VFAI Aloui, C., Chkili, W., Nguyen, D. Khuong, 2012. Asymmetric Effects ad Long Memory in Dynamic Volatility Relationships between Stock Returns and Exchange Rates. Journal of International Financial Markets, Institutions and Money 22(4), 738-757.
Aloui, C., Nguyen, D. Khuong, Njeh, H. 2012. Assessing the Impacts of Oil Price Fluctuations on Stock Returns in Emerging Markets. Economic Modelling 29(6), 2686-2695.
Arouri, M., Nguyen, D. Khuong, Pukthuanthong, K., 2012. An International CAPM for Partially Integrated Markets: Theory and Empirical Evidence, Journal of Banking and Finance 36(9), 2473-2493.
Arouri, M., Hammoudeh, S., Lahiani, A., Nguyen, D. Khuong, 2012. Long Memory and Structural Breaks in Modeling the Return and Volatility Dynamics of Precious Metals. Quarterly Review of Economics and Finance 52(2), 207-218.
Arouri, M., Jawadi, F., Nguyen, D. Khuong, 2012. Modeling Nonlinear and Heterogeneous Dynamic Linkages in International Monetary Markets. Macroeconomic Dynamics 16(Supplement 2), 232-251.
Arouri, M., Jawadi, F., Nguyen, D. Khuong, 2012. Nonlinearities in Carbon Spot-Futures Price Relationships during Phase II of the EU ETS. Economic Modelling 29(3), 884-892.
Arouri, M., Jouini, J., Nguyen, D. Khuong, 2012. On the Impacts of Oil Price Fluctuations on European Equity Markets: Volatility Spillover and Hedging Effectiveness. Energy Economics 34(2), 611-617.
Arouri, M., Lahiani, A., Lévy, A., Nguyen, D. Khuong, 2012. Forecasting the Conditional Volatility of Oil Spot and Futures Prices with Structural Breaks and Long Memory Models. Energy Economics 34(1), 283-293.
Dang, V. Anh, Kim, M., Shin, Y., 2012. Asymmetric Capital Structure Adjustments: New Evidence from Dynamic Panel Threshold Models. Journal of Empirical Finance 19(4), 465-482.
Gaied, O.E., Aloui, C., Salha, O.B., Nguyen, D. Khuong, 2012. Did the Securitization contribute to the Release of the Subprime Crisis? Empirical Investigation of American Banks. International Journal of Business 17(1), 81-97.
Khieu, H.D., M. Pyles, 2012. The Influence of a Credit Rating Change on Corporate Cash Holdings and Their Marginal Value. Financial Review 47(2), 351-373.
Khieu, H.D., D.J. Mullineaux, Yi, H-C. 2012. The Determinants of Bank Loan Recovery Rates. Journal of Banking and Finance 36(4), 923-933 (Lead article).
Marshall, B., Nguyen, H. Nhut, Visaltanachoti, N., 2012. Commodity Liquidity Measurement and Transaction Costs. Review of Financial Studies 25(2), 599-638.
Ngo, A.D., O. Varela, 2012. Earnings Smoothing and the Underpricing of Seasoned Equity Offerings. Managerial Finance 38(9), 833-859.
Phan, V. Hieu, Shantaram P. Hegde. Pension Contributions and Firm Performance: Evidence from Frozen Defined Benefit Plans. Financial Management, forthcoming.