MEMBER PUBLICATIONS 2011
Arouri, M., Jouini, J., Nguyen, Duc Khuong, 2011. Volatility Spillovers between Oil Prices and Stock Sector Returns: Implications for Portfolio Management. Journal of International Money and Finance 30(7), 1387-1405. Arouri, M., Lahiani, A., Nguyen, Duc Khuong, 2011. Return and Volatility Transmission between World Oil Prices and Stock Markets of the GCC Countries. Economic Modelling 28(4), …