidence from around the world," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2022.102807.
  3. Akhtaruzzaman, Md & Boubaker, Sabri & Nguyen, Duc Khuong & Rahman, Molla Ramizur, 2022, "Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102787.
  4. Cui, Xin & Sensoy, Ahmet & Nguyen, Duc Khuong & Yao, Shouyu & Wu, Yiyao, 2022, "Positive information shocks, investor behavior and stock price crash risk," Journal of Economic Behavior & Organization, Elsevier, volume 197, issue C, pages 493-518, DOI: 10.1016/j.jebo.2022.03.016.
  5. Dinh, Theu & Goutte, Stéphane & Nguyen, Duc Khuong & Walther, Thomas, 2022, "Economic drivers of volatility and correlation in precious metal markets," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2021.100242.
  6. Awijen, Haithem & Ben Zaied, Younes & Nguyen, Duc Khuong, 2022, "Covid-19 vaccination, fear and anxiety: Evidence from Google search trends," Social Science & Medicine, Elsevier, volume 297, issue C, DOI: 10.1016/j.socscimed.2022.114820.
  7. Cui, Xin & Wang, Panpan & Sensoy, Ahmet & Nguyen, Duc Khuong & Pan, Yuying, 2022, "Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China," Technological Forecasting and Social Change, Elsevier, volume 177, issue C, DOI: 10.1016/j.techfore.2022.121516.
  8. Zhiqiang Lu & Junjie Wu & Hongyu Li & Duc Khuong Nguyen, 2022, "Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 6, pages 1712-1725, May, DOI: 10.1080/1540496X.2021.1923477.
  9. Oguzhan Cepni & Duc Khuong Nguyen & Ahmet Sensoy, 2022, "News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices," The Energy Journal, , volume 43, issue 1_suppl, pages 1-30, June, DOI: 10.5547/01956574.43.SI1.ocep.
  10. Miriam Breitenstein & Carl-Philipp Anke & Duc Khuong Nguyen & Thomas Walther, 2022, "Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry," The Energy Journal, , volume 43, issue 5, pages 27-50, September, DOI: 10.5547/01956574.43.5.mbre.
  11. Carla Oliveira Henriques & Maria Elisabete Neves & Licínio Castelão & Duc Khuong Nguyen, 2022, "Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach," Annals of Operations Research, Springer, volume 313, issue 1, pages 341-366, June, DOI: 10.1007/s10479-021-04323-6.
  12. Erdinc Akyildirim & Aurelio F. Bariviera & Duc Khuong Nguyen & Ahmet Sensoy, 2022, "Forecasting high-frequency stock returns: a comparison of alternative methods," Annals of Operations Research, Springer, volume 313, issue 2, pages 639-690, June, DOI: 10.1007/s10479-021-04464-8.
  13. Phuong Bui & Hai Ngo & Khuong Nguyen & Nguyen Liem, 2022, "External financing and earnings management: Evidence in Vietnam," Cogent Economics & Finance, Taylor & Francis Journals, volume 10, issue 1, pages 2147703-214, December, DOI: 10.1080/23322039.2022.2147703.
  14. Dao Ha & Phuong Nguyen & Duc Khuong Nguyen & Ahmet Sensoy, 2022, "Early warning systems for currency and systemic banking crises in Vietnam," Post-Communist Economies, Taylor & Francis Journals, volume 34, issue 3, pages 350-375, April, DOI: 10.1080/14631377.2021.1965362.
  15. Aymen Karoui & Duc Khuong Nguyen, 2022, "Systematic ESG exposure and stock returns: Evidence from the United States during the 1991–2019 period," Business Ethics, the Environment & Responsibility, John Wiley & Sons, Ltd., volume 31, issue 3, pages 604-619, July, DOI: 10.1111/beer.12429.

2021

  1. Miriam Breitenstein & Duc Khuong Nguyen & Thomas Walther, 2021, "Environmental Hazards And Risk Management In The Financial Sector: A Systematic Literature Review," Journal of Economic Surveys, Wiley Blackwell, volume 35, issue 2, pages 512-538, April, DOI: 10.1111/joes.12411.
  2. Viet‐Ngu Hoang & Duc Khuong Nguyen & Tuan Pham, 2021, "On the effects of monetary policy in Vietnam: Evidence from a Trilemma analysis," The World Economy, Wiley Blackwell, volume 44, issue 5, pages 1428-1447, May, DOI: 10.1111/twec.13025.
  3. Le, Trung Hai & Do, Hung Xuan & Nguyen, Duc Khuong & Sensoy, Ahmet, 2021, "Covid-19 pandemic and tail-dependency networks of financial assets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101800.
  4. Hussaini, Mussa & Hussain, Nazim & Nguyen, Duc Khuong & Rigoni, Ugo, 2021, "Is corporate social responsibility an agency problem? An empirical note from takeovers," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102007.
  5. Serdengeçti, Süleyman & Sensoy, Ahmet & Nguyen, Duc Khuong, 2021, "Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101377.
  6. Abid, Ammar & Gull, Ammar Ali & Hussain, Nazim & Nguyen, Duc Khuong, 2021, "Risk governance and bank risk-taking behavior: Evidence from Asian banks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101466.
  7. Philippas, Dionisis & Dragomirescu-Gaina, Catalin & Goutte, Stéphane & Nguyen, Duc Khuong, 2021, "Investors’ attention and information losses under market stress," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 1112-1127, DOI: 10.1016/j.jebo.2021.09.040.
  8. Liem Nguyen & Khuong Nguyen, 2021, "Corporate social responsibility, trade credit provision and doubtful accounts receivable: the case in China," Social Responsibility Journal, Emerald Group Publishing Limited, volume 18, issue 7, pages 1378-1390, October, DOI: 10.1108/SRJ-05-2021-0207.
  9. Duc Khuong Nguyen & Hans-Jörg Mettenheim & Charalampos Stasinakis, 2021, "Preface: neural networks, nonlinear dynamics, and risk management in banking and finance," Annals of Operations Research, Springer, volume 297, issue 1, pages 1-2, February, DOI: 10.1007/s10479-020-03893-1.
  10. Bing‐Yue Liu & Qiang Ji & Duc Khuong Nguyen & Ying Fan, 2021, "Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 2, pages 2612-2636, April, DOI: 10.1002/ijfe.1924.
  11. Tuan Luong & Duc Khuong Nguyen, 2021, "Special Issue: International Trade And Business In The Age Of Digital Transformations," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 66, issue 04, pages 969-972, June, DOI: 10.1142/S0217590821020033.

2020

  1. Nguyen, Duc Khuong & Sensoy, Ahmet & Sousa, Ricardo M. & Salah Uddin, Gazi, 2020, "U.S. equity and commodity futures markets: Hedging or financialization?," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104660.
  2. Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan & Nguyen, Duc Khuong, 2020, "Dynamic volatility spillover effects between oil and agricultural products," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101465.
  3. Akyildirim, Erdinc & Corbet, Shaen & Nguyen, Duc Khuong & Sensoy, Ahmet, 2020, "Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework," International Review of Law and Economics, Elsevier, volume 63, issue C, DOI: 10.1016/j.irle.2020.105907.
  4. Nguyen, Duc Khuong & Vo, Dinh-Tri, 2020, "Enterprise risk management and solvency: The case of the listed EU insurers," Journal of Business Research, Elsevier, volume 113, issue C, pages 360-369, DOI: 10.1016/j.jbusres.2019.09.034.
  5. Boubaker, Sabri & Gounopoulos, Dimitris & Nguyen, Duc Khuong & Paltalidis, Nikos, 2020, "Reaching for yield and the diabolic loop in a monetary union," Journal of International Money and Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jimonfin.2020.102157.
  6. Aslam, Faheem & Aziz, Saqib & Nguyen, Duc Khuong & Mughal, Khurrum S. & Khan, Maaz, 2020, "On the efficiency of foreign exchange markets in times of the COVID-19 pandemic," Technological Forecasting and Social Change, Elsevier, volume 161, issue C, DOI: 10.1016/j.techfore.2020.120261.
  7. Duc Khuong Nguyen & Thomas Walther, 2020, "Modeling and forecasting commodity market volatility with long‐term economic and financial variables," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 2, pages 126-142, March, DOI: 10.1002/for.2617.

2019

  1. Arouri, Mohamed & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2019, "Cojumps and asset allocation in international equity markets," Journal of Economic Dynamics and Control, Elsevier, volume 98, issue C, pages 1-22, DOI: 10.1016/j.jedc.2018.11.002.
  2. Chevallier, Julien & Khuong Nguyen, Duc & Carlos Reboredo, Juan, 2019, "A conditional dependence approach to CO2-energy price relationships," Energy Economics, Elsevier, volume 81, issue C, pages 812-821, DOI: 10.1016/j.eneco.2019.05.010.
  3. Boubaker, Sabri & Nguyen, Duc Khuong & Piljak, Vanja & Savvides, Andreas, 2019, "Financial development, government bond returns, and stability: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 81-96, DOI: 10.1016/j.intfin.2019.02.006.
  4. Ahmet Sensoy & Duc Khuong Nguyen & Ahmed Rostom & Erk Hacihasanoglu, 2019, "Dynamic integration and network structure of the EMU sovereign bond markets," Annals of Operations Research, Springer, volume 281, issue 1, pages 297-314, October, DOI: 10.1007/s10479-018-2831-1.
  5. Christoph Wegener & Tobias Basse & Philipp Sibbertsen & Duc Khuong Nguyen, 2019, "Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany," Annals of Operations Research, Springer, volume 282, issue 1, pages 407-426, November, DOI: 10.1007/s10479-019-03326-8.

2018

  1. Boubaker, Sabri & Nguyen, Duc Khuong & Paltalidis, Nikos, 2018, "Fiscal policy interventions at the zero lower bound," Journal of Economic Dynamics and Control, Elsevier, volume 93, issue C, pages 297-314, DOI: 10.1016/j.jedc.2018.01.048.
  2. Akyildirim, Erdinc & Nguyen, Duc Khuong & Sensoy, Ahmet, 2018, "A tale of two risks in the EMU sovereign debt markets," Economics Letters, Elsevier, volume 172, issue C, pages 102-106, DOI: 10.1016/j.econlet.2018.08.042.
  3. Chevallier, Julien & Nguyen, Duc Khuong & Siverskog, Jonathan & Uddin, Gazi Salah, 2018, "Market integration and financial linkages among stock markets in Pacific Basin countries," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 77-92, DOI: 10.1016/j.jempfin.2017.12.006.
  4. Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos, 2018, "Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 340-357, DOI: 10.1016/j.jbankfin.2018.03.003.
  5. Sabri Boubaker & Duc Khuong Nguyen, 2018, "Governance issues in business and finance in the wake of the global financial crisis," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 22, issue 1, pages 1-5, March, DOI: 10.1007/s10997-017-9379-3.
  6. Anna Creti & Duc Khuong Nguyen & Lutz Kilian, 2018, "Special Issue "Energy Challenges in an Uncertain World" Editorial," The Energy Journal, , volume 39, issue 2_suppl, pages 1-2, December, DOI: 10.5547/01956574.39.SI2.acre.
  7. Stelios Bekiros & Shawkat Hammoudeh & Rania Jammazi & Duc Khuong Nguyen, 2018, "Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach," Applied Economics, Taylor & Francis Journals, volume 50, issue 47, pages 5031-5049, October, DOI: 10.1080/00036846.2018.1470313.
  8. Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018, "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, volume 50, issue 53, pages 5712-5727, November, DOI: 10.1080/00036846.2018.1488062.
  9. Ahmed BenSaïda & Sabri Boubaker & Duc Khuong Nguyen, 2018, "The shifting dependence dynamics between the G7 stock markets," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 5, pages 801-812, May, DOI: 10.1080/14697688.2017.1419628.
  10. Ahmed BenSaïda & Sabri Boubaker & Duc Khuong Nguyen & Skander Slim, 2018, "Value‐at‐risk under market shifts through highly flexible models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 8, pages 790-804, December, DOI: 10.1002/for.2503.

2017

  1. Wen, Xiaoqian & Nguyen, Duc Khuong, 2017, "Can investors of Chinese energy stocks benefit from diversification into commodity futures?," Economic Modelling, Elsevier, volume 66, issue C, pages 184-200, DOI: 10.1016/j.econmod.2017.06.016.
  2. Bekiros, Stelios & Nguyen, Duc Khuong & Sandoval Junior, Leonidas & Uddin, Gazi Salah, 2017, "Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets," European Journal of Operational Research, Elsevier, volume 256, issue 3, pages 945-961, DOI: 10.1016/j.ejor.2016.06.052.
  3. Al Janabi, Mazin A.M. & Arreola Hernandez, Jose & Berger, Theo & Nguyen, Duc Khuong, 2017, "Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios," European Journal of Operational Research, Elsevier, volume 259, issue 3, pages 1121-1131, DOI: 10.1016/j.ejor.2016.11.019.
  4. Boubaker, Sabri & Essaddam, Naceur & Nguyen, Duc Khuong & Saadi, Samir, 2017, "On the robustness of week-day effect to error distributional assumption: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 114-130, DOI: 10.1016/j.intfin.2016.11.003.
  5. Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos, 2017, "Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 35-52, DOI: 10.1016/j.jbankfin.2016.12.007.
  6. Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2017, "Black swan events and safe havens: The role of gold in globally integrated emerging markets," Journal of International Money and Finance, Elsevier, volume 73, issue PB, pages 317-334, DOI: 10.1016/j.jimonfin.2017.02.010.
  7. Magda Kandil & Muhammad Shahbaz & Mantu Kumar Mahalik & Duc Khuong Nguyen, 2017, "The drivers of economic growth in China and India: globalization or financial development?," International Journal of Development Issues, Emerald Group Publishing Limited, volume 16, issue 1, pages 54-84, April, DOI: 10.1108/IJDI-06-2016-0036.
  8. Rania Jammazi & Duc Khuong Nguyen, 2017, "Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 68, issue 11, pages 1352-1362, November, DOI: 10.1057/s41274-016-0133-z.
  9. Jose Arreola Hernandez & Shawkat Hammoudeh & Duc Khuong Nguyen & Mazin A. M. Al Janabi & Juan Carlos Reboredo, 2017, "Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach," Applied Economics, Taylor & Francis Journals, volume 49, issue 25, pages 2409-2427, May, DOI: 10.1080/00036846.2016.1240346.
  10. Duc Khuong Nguyen & Benoît Sévi & Bo Sjö & Gazi Salah Uddin, 2017, "The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India," Applied Economics, Taylor & Francis Journals, volume 49, issue 40, pages 4083-4098, August, DOI: 10.1080/00036846.2016.1276268.

2016

  1. Walid Mensi & Shawkat Hammoudeh & Seong-Min Yoon & Duc Khuong Nguyen, 2016, "Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models," Review of International Economics, Wiley Blackwell, volume 24, issue 1, pages 1-19, February.
  2. Shawkat Hammoudeh & Sang Hoon Kang & Walid Mensi & Duc Khuong Nguyen, 2016, "Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting," The World Economy, Wiley Blackwell, volume 39, issue 11, pages 1703-1727, November.
  3. Aloui, Chaker & Hkiri, Besma & Nguyen, Duc Khuong, 2016, "Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis," Economic Modelling, Elsevier, volume 52, issue PB, pages 322-331, DOI: 10.1016/j.econmod.2015.09.009.
  4. Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2016, "Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk," Energy Economics, Elsevier, volume 54, issue C, pages 159-172, DOI: 10.1016/j.eneco.2015.11.003.
  5. Andreasson, Pierre & Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2016, "Impact of speculation and economic uncertainty on commodity markets," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 115-127, DOI: 10.1016/j.irfa.2015.11.005.
  6. Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah & Sjö, Bo, 2016, "On the time scale behavior of equity-commodity links: Implications for portfolio management," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 41, issue C, pages 30-46, DOI: 10.1016/j.intfin.2015.12.003.
  7. Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Kang, Sang Hoon, 2016, "Global financial crisis and spillover effects among the U.S. and BRICS stock markets," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 257-276, DOI: 10.1016/j.iref.2015.11.005.
  8. Javier Vidal-García & Marta Vidal & Duc Khuong Nguyen, 2016, "Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 2, pages 213-247, August, DOI: 10.1007/s11156-014-0488-7.
  9. Duc Khuong Nguyen & Benoît Sévi, 2016, "Symposium Editorial: Recent issues in the analysis of energy prices," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 13, issue 1, pages 63-65, July.
  10. Thanh Huong Dinh & Jean-François Gajewski & Duc Khuong Nguyen, 2016, "Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach," Bankers, Markets & Investors, ESKA Publishing, issue 141, pages 20-34, March-Apr.

2015

  1. Bekiros Stelios & Nguyen Duc Khuong & Uddin Gazi Salah & Sjö Bo, 2015, "Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 5, pages 609-624, December, DOI: 10.1515/snde-2014-0055.
  2. El Hedi Arouri, Mohamed & Lahiani, Amine & Nguyen, Duc Khuong, 2015, "World gold prices and stock returns in China: Insights for hedging and diversification strategies," Economic Modelling, Elsevier, volume 44, issue C, pages 273-282, DOI: 10.1016/j.econmod.2014.10.030.
  3. Chang, Tsangyao & Chen, Wen-Yi & Gupta, Rangan & Nguyen, Duc Khuong, 2015, "Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test," Economic Systems, Elsevier, volume 39, issue 2, pages 288-300, DOI: 10.1016/j.ecosys.2014.10.005.
  4. Mensi, Walid & Hammoudeh, Shawkat & Reboredo, Juan C. & Nguyen, Duc Khuong, 2015, "Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?," Emerging Markets Review, Elsevier, volume 24, issue C, pages 101-121, DOI: 10.1016/j.ememar.2015.05.007.
  5. Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong & Sousa, Ricardo M., 2015, "An empirical analysis of energy cost pass-through to CO2 emission prices," Energy Economics, Elsevier, volume 49, issue C, pages 149-156, DOI: 10.1016/j.eneco.2015.02.013.
  6. Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sato, João Ricardo, 2015, "On the relationships between CO2 emissions, energy consumption and income: The importance of time variation," Energy Economics, Elsevier, volume 49, issue C, pages 629-638, DOI: 10.1016/j.eneco.2015.02.007.
  7. Raza, Syed Ali & Shahbaz, Muhammad & Nguyen, Duc Khuong, 2015, "Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan," Energy Policy, Elsevier, volume 80, issue C, pages 1-10, DOI: 10.1016/j.enpol.2015.01.011.
  8. Nguyen, Duc Khuong & Sousa, Ricardo M. & Uddin, Gazi Salah, 2015, "Testing for asymmetric causality between U.S. equity returns and commodity futures returns," Finance Research Letters, Elsevier, volume 12, issue C, pages 38-47, DOI: 10.1016/j.frl.2014.12.002.
  9. Jammazi, Rania & Lahiani, Amine & Nguyen, Duc Khuong, 2015, "A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 173-187, DOI: 10.1016/j.intfin.2014.11.011.
  10. Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2015, "US monetary policy and sectoral commodity prices," Journal of International Money and Finance, Elsevier, volume 57, issue C, pages 61-85, DOI: 10.1016/j.jimonfin.2015.06.003.
  11. Sensoy, Ahmet & Hacihasanoglu, Erk & Nguyen, Duc Khuong, 2015, "Dynamic convergence of commodity futures: Not all types of commodities are alike," Resources Policy, Elsevier, volume 44, issue C, pages 150-160, DOI: 10.1016/j.resourpol.2015.03.001.
  12. Bekiros, Stelios & Hernandez, Jose Arreola & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2015, "Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios," Resources Policy, Elsevier, volume 46, issue P2, pages 1-11, DOI: 10.1016/j.resourpol.2015.07.003.
  13. Boubaker, Sabri & Farag, Hisham & Nguyen, Duc Khuong, 2015, "Short-term overreaction to specific events: Evidence from an emerging market," Research in International Business and Finance, Elsevier, volume 35, issue C, pages 153-165, DOI: 10.1016/j.ribaf.2014.10.002.
  14. Anis Omri & Saida Daly & Duc Khuong Nguyen, 2015, "A robust analysis of the relationship between renewable energy consumption and its main drivers," Applied Economics, Taylor & Francis Journals, volume 47, issue 28, pages 2913-2923, June, DOI: 10.1080/00036846.2015.1011312.
  15. Rania Jammazi & Duc Khuong Nguyen, 2015, "Responses of international stock markets to oil price surges: a regime-switching perspective," Applied Economics, Taylor & Francis Journals, volume 47, issue 41, pages 4408-4422, September, DOI: 10.1080/00036846.2015.1030566.

2014

  1. Omri, Anis & Nguyen, Duc Khuong & Rault, Christophe, 2014, "Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models," Economic Modelling, Elsevier, volume 42, issue C, pages 382-389, DOI: 10.1016/j.econmod.2014.07.026.
  2. 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, volume 19, issue C, pages 1-17, DOI: 10.1016/j.ememar.2014.04.002.
  3. Hammoudeh, Shawkat & Nguyen, Duc Khuong & Reboredo, Juan Carlos & Wen, Xiaoqian, 2014, "Dependence of stock and commodity futures markets in China: Implications for portfolio investment," Emerging Markets Review, Elsevier, volume 21, issue C, pages 183-200, DOI: 10.1016/j.ememar.2014.09.002.
  4. 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, volume 41, issue C, pages 1-18, DOI: 10.1016/j.eneco.2013.10.011.
  5. 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, volume 42, issue C, pages 332-342, DOI: 10.1016/j.eneco.2013.12.005.
  6. Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Yoon, Seong-Min, 2014, "Dynamic spillovers among major energy and cereal commodity prices," Energy Economics, Elsevier, volume 43, issue C, pages 225-243, DOI: 10.1016/j.eneco.2014.03.004.
  7. Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2014, "What explain the short-term dynamics of the prices of CO2 emissions?," Energy Economics, Elsevier, volume 46, issue C, pages 122-135, DOI: 10.1016/j.eneco.2014.07.020.
  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, volume 65, issue C, pages 567-573, DOI: 10.1016/j.enpol.2013.09.064.
  9. Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2014, "Energy prices and CO2 emission allowance prices: A quantile regression approach," Energy Policy, Elsevier, volume 70, issue C, pages 201-206, DOI: 10.1016/j.enpol.2014.03.026.
  10. Omri, Anis & Nguyen, Duc Khuong, 2014, "On the determinants of renewable energy consumption: International evidence," Energy, Elsevier, volume 72, issue C, pages 554-560, DOI: 10.1016/j.energy.2014.05.081.
  11. 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, volume 28, issue C, pages 213-227, DOI: 10.1016/j.intfin.2013.11.004.
  12. Arouri, Mohamed & Hammoudeh, Shawkat & Jawadi, Fredj & Nguyen, Duc Khuong, 2014, "Financial linkages between US sector credit default swaps markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 223-243, DOI: 10.1016/j.intfin.2014.08.002.
  13. Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong, 2014, "Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 354-366, DOI: 10.1016/j.intfin.2014.09.003.
  14. Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014, "Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 367-378, DOI: 10.1016/j.intfin.2014.09.004.
  15. Hammoudeh, Shawkat & Mensi, Walid & Reboredo, Juan Carlos & Nguyen, Duc Khuong, 2014, "Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 189-206, DOI: 10.1016/j.pacfin.2014.10.001.
  16. 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, volume 31, issue C, pages 46-56, DOI: 10.1016/j.ribaf.2013.11.007.
  17. Hooi Hooi Lean & Duc Khuong Nguyen, 2014, "Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 21, pages 1367-1373, November, DOI: 10.1080/09603107.2014.925063.
  18. Khaled Guesmi & Duc Khuong Nguyen, 2014, "Time-varying regional integration of stock markets in Southeast Europe," Applied Economics, Taylor & Francis Journals, volume 46, issue 11, pages 1279-1290, April, DOI: 10.1080/00036846.2013.870656.
  19. 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, volume 46, issue 18, pages 2167-2177, June, DOI: 10.1080/00036846.2014.896987.
  20. 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, volume 46, issue 22, pages 2611-2622, August, DOI: 10.1080/00036846.2014.907480.

2013

  1. 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, volume 35, issue C, pages 126-133, DOI: 10.1016/j.econmod.2013.06.027.
  2. 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, volume 39, issue C, pages 208-221, DOI: 10.1016/j.eneco.2013.04.012.
  3. 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, volume 40, issue C, pages 832-844, DOI: 10.1016/j.eneco.2013.10.004.
  4. 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, volume 32, issue C, pages 719-738, DOI: 10.1016/j.jimonfin.2012.06.006.
  5. 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, volume 36, issue C, pages 175-187, DOI: 10.1016/j.jmacro.2012.11.006.
  6. 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), volume 10, issue 3, pages 397-413, December.
  7. 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, volume 23, issue 9, pages 729-737, May, DOI: 10.1080/09603107.2012.734594.

2012

  1. 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, volume 16, issue S2, pages 232-251, September.
  2. 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, volume 32, issue 3, pages 2481-2489.
  3. Duc K Nguyen & Duc K Nguyen, 2012, "Euro-Mediterranean Economics and Finance Review," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 1-15.
  4. Mohamed El Hédi Arouri & Amine Lahiani & Duc Khuong Nguyen, 2012, "Oil-stock volatility transmission, portfolio selection and hedging," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 2768-2778.
  5. 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, volume 29, issue 3, pages 884-892, DOI: 10.1016/j.econmod.2011.11.003.
  6. Aloui, Chaker & Nguyen, Duc Khuong & Njeh, Hassen, 2012, "Assessing the impacts of oil price fluctuations on stock returns in emerging markets," Economic Modelling, Elsevier, volume 29, issue 6, pages 2686-2695, DOI: 10.1016/j.econmod.2012.08.010.
  7. 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, volume 34, issue 1, pages 283-293, DOI: 10.1016/j.eneco.2011.10.015.
  8. 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, volume 34, issue 2, pages 611-617, DOI: 10.1016/j.eneco.2011.08.009.
  9. 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, volume 22, issue 4, pages 738-757, DOI: 10.1016/j.intfin.2012.04.009.
  10. 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, volume 36, issue 9, pages 2473-2493, DOI: 10.1016/j.jbankfin.2012.05.004.
  11. 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, volume 52, issue 2, pages 207-218, DOI: 10.1016/j.qref.2012.04.004.
  12. 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, volume 10, issue 1, pages 98-120, January.

2011

  1. Walid Chkili & Duc Khuong Nguyen, 2011, "Modeling the volatility of Mediterranean stock markets: a regime-switching approach," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1105-1113.
  2. 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, volume 28, issue 4, pages 1815-1825, July.
  3. Guesmi, Khaled & Nguyen, Duc Khuong, 2011, "How strong is the global integration of emerging market regions? An empirical assessment," Economic Modelling, Elsevier, volume 28, issue 6, pages 2517-2527, DOI: 10.1016/j.econmod.2011.07.006.
  4. 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, volume 35, issue 1, pages 130-141, January.
  5. 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, volume 30, issue 7, pages 1387-1405, DOI: 10.1016/j.jimonfin.2011.07.008.

2010

  1. 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, volume 38, issue 8, pages 4371-4380, August.
  2. 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, volume 38, issue 8, pages 4528-4539, August.
  3. 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, volume 33, issue 3/4, pages 121-138.
  4. 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, volume 17, issue 13, pages 1323-1328, DOI: 10.1080/13504850902967449.
  5. 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, volume 17, issue 15, pages 1503-1507, DOI: 10.1080/13504850903035899.
  6. 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, volume 20, issue 8, pages 669-680, DOI: 10.1080/09603100903493195.

2009

  1. 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, volume 29, issue 1, pages 169-181.

2008

  1. Duc Khuong Nguyen & Walid Mensi & Adel Boubaker, 2008, "More on corporate diversification, firm size and value creation," Economics Bulletin, AccessEcon, volume 7, issue 3, pages 1-7.
  2. Duc NGUYEN, 2008, "An empirical analysis of structural changes in emerging market volatility," Economics Bulletin, AccessEcon, volume 6, issue 10, pages 1-10.
  3. 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 Limited, volume 7, issue 4, pages 396-411, October, DOI: 10.1108/14757700810920784.
  4. 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, volume 1, issue 1, pages 52-68.

Books

2026

  1. Thi Hong Nga Nguyen & Duc Khuong Nguyen & Vijender Kumar Solanki & Małgorzata Pańkowska (ed.), 2026, "Proceedings of the 6th International Conference on Research in Management & Technovation," Springer Proceedings in Business and Economics, Springer, number 978-981-95-9113-8, ISBN: ARRAY(0x883d3858), June, DOI: 10.1007/978-981-95-9113-8.

2023

  1. Quoc Trung Tran & Duc Khuong Nguyen, 2023, "Political Corruption and Corporate Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0420, ISBN: ARRAY(0x7862b8d8).

2022

  1. Duc K. Nguyen (ed.), 2022, "Handbook of Banking and Finance in Emerging Markets," Books, Edward Elgar Publishing, number 20452, ISBN: ARRAY(0x9705b7e0).
  2. Sabri Boubaker & Duc Khuong Nguyen (ed.), 2022, "Financial Transformations Beyond the COVID-19 Health Crisis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0318, ISBN: ARRAY(0x780f1f50).

2020

  1. Stéphane Goutte & Duc Khuong Nguyen (ed.), 2020, "Handbook of Energy Finance:Theories, Practices and Simulations," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11213, ISBN: ARRAY(0x78487dd8).

2019

  1. Sabri Boubaker & Duc Khuong Nguyen (ed.), 2019, "Handbook of Global Financial Markets:Transformations, Dependence, and Risk Spillovers," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10893, ISBN: ARRAY(0x78a834c8).
  2. Sabri Boubaker & Duc Khuong Nguyen (ed.), 2019, "Corporate Social Responsibility, Ethics and Sustainable Prosperity," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11460, ISBN: ARRAY(0x79022cc0).

2018

  1. Sabri Boubaker & Douglas Cumming & Duc K. Nguyen (ed.), 2018, "Research Handbook of Investing in the Triple Bottom Line," Books, Edward Elgar Publishing, number 17813, ISBN: ARRAY(0x9511c820).

2014

  1. Sabri Boubaker & Duc Khuong Nguyen (ed.), 2014, "Corporate Governance in Emerging Markets," CSR, Sustainability, Ethics & Governance, Springer, number 978-3-642-44955-0, edition 127, ISBN: ARRAY(0x96c4d2f8), Fall, DOI: 10.1007/978-3-642-44955-0.
  2. Sabri Boubaker & Duc Khuong Nguyen (ed.), 2014, "Corporate Governance and Corporate Social Responsibility:Emerging Markets Focus," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8869, ISBN: ARRAY(0x77cb0cf0).

2013

  1. Arouri, Mohamed El Hedi & Boubaker, Sabri & Nguyen, Duc Khuong (ed.), 2013, "Emerging Markets and the Global Economy," Elsevier Monographs, Elsevier, number 9780124115491, edition 1, ISBN: ARRAY(0x7b4cad90).

2012

  1. Sabri Boubaker & Duc Khuong Nguyen (ed.), 2012, "Board Directors and Corporate Social Responsibility," Palgrave Macmillan Books, Palgrave Macmillan, number 978-0-230-38930-4, ISBN: ARRAY(0xa46b4fe8), April, DOI: 10.1057/9780230389304.
  2. Sabri Boubaker & Bang Dang Nguyen & Duc Khuong Nguyen (ed.), 2012, "Corporate Governance," Springer Books, Springer, number 978-3-642-31579-4, edition 127, ISBN: ARRAY(0x6f39cb18), DOI: 10.1007/978-3-642-31579-4.

Chapters

2011

  1. Mohamed El Hedi Arouri & Fredj Jawadi & Wael Louhichi & Duc Khuong Nguyen, 2011, "Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, in: Greg N. Gregoriou & Razvan Pascalau, "Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration", DOI: 10.1057/9780230295216_7.
  2. Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2011, "Nonlinear Cointegration and Nonlinear Error-Correction Models: Theory and Empirical Applications for Oil and Stock Markets," Palgrave Macmillan Books, Palgrave Macmillan, chapter 9, in: Greg N. Gregoriou & Razvan Pascalau, "Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration", DOI: 10.1057/9780230295216_9.

2008

  1. Ramzi Mallat & Duc Khuong Nguyen, 2008, "Does Macroeconomic Transparency Help Governments Be Solvent?: Evidence From Recent Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Mondher Bellalah & Jean-Luc Prigent & Jean-Michel Sahut & Georges Pariente & Olivier Levyne & Michel, "Risk Management And Value Valuation and Asset Pricing".

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