Category «Research»

MEMBER PUBLICATIONS 2015

Hoang T., Wong W.K. & Zhen Z.Z. 2015. Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange. Economic Modelling, 50:200-211 Gallais-Hamonno G., Oosterlinck K. & Hoang T. 2015. Informational efficiency on clandestine and official gold markets. Economics Letters, 126: 28-30. Aytac B., Hoang T.H.V. & Mandou C. 2015. Wine: To drink or invest …

MEMBER PUBLICATIONS 2014

Blau, B.M., Nguyen, N., Whitby, R.J., 2014. The Information Content of Option Ratios. Journal of Banking and Finance 43, 179-187. Cao, Kien and Jeff Madura, 2014. Investment Banks as Intermediaries in Asset Sell-offs, Journal of Economics and Business, 74, 40-56. Dang, V.A., Kim, M., Shin, Y., 2014. Asymmetric Adjustment toward Optimal Capital Structure: Evidence from a Crisis. International …

MEMBER PUBLICATIONS 2013

Aloui, R., Ben Aissa, M.S., Nguyen, D. Khuong, 2013. Conditional Dependence Structure between Oil Prices and Exchange Rates: A Copula-GARCH Approach. Journal of International Money and Finance 32(2), 719-738. Arouri, M., Jawadi, F., Nguyen, D. Khuong, 2013. What Can We Tell about Monetary Policy Synchronization and Interdependence over the 2007-2009 Global Financial Crisis. Journal of Macroeconomics 36, …

MEMBER PUBLICATIONS 2012

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 …

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), …