Access Statistics for Duc Khuong Nguyen

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A wavelet-based copula approach for modeling market risk in agricultural commodity markets 0 1 2 182 1 4 9 646
Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach 0 0 0 3 0 1 4 24
Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test 0 0 0 21 0 0 26 76
Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test 0 0 0 28 1 1 19 182
Assessing the effects of unconventional monetary policy on pension funds risk incentives 0 0 1 38 0 0 10 46
Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective 0 0 0 6 1 1 4 32
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 1 7 7 7 6 9 9 9
Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices 0 0 3 73 1 7 20 125
Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices 0 0 2 58 3 6 20 142
Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices 0 1 3 30 0 1 7 52
Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets 0 2 3 27 0 3 13 84
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 0 3 3 3 3
Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area 0 0 1 117 0 1 7 122
Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium? 0 1 1 92 0 2 7 83
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 0 34 5 10 29 214
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 0 13 0 1 11 43
Carbon emissions - income relationships with structural breaks: the case of the Middle East and North African countries 0 0 1 53 1 1 8 133
Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach 0 0 0 14 0 5 20 89
Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models 1 2 4 23 1 3 37 99
China’s Monetary Policy and Commodity Prices 5 8 9 140 5 10 20 220
Cojumps and Asset Allocation in International Equity Markets 0 0 1 10 1 4 12 34
Cojumps and asset allocation in international equity markets 0 0 0 0 1 3 16 29
Corporate performance of privatized firms in Vietnam 0 0 0 19 0 0 2 42
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management 0 1 1 95 1 2 10 178
Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets 0 1 6 77 1 2 18 231
Do global factors impact BRICS stock markets? A quantile regression approach 0 2 11 122 3 7 43 325
Does Board Gender Diversity Improve the Performance of French Listed Firms? 0 0 0 0 1 2 6 52
Does Board Gender Diversity Make a Difference - New Evidence from Quantile Regression Analysis 0 0 0 0 0 0 5 31
Does Board Gender Diversity Make a Difference? New Evidence from Quantile Regression Analysis 0 0 0 73 0 2 11 139
Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data 1 1 1 41 3 4 8 206
Does the Glass Ceiling Exist? A Longitudinal Study of Women’s Progress on French Corporate Boards 0 0 1 29 1 3 6 89
Does the board of directors affect cash holdings? A study of French listed firms 0 0 0 0 2 3 9 36
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 1 22 3 6 20 61
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates 0 0 12 12 1 1 16 16
Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting 0 0 0 6 0 2 13 64
Dynamic spillovers among major energy and cereal commodity prices 0 2 4 47 2 4 21 140
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States 1 3 10 10 5 8 15 15
Energy Challenges in an Uncertain World 0 0 0 0 1 1 10 16
Energy and environment: Transition models and new policy challenges in the post Paris Agreement 0 0 1 1 0 3 16 22
Energy markets׳ financialization, risk spillovers, and pricing models 0 0 1 1 1 3 22 68
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 2 65 1 3 17 147
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 2 43 3 6 20 108
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 1 10 39 2 4 29 40
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 1 2 5 83 2 6 13 204
Fiscal Policy Interventions at the Zero Lower Bound 1 2 2 26 1 3 11 41
Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models 0 0 0 0 0 1 4 20
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 0 0 0 0 0 8 44
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 0 2 51 1 1 16 176
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 0 0 66 1 1 17 260
Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure 0 0 2 128 1 3 14 442
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 1 35 1 4 19 96
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions 0 0 0 76 1 1 7 228
Handbook of Energy Finance 0 0 0 0 0 0 2 11
Handbook of Energy Finance 0 0 0 0 1 1 3 14
How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests 0 0 3 10 0 0 11 39
How strong is the global integration of emerging market regions? An empirical assessment 0 0 1 118 2 3 9 278
Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets 0 0 2 41 1 7 14 96
Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models 0 0 0 3 0 0 0 15
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals 0 0 0 46 1 2 14 134
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 1 2 7 22 3 10 28 96
Modeling and forecasting commodity market volatility with long-term economic and financial variables 2 2 7 36 2 3 27 84
Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach 0 0 0 37 0 3 11 47
Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets 0 0 0 68 0 1 9 183
Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach 0 0 0 42 1 4 9 162
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios 0 0 0 7 0 0 7 17
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 0 0 0 0 1 2 11 26
Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade 2 2 3 85 3 3 12 268
Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period 0 0 2 19 0 0 14 51
On the Effects of Monetary Policy in Vietnam: Evidence from a Trilemma Analysis 0 1 8 8 4 7 15 15
On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic 3 14 22 22 31 55 68 68
On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach 0 0 1 22 0 1 5 75
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic 0 0 0 0 3 11 11 11
On the relationship between world oil prices and GCC stock markets 0 0 1 60 0 2 5 116
On the short- and long-run efficiency of energy and precious metal markets 0 0 0 37 1 2 13 225
Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis 0 2 3 72 1 4 19 143
Regional integration of stock markets in Southeast Europe 0 0 0 4 1 2 8 23
Responses of international stock markets to oil price surges: a regimeswitching perspective 0 0 1 11 1 1 10 36
Return and volatility transmission between world oil prices and stock markets of the GCC countries 0 0 3 26 0 2 19 113
Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk 0 0 3 31 2 4 50 190
Short-Term Overreaction to Specific Events: Evidence from an Emerging Market 0 0 0 0 1 3 8 34
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 1 18 18 1 5 11 11
Synchronization and nonlinear interdependence of short-term interest rates 0 0 0 21 0 0 3 75
THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES 0 0 0 59 1 4 8 173
Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility 0 0 1 89 0 0 7 256
Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests 0 1 1 36 1 2 2 87
The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries 0 0 0 216 0 0 10 682
The Drivers of Economic Growth in China and India: Globalization or Financial Development? 1 1 5 98 3 7 35 181
The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India 0 0 1 41 0 2 7 87
The short- and long-term performance of privatization initial public offerings in Europe 0 0 0 23 1 3 19 108
Time-scale comovement between the Indian and world stock markets 0 0 0 21 0 4 10 63
Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries 0 0 0 42 1 1 21 257
US Monetary Policy and Commodity Sector Prices 1 2 2 59 2 8 15 172
Understanding return and volatility spillovers among major agricultural commodities 1 1 2 44 1 1 7 81
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 36 2 2 12 102
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 1 32 1 2 10 115
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 0 0 1 1 1
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 29 0 1 11 132
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 0 1 3 9 29
What explains the short 0 0 0 11 0 0 3 37
What explains the short-term dynamics of the prices of CO2 emissions? 1 1 2 39 3 4 16 112
World gold prices and stock returns in China: insights for hedging and diversification strategies 0 0 2 61 1 5 21 188
World gold prices and stock returns in China: insights for hedging and diversification strategies 0 1 5 100 1 4 24 307
Total Working Papers 23 68 220 4,038 149 354 1,411 11,850


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 6 10 0 2 16 29
A robust analysis of the relationship between renewable energy consumption and its main drivers 0 1 3 31 2 4 10 79
A tale of two risks in the EMU sovereign debt markets 0 0 0 2 2 3 12 26
A time-varying copula approach to oil and stock market dependence: The case of transition economies 1 2 10 125 4 12 55 422
A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices 1 5 21 157 3 9 43 367
An empirical analysis of energy cost pass-through to CO2 emission prices 0 0 0 30 0 0 6 129
An empirical analysis of structural changes in emerging market volatility 0 0 0 16 0 0 6 73
An international CAPM for partially integrated markets: Theory and empirical evidence 1 1 2 50 6 8 31 227
Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach 0 0 1 15 0 0 3 74
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 2 9 25 0 4 17 86
Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test 1 2 4 13 1 4 21 78
Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives 0 0 3 19 0 0 16 78
Assessing the impacts of oil price fluctuations on stock returns in emerging markets 1 3 11 108 3 12 27 312
Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models 0 0 2 12 0 0 15 59
Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices 0 0 3 61 1 2 26 324
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates 0 2 8 40 0 2 21 145
Black swan events and safe havens: The role of gold in globally integrated emerging markets 0 2 4 16 1 7 26 108
Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area 1 3 6 41 4 8 23 122
Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? 0 0 2 12 1 2 16 78
Can investors of Chinese energy stocks benefit from diversification into commodity futures? 0 0 0 6 0 1 10 43
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach 0 0 0 5 1 5 14 38
Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models 1 5 18 147 7 16 77 528
Cojumps and asset allocation in international equity markets 0 0 2 8 2 3 20 50
Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach 0 1 6 207 2 9 44 545
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management 0 0 0 59 0 3 13 229
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 2 31 2 5 20 121
Do global factors impact BRICS stock markets? A quantile regression approach 0 4 10 69 8 19 54 279
Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market 1 2 2 7 2 7 19 57
Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure? 0 0 0 102 3 4 17 302
Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting 3 3 4 6 3 3 16 49
Dynamic convergence of commodity futures: Not all types of commodities are alike 0 0 0 21 2 4 12 81
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 0 4 20 1 5 26 116
Dynamic integration and network structure of the EMU sovereign bond markets 0 2 3 3 1 7 18 20
Dynamic spillovers among major energy and cereal commodity prices 1 3 7 46 2 6 17 174
Dynamic volatility spillover effects between oil and agricultural products 0 0 0 0 0 5 8 8
Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan 1 1 2 24 2 7 20 123
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 4 31 1 5 17 125
Enterprise risk management and solvency: The case of the listed EU insurers 1 4 9 9 3 7 25 25
Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates 0 1 2 7 0 1 8 40
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 1 4 13 105 2 9 40 382
Financial development, government bond returns, and stability: International evidence 1 3 7 10 3 7 33 54
Financial linkages between US sector credit default swaps markets 0 0 0 12 0 0 7 75
Fiscal policy interventions at the zero lower bound 1 1 7 21 5 8 48 121
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 0 2 38 2 4 15 189
Further evidence on the determinants of regional stock market integration in Latin America 0 0 4 21 2 2 13 91
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 1 0 1 7 30
Global financial crisis and spillover effects among the U.S. and BRICS stock markets 0 2 7 32 5 8 36 168
Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? 2 7 17 278 3 22 69 868
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions 0 0 0 43 2 4 20 223
Governance issues in business and finance in the wake of the global financial crisis 0 0 0 6 0 0 6 25
How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests 0 3 13 115 3 11 56 429
How strong is the global integration of emerging market regions? An empirical assessment 0 0 0 17 1 2 7 80
Impact of speculation and economic uncertainty on commodity markets 0 0 5 46 0 4 33 180
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets 0 1 2 22 2 5 13 83
Information technology sector and equity markets: an empirical investigation 0 0 0 4 0 1 1 48
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? 0 0 1 20 0 3 14 105
Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany 0 1 4 5 4 10 24 26
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals 0 0 2 53 0 2 15 226
MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS 0 0 0 13 0 0 2 64
Market integration and financial linkages among stock markets in Pacific Basin countries 0 0 3 23 1 2 21 91
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 1 1 2 2 4 7 12 12
Modeling the volatility of Mediterranean stock markets: a regime-switching approach 0 0 4 127 0 1 14 309
More on corporate diversification, firm size and value creation 0 0 5 40 1 2 17 172
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios 0 0 2 4 0 2 14 40
Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios 0 1 1 10 1 4 13 67
Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? 0 0 0 31 0 0 2 116
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 0 0 1 15 1 2 12 107
Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period 0 0 1 32 0 0 6 156
Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade 3 4 17 122 9 12 73 463
Oil-stock volatility transmission, portfolio selection and hedging 0 0 0 66 1 1 4 171
On the Relationship between World Oil Prices and GCC Stock Markets 0 0 1 161 1 5 14 549
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach 0 0 0 14 0 1 4 81
On the determinants of renewable energy consumption: International evidence 4 6 27 90 11 18 63 210
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic 0 0 0 0 1 1 1 1
On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness 4 8 14 143 6 18 53 467
On the relationships between CO2 emissions, energy consumption and income: The importance of time variation 0 1 6 64 6 16 41 218
On the robustness of week-day effect to error distributional assumption: International evidence 0 0 0 6 0 1 7 36
On the short- and long-run efficiency of energy and precious metal markets 0 0 0 14 0 0 11 121
On the time scale behavior of equity-commodity links: Implications for portfolio management 0 0 3 13 0 2 15 70
Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis 0 0 1 24 1 3 20 90
Reaching for yield and the diabolic loop in a monetary union 0 1 1 1 2 6 6 6
Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis 0 0 1 35 0 1 5 117
Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework 0 0 0 0 1 2 3 3
Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives 1 2 5 14 1 5 19 65
Responses of international stock markets to oil price surges: a regime-switching perspective 0 0 0 6 0 1 5 30
Return and volatility transmission between world oil prices and stock markets of the GCC countries 0 2 8 111 2 6 28 449
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk 0 0 0 16 1 3 13 81
Short-term overreaction to specific events: Evidence from an emerging market 2 2 4 15 3 4 11 66
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach 0 0 1 2 0 1 5 16
Stock market integration in Mexico and Argentina: are short- and long-term considerations different? 0 2 2 21 1 4 6 99
Stock market liberalization, structural breaks and dynamic changes in emerging market volatility 0 1 3 64 0 1 8 169
Stock returns and oil price fluctuations: short and long-run analysis in the GCC context 0 0 0 5 0 1 4 56
Symposium Editorial: Recent issues in the analysis of energy prices 0 0 0 2 0 0 7 19
Testing for asymmetric causality between U.S. equity returns and commodity futures returns 0 0 0 25 0 1 7 87
Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests 0 1 2 26 2 3 10 150
The comovements in international stock markets: new evidence from Latin American emerging countries 0 0 0 40 1 1 7 155
The drivers of economic growth in China and India: globalization or financial development? 1 1 2 11 4 5 24 76
The global and regional factors in the volatility of emerging sovereign bond markets 0 0 1 33 0 0 2 131
The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India 0 0 0 6 0 0 5 31
The shifting dependence dynamics between the G7 stock markets 0 0 1 5 1 1 4 22
Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets 0 0 2 3 0 2 12 29
Time-varying predictability in crude-oil markets: the case of GCC countries 0 0 1 34 0 0 6 185
Time-varying regional integration of stock markets in Southeast Europe 0 0 0 18 0 1 6 80
U.S. equity and commodity futures markets: Hedging or financialization? 2 3 7 7 4 8 30 30
US monetary policy and sectoral commodity prices 1 6 12 46 3 11 28 139
Value‐at‐risk under market shifts through highly flexible models 0 0 0 2 0 2 8 15
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 1 2 10 88 5 9 33 287
Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management 1 9 29 223 6 21 93 772
What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? 0 0 0 41 0 5 13 227
What explain the short-term dynamics of the prices of CO2 emissions? 1 1 2 10 3 7 27 99
World gold prices and stock returns in China: Insights for hedging and diversification strategies 2 6 19 86 5 15 59 306
Total Journal Articles 43 131 455 4,450 193 529 2,215 16,780


Chapter File Downloads Abstract Views
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DOES MACROECONOMIC TRANSPARENCY HELP GOVERNMENTS BE SOLVENT?: EVIDENCE FROM RECENT DATA 0 0 0 0 2 5 12 19
Total Chapters 0 0 0 0 2 5 12 19


Statistics updated 2021-01-03