Access Statistics for Duc Khuong Nguyen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Tale of Two Risks in the EMU Sovereign Debt Markets 0 0 0 1 4 8 9 17
A wavelet-based copula approach for modeling market risk in agricultural commodity markets 0 0 0 196 0 5 9 689
Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach 0 0 0 4 0 1 4 34
Analyst earnings forecasts, individual investors' expectations and trading volume: An experimental approach 0 0 0 0 0 1 1 1
Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test 0 0 0 28 1 6 10 241
Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test 0 0 0 24 2 5 9 146
Artificial Intelligence and Machine Learning in Finance 0 0 0 0 1 1 1 1
Assessing the Effects of Unconventional Monetary Policy on Pension Funds Risk Incentives 0 0 0 0 0 2 9 16
Assessing the effects of unconventional monetary policy on pension funds risk incentives 0 0 0 41 0 1 2 126
Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective 0 0 0 6 0 2 9 54
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 0 16 0 4 11 49
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 3 3 0 6 17 32
Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices 0 0 0 76 0 5 11 163
Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices 0 0 0 62 0 4 6 208
Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices 0 0 0 35 0 0 2 98
Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets 0 0 0 29 0 4 10 175
Board Directors and Corporate Social Responsibility 0 0 0 0 1 3 6 8
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 1 7 1 6 11 33
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 11 0 7 10 35
Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area 0 0 1 119 2 19 24 166
Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium? 0 0 0 93 3 8 11 139
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 0 34 0 3 5 252
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 0 14 0 3 6 92
Can Investors of Chinese Energy Stocks Benefit from Diversification into Commodity Futures? 0 0 0 0 1 2 7 9
Carbon emissions - income relationships with structural breaks: the case of the Middle East and North African countries 0 0 0 54 0 1 5 169
Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach 0 0 0 14 1 6 10 120
Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models 0 0 1 32 1 4 9 210
China’s Monetary Policy and Commodity Prices 0 0 2 155 0 2 5 306
Cojumps and Asset Allocation in International Equity Markets 0 0 0 10 1 8 10 69
Common Drivers of Commodity Futures? 0 0 0 18 2 5 7 24
Common Drivers of Commodity Futures? 0 0 1 1 2 8 11 15
Corporate Governance and Corporate Social Responsibility: Emerging Markets Focus 0 0 0 0 0 3 5 5
Corporate Governance: Recent Developments and New Trends 0 0 0 0 0 1 6 6
Corporate performance of privatized firms in Vietnam 0 0 0 20 0 7 11 58
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management 0 0 1 100 1 7 14 241
Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature 0 0 1 4 2 9 12 27
Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment 0 0 0 5 0 0 4 18
Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets 0 0 3 99 4 6 22 327
Diversification benefits of precious metal markets 0 0 5 8 4 9 21 29
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 1 135 0 6 9 461
Does Board Gender Diversity Improve the Performance of French Listed Firms? 0 0 0 0 1 10 14 77
Does Board Gender Diversity Make a Difference - New Evidence from Quantile Regression Analysis 0 0 0 0 0 3 4 50
Does Board Gender Diversity Make a Difference? New Evidence from Quantile Regression Analysis 0 0 0 73 0 2 4 166
Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data 0 1 1 42 1 7 10 243
Does corporate environmentalism affect corporate insolvency risk? The role of market power and competitive intensity 0 0 0 7 3 7 9 30
Does the Glass Ceiling Exist? A Longitudinal Study of Women’s Progress on French Corporate Boards 0 0 1 38 0 3 9 137
Does the board of directors affect cash holdings? A study of French listed firms 0 0 0 0 1 4 7 63
Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets 0 0 0 2 1 5 7 13
Dynamic Volatility Spillover Effect between Oil and Agricultural Products 0 0 0 7 1 7 10 46
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 0 23 1 9 11 109
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 0 42 2 5 10 161
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates 0 0 0 15 3 9 12 45
Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting 0 1 1 8 3 12 18 123
Dynamic spillovers among major energy and cereal commodity prices 0 0 0 52 5 12 14 241
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 2 2 16 0 7 9 53
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 0 3 6 8 10 23
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 1 7 14 26
Emerging Markets and the Global Economy: A Handbook 0 0 0 0 0 1 2 6
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States 0 0 0 20 2 8 10 75
Energy Challenges in an Uncertain World 0 0 0 0 0 3 3 36
Energy and environment: Transition models and new policy challenges in the post Paris Agreement 0 0 0 1 0 0 0 54
Energy markets׳ financialization, risk spillovers, and pricing models 0 0 0 3 0 4 5 113
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 0 68 1 5 12 182
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 0 52 1 7 10 163
Energy, climate and environment: policies and international coordination 0 0 0 0 1 2 5 38
Enterprise Risk Management and Solvency: The Case of the Listed EU Insurers 0 0 0 43 2 9 26 155
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 2 5 12 156
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 0 0 88 1 17 20 271
Financial Development, Government Bond Returns, and Stability: International Evidence 0 0 1 2 0 4 8 23
Financial Transformations Beyond the COVID-19 Health Crisis 0 0 0 0 0 4 5 5
Financial systems in times of high inflation 0 0 0 0 0 0 0 0
Firm carbon risk exposure, stock returns, and dividend payment 0 0 0 0 1 2 7 9
Fiscal Policy Interventions at the Zero Lower Bound 0 0 0 28 2 4 4 76
Fiscal Policy Interventions at the Zero Lower Bound 0 0 0 17 0 7 9 23
Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models 0 0 0 22 2 11 18 216
Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models 0 0 0 0 0 5 8 36
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 0 0 53 1 5 9 202
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 0 0 0 0 3 5 69
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 0 0 68 2 5 7 290
Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure 1 1 5 139 2 7 20 524
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 38 0 2 6 133
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions 0 0 0 76 0 7 10 256
Green Finance and Decarbonization: Evidence from around the World 0 0 0 0 1 7 14 23
Handbook Of Global Financial Markets: Transformations, Dependence, and Risk Spillovers 0 0 0 0 0 2 5 6
Handbook of Energy Finance 0 0 0 0 2 7 7 24
Handbook of Energy Finance 0 0 0 0 1 6 10 32
How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests 0 0 0 11 0 7 10 96
How strong is the global integration of emerging market regions? An empirical assessment 0 0 1 3 0 5 11 15
How strong is the global integration of emerging market regions? An empirical assessment 0 0 0 119 1 7 7 333
Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets 0 0 0 45 3 12 23 199
Investors’ attention and information losses under market stress 0 0 0 0 0 7 7 14
Is Corporate Social Responsibility an Agency Problem? An Empirical Note from Takeovers 0 0 1 11 1 8 13 74
Is gold a hedge or an indicator of inflation? New evidence from a nonlinear ARDL approach 0 0 0 0 0 2 3 8
Is gold a hedge or an indicator of inflation? New evidence from a nonlinear ARDL approach 0 0 0 0 0 1 3 10
Liberalization of emerging equity markets and volatility 0 0 0 0 0 0 0 3
Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China 0 0 1 50 3 7 13 154
Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models 0 0 0 3 0 8 8 26
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals 0 0 0 46 0 1 1 149
Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries 0 0 0 1 2 7 12 19
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 0 0 2 35 1 6 16 187
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 0 2 43 4 8 14 161
Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach 0 0 0 37 0 5 6 77
Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach 0 0 0 42 0 4 6 184
Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective 0 0 10 10 0 3 9 9
Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods 2 2 6 13 3 7 19 26
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios 0 0 0 16 0 1 8 55
Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data 0 0 0 0 0 2 6 63
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 0 0 0 0 1 3 4 58
Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade 0 0 0 90 0 4 8 296
Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period 0 0 0 20 0 3 7 75
On the Effects of Monetary Policy in Vietnam: Evidence from a Trilemma Analysis 1 1 3 26 2 21 34 113
On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic 0 0 0 6 1 1 6 42
On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic 0 0 0 42 1 6 8 285
On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach 0 0 0 26 0 4 8 118
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic 0 0 0 1 0 2 5 44
On the relationship between world oil prices and GCC stock markets 0 0 2 63 1 19 24 162
On the short- and long-run efficiency of energy and precious metal markets 0 0 0 37 1 3 7 238
Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market 2 2 4 9 6 15 28 67
Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis 0 0 0 79 8 11 15 177
Regional integration of stock markets in Southeast Europe 0 0 0 5 3 10 12 126
Research Handbook of Finance and Sustainability 0 0 0 0 2 9 21 29
Research Handbook of Investing in the Triple Bottom Line 0 0 0 0 0 2 3 4
Responses of international stock markets to oil price surges: a regimeswitching perspective 0 0 0 11 0 3 9 54
Return and volatility transmission between world oil prices and stock markets of the GCC countries 0 0 0 31 2 12 19 173
Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk 0 0 1 40 5 10 21 317
Short-Term Overreaction to Specific Events: Evidence from an Emerging Market 0 0 0 0 1 3 6 45
Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach 0 0 1 2 0 6 11 24
Statistical Arbitrage: Factor Investing Approach 0 0 1 8 3 9 17 58
Statistical arbitrage: Factor investing approach 0 0 0 20 2 11 22 110
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 23 0 5 9 47
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 4 0 2 3 17
Synchronization and nonlinear interdependence of short-term interest rates 0 0 0 21 1 5 9 91
Systemic Risk-Sharing Framework of Cryptocurrencies in the COVID-9 Crisis 0 0 0 0 1 8 10 13
THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES 0 0 0 60 1 6 11 191
Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility 0 0 0 91 0 3 8 291
Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests 0 0 0 36 1 9 12 108
The Commovements in International Stock Markets: New Evidence from Lating American Emerging Countries 0 0 0 8 1 15 16 103
The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries 0 0 0 217 0 5 15 728
The Drivers of Economic Growth in China and India: Globalization or Financial Development? 0 0 0 103 1 2 7 223
The Micro and Macro Productivity of Nations 9 40 69 69 22 80 104 104
The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India 0 0 1 42 2 32 35 130
The short- and long-term performance of privatization initial public offerings in Europe 0 0 0 26 0 0 3 190
Time-scale comovement between the Indian and world stock markets 0 0 0 22 1 2 3 97
Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries 0 0 0 42 1 9 12 288
US Monetary Policy and Commodity Sector Prices 0 0 0 63 1 6 11 273
Understanding return and volatility spillovers among major agricultural commodities 0 0 0 47 0 8 10 110
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 40 1 3 5 133
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 40 2 8 8 156
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 0 0 5 9 71
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 29 0 4 7 168
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 0 0 5 12 37
What explains the short 0 0 0 11 0 4 5 64
What explains the short-term dynamics of the prices of CO2 emissions? 0 0 0 41 2 5 9 195
World gold prices and stock returns in China: insights for hedging and diversification strategies 0 0 0 68 2 13 17 229
World gold prices and stock returns in China: insights for hedging and diversification strategies 0 0 0 101 2 52 59 386
Total Working Papers 15 50 136 4,759 186 1,025 1,689 18,591
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A conditional dependence approach to CO2-energy price relationships 0 0 0 16 1 4 6 62
A robust analysis of the relationship between renewable energy consumption and its main drivers 0 1 2 51 1 5 11 132
A tale of two risks in the EMU sovereign debt markets 0 0 0 3 1 4 7 64
A time-varying copula approach to oil and stock market dependence: The case of transition economies 2 2 7 168 2 14 36 624
A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices 0 2 8 186 6 20 36 462
An empirical analysis of energy cost pass-through to CO2 emission prices 0 0 0 34 0 4 6 184
An empirical analysis of structural changes in emerging market volatility 0 0 0 19 1 14 17 104
An international CAPM for partially integrated markets: Theory and empirical evidence 0 0 4 65 1 4 12 294
Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach 0 1 2 17 0 7 14 100
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 0 2 37 2 6 13 139
Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test 0 1 3 43 2 6 17 181
Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives 0 0 2 29 0 4 13 144
Assessing the impact of the sharing economy and technological innovation on sustainable development: An empirical investigation of the United Kingdom 1 2 6 8 2 10 23 29
Assessing the impacts of oil price fluctuations on stock returns in emerging markets 0 0 2 124 1 7 21 387
Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach 0 0 0 2 0 5 8 23
Assessing the vulnerability of oil-dependent countries in Europe 0 0 2 5 2 7 13 22
Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models 0 0 1 14 0 7 11 121
Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices 0 1 6 87 2 13 30 427
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates 0 0 1 56 0 8 14 201
Asymmetries during pandemics and wartime 0 0 5 5 0 2 9 16
Black swan events and safe havens: The role of gold in globally integrated emerging markets 0 0 8 33 3 13 45 248
Board‐level governance and corporate social responsibility: A meta‐analytic review 0 0 2 3 10 16 24 33
Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area 0 0 0 57 1 10 14 201
COVID-19 adaptive strategy and SMEs’ access to finance 1 1 5 7 1 3 12 21
Can bilateral RMB swap reduce monetary policy spillovers from the United States to China? 2 2 4 4 3 17 25 25
Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? 0 0 3 23 2 8 15 139
Can investors of Chinese energy stocks benefit from diversification into commodity futures? 0 0 0 7 0 2 9 86
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach 0 0 0 9 1 6 12 86
Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models 1 1 6 181 2 7 26 711
China's monetary policy framework and global commodity prices 1 3 7 8 2 13 28 38
Cojumps and asset allocation in international equity markets 0 0 0 11 1 5 12 89
Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach 0 0 2 238 1 11 29 666
Corporate immunity, national culture and stock returns: Startups amid the COVID-19 pandemic 0 0 0 7 0 5 7 45
Corporate social responsibility, trade credit provision and doubtful accounts receivable: the case in China 0 1 3 11 1 5 12 40
Covid-19 pandemic and tail-dependency networks of financial assets 0 1 2 5 3 12 14 36
Covid-19 vaccination, fear and anxiety: Evidence from Google search trends 1 1 1 4 1 5 9 24
Credit and financial cycle synchronization impact on sovereign credit risk 0 0 0 0 1 2 2 2
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management 0 1 1 68 2 9 17 307
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 0 34 1 2 3 198
Determinants and consequences of corporate social responsibility disclosure: A survey of extant literature 0 0 2 4 1 17 34 41
Do global factors impact BRICS stock markets? A quantile regression approach 1 4 19 136 2 11 51 545
Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market 0 0 0 10 1 2 5 103
Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure? 0 0 0 102 1 5 9 344
Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting 0 0 0 7 0 6 10 92
Dynamic convergence of commodity futures: Not all types of commodities are alike 0 0 0 26 1 6 10 167
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates 0 0 0 8 1 2 7 36
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 2 3 36 1 9 21 185
Dynamic integration and network structure of the EMU sovereign bond markets 0 0 1 6 1 10 18 90
Dynamic spillovers among major energy and cereal commodity prices 0 1 3 67 0 11 18 339
Dynamic volatility spillover effects between oil and agricultural products 0 0 0 9 1 7 16 78
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets 0 0 1 5 2 9 12 31
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 1 1 4 17 1 6 23 80
Early warning systems for currency and systemic banking crises in Vietnam 0 1 3 5 2 6 12 16
Economic drivers of volatility and correlation in precious metal markets 0 0 0 2 2 8 11 20
Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan 0 0 2 38 2 7 16 254
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 1 7 56 1 8 23 208
Enterprise risk management and solvency: The case of the listed EU insurers 0 2 10 48 3 12 31 167
Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates 0 0 2 14 0 8 19 73
Estimating the productivity of US agriculture: The Fisher total factor productivity index for time series data with unknown prices 0 0 0 0 0 7 12 16
Euro-Mediterranean Economics and Finance Review 0 0 0 41 3 7 14 320
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 1 7 132 3 9 31 527
Exploring Family Values, Religion, and Ethical Behavior in Family Businesses: A Multi-Stage Qualitative Investigation 0 1 3 3 2 12 26 26
External financing and earnings management: Evidence in Vietnam 0 0 1 2 0 0 2 9
Financial development, government bond returns, and stability: International evidence 0 0 1 23 1 3 7 122
Financial inclusion and energy access in sub-Saharan Africa 0 3 6 6 2 12 29 29
Financial inclusion and fintech: a state-of-the-art systematic literature review 7 12 29 29 33 134 241 243
Financial linkages between US sector credit default swaps markets 0 0 0 14 1 3 5 135
Firm carbon risk exposure, stock returns, and dividend payment 0 0 2 10 2 7 16 38
Fiscal policy interventions at the zero lower bound 0 0 1 29 3 4 6 180
Forecasting high-frequency stock returns: a comparison of alternative methods 0 0 2 31 0 2 9 65
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 2 3 52 5 14 26 253
From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic 1 2 2 5 1 9 15 21
Further evidence on the determinants of regional stock market integration in Latin America 0 0 0 21 0 4 4 114
Global Footprint, Local Imprint: How Institutions and Distance Influence the Corporate Social Performance of Foreign Subsidiaries Across Service Industries 0 0 0 0 0 11 15 15
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 2 1 7 12 60
Global financial crisis and spillover effects among the U.S. and BRICS stock markets 0 0 7 55 3 13 41 338
Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? 0 1 4 335 0 16 43 1,130
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions 0 0 0 45 0 4 8 284
Governance issues in business and finance in the wake of the global financial crisis 0 0 0 6 0 7 12 97
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China 2 3 4 25 2 16 34 103
Green finance and decarbonization: Evidence from around the world 1 3 14 79 7 22 61 251
Green financing of renewable energy generation: Capturing the role of exogenous moderation for ensuring sustainable development 1 2 6 14 1 8 24 46
How do depositors respond to banks' discretionary behaviors? Evidence from market discipline, deposit insurance, and scale effects 0 0 1 4 1 13 21 28
How social imbalance and governance quality shape policy directives for energy transition in the OECD countries? 0 0 0 6 1 6 11 32
How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests 0 0 1 121 1 9 18 524
How strong is the global integration of emerging market regions? An empirical assessment 0 0 0 21 1 9 18 148
Impact of speculation and economic uncertainty on commodity markets 0 0 1 69 1 12 23 357
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets 0 0 1 29 1 7 16 155
Information technology sector and equity markets: an empirical investigation 0 0 0 5 0 4 4 60
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? 0 0 0 24 3 9 13 144
Investor attention and cryptocurrency market liquidity: a double-edged sword 0 2 3 6 4 13 28 36
Investors’ attention and information losses under market stress 0 0 0 2 1 5 9 21
Is corporate social responsibility an agency problem? An empirical note from takeovers 0 0 1 3 0 4 14 41
Jump forecasting in foreign exchange markets: A high‐frequency analysis 0 0 2 17 4 11 18 58
Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany 0 0 2 14 2 6 11 90
Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China 1 2 11 33 12 34 71 158
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals 0 0 1 65 1 15 28 302
MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS 0 0 0 13 0 3 4 72
Market integration and financial linkages among stock markets in Pacific Basin countries 0 1 2 25 1 7 11 173
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 0 0 1 5 1 5 12 45
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations 0 1 4 14 2 8 17 40
Modeling the volatility of Mediterranean stock markets: a regime-switching approach 0 0 0 133 0 6 9 333
More on corporate diversification, firm size and value creation 0 1 2 52 0 4 8 206
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios 0 0 0 7 1 5 6 76
Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios 0 0 0 16 3 10 12 193
Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? 0 1 1 35 1 11 11 148
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 0 0 0 24 1 9 14 158
Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period 0 0 0 34 0 2 8 189
Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade 0 1 5 163 1 11 25 613
Oil-stock volatility transmission, portfolio selection and hedging 0 0 0 68 0 9 15 208
On the Relationship between World Oil Prices and GCC Stock Markets 0 0 2 169 1 2 5 580
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach 1 1 1 16 1 5 10 114
On the determinants of renewable energy consumption: International evidence 0 1 11 154 2 11 44 394
On the effects of monetary policy in Vietnam: Evidence from a Trilemma analysis 0 1 4 31 0 15 28 115
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic 0 0 1 8 2 35 42 91
On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness 0 1 5 180 1 10 29 613
On the relationships between CO2 emissions, energy consumption and income: The importance of time variation 2 3 12 114 3 15 37 418
On the robustness of week-day effect to error distributional assumption: International evidence 0 0 0 11 1 1 3 55
On the short- and long-run efficiency of energy and precious metal markets 0 0 0 17 1 11 19 171
On the time scale behavior of equity-commodity links: Implications for portfolio management 0 0 0 17 1 6 11 155
Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis 0 0 2 29 2 10 17 148
Portfolio choice under loss aversion and diminishing sensitivity: a theoretical extension 0 0 3 3 0 4 8 8
Portfolio's weighted political risk and mutual fund performance: A text-based approach 0 0 1 1 1 9 15 17
Positive information shocks, investor behavior and stock price crash risk 0 0 0 18 3 13 24 63
Preface: neural networks, nonlinear dynamics, and risk management in banking and finance 0 0 0 2 0 4 4 20
Reaching for yield and the diabolic loop in a monetary union 0 0 1 3 3 12 17 43
Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis 0 0 2 45 0 7 12 154
Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework 0 0 0 1 0 8 15 26
Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives 0 0 4 24 0 4 15 106
Responses of international stock markets to oil price surges: a regime-switching perspective 0 0 0 7 0 2 5 49
Return and volatility transmission between world oil prices and stock markets of the GCC countries 1 1 6 138 3 13 33 565
Risk governance and bank risk-taking behavior: Evidence from Asian banks 0 0 6 37 2 12 41 159
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk 0 0 1 27 2 20 29 187
SPECIAL ISSUE: INTERNATIONAL TRADE AND BUSINESS IN THE AGE OF DIGITAL TRANSFORMATIONS 0 0 1 26 1 4 10 82
Short-term overreaction to specific events: Evidence from an emerging market 0 0 1 27 0 5 12 122
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach 0 0 0 3 0 5 9 32
Spatiotemporal characteristics of agricultural food import shocks 0 0 0 0 0 0 0 0
Special Issue "Energy Challenges in an Uncertain World" Editorial 0 0 0 0 1 6 10 10
Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty 2 4 17 27 9 23 49 89
Statistical arbitrage: factor investing approach 0 0 1 2 2 9 16 21
Stock market integration in Mexico and Argentina: are short- and long-term considerations different? 0 0 0 22 1 9 13 117
Stock market liberalization, structural breaks and dynamic changes in emerging market volatility 0 0 0 64 0 2 4 182
Stock returns and oil price fluctuations: short and long-run analysis in the GCC context 0 0 0 6 0 0 4 65
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry 0 0 0 0 0 4 7 10
Stress testing climate risk: A network-based analysis of the Chinese banking system 0 2 7 9 2 14 36 41
Strong financial regulation and corporate bankruptcy risk in China 0 0 1 4 2 4 9 25
Symposium Editorial: Recent issues in the analysis of energy prices 0 0 0 2 0 7 8 33
Systematic ESG exposure and stock returns: Evidence from the United States during the 1991–2019 period 0 0 0 0 0 2 6 6
Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis 0 1 1 5 1 8 11 22
Testing for asymmetric causality between U.S. equity returns and commodity futures returns 0 0 0 27 0 3 5 127
Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests 0 0 0 29 2 4 6 177
The comovements in international stock markets: new evidence from Latin American emerging countries 0 0 0 42 1 3 8 182
The drivers of economic growth in China and India: globalization or financial development? 0 0 1 15 1 8 20 139
The global and regional factors in the volatility of emerging sovereign bond markets 0 0 0 34 0 2 4 138
The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India 0 0 0 9 3 5 12 51
The shifting dependence dynamics between the G7 stock markets 0 0 0 8 2 8 11 46
Time-varying predictability in crude-oil markets: the case of GCC countries 0 0 0 34 0 3 4 201
Time-varying regional integration of stock markets in Southeast Europe 0 0 0 18 1 3 5 96
U.S. equity and commodity futures markets: Hedging or financialization? 0 0 0 17 0 9 12 95
US monetary policy and sectoral commodity prices 0 1 8 96 1 8 26 334
Understanding energy poverty drivers in Europe 0 1 4 13 3 13 22 47
Value‐at‐risk under market shifts through highly flexible models 0 0 0 4 0 5 8 40
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 0 2 4 5
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 1 1 4 105 2 8 16 382
Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management 0 3 12 298 4 16 42 1,029
What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? 0 0 0 42 1 5 7 277
What explain the short-term dynamics of the prices of CO2 emissions? 0 1 3 30 1 7 18 205
World gold prices and stock returns in China: Insights for hedging and diversification strategies 1 2 5 114 3 10 29 465
Total Journal Articles 32 96 413 6,426 270 1,483 3,052 27,754
1 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Political Corruption and Corporate Finance 0 0 0 6 0 4 6 20
Total Books 0 0 0 6 0 4 6 20


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
DOES MACROECONOMIC TRANSPARENCY HELP GOVERNMENTS BE SOLVENT?: EVIDENCE FROM RECENT DATA 0 0 0 0 0 3 5 33
Nonlinear Cointegration and Nonlinear Error-Correction Models: Theory and Empirical Applications for Oil and Stock Markets 0 0 0 0 0 5 5 7
Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data 0 0 0 0 0 2 5 9
Total Chapters 0 0 0 0 0 10 15 49


Statistics updated 2026-03-04