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 0 4 14 22
A wavelet-based copula approach for modeling market risk in agricultural commodity markets 0 1 1 197 0 4 11 693
Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach 0 0 0 4 0 1 5 36
Analyst earnings forecasts, individual investors' expectations and trading volume: An experimental approach 0 0 0 0 0 0 1 1
Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test 0 0 0 24 0 3 13 150
Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test 0 0 0 28 0 0 9 241
Artificial Intelligence and Machine Learning in Finance 0 0 0 0 0 0 2 2
Assessing the Effects of Unconventional Monetary Policy on Pension Funds Risk Incentives 0 0 0 0 0 0 9 16
Assessing the effects of unconventional monetary policy on pension funds risk incentives 0 0 0 41 0 0 2 126
Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective 0 0 0 6 1 3 11 57
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 1 3 1 7 20 40
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 0 16 0 5 14 54
Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices 1 2 2 78 2 5 12 168
Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices 0 0 0 62 0 4 11 213
Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices 0 0 0 35 0 2 4 100
Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets 0 0 0 29 0 2 12 177
Board Directors and Corporate Social Responsibility 0 0 0 0 0 1 6 9
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 7 0 4 13 37
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 11 0 0 11 36
Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area 0 0 1 119 0 2 25 168
Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium? 0 0 0 93 0 2 15 143
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 0 34 0 0 6 253
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 0 14 1 2 8 94
Can Investors of Chinese Energy Stocks Benefit from Diversification into Commodity Futures? 0 0 0 0 0 3 8 12
Carbon emissions - income relationships with structural breaks: the case of the Middle East and North African countries 0 0 0 54 0 5 10 174
Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach 0 0 0 14 0 2 11 122
Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models 1 1 1 33 2 6 11 216
China’s Monetary Policy and Commodity Prices 1 1 1 156 1 6 8 312
Cojumps and Asset Allocation in International Equity Markets 0 0 0 10 0 5 15 74
Common Drivers of Commodity Futures? 0 0 0 18 2 4 12 29
Common Drivers of Commodity Futures? 0 0 1 1 1 3 15 19
Corporate Governance and Corporate Social Responsibility: Emerging Markets Focus 0 0 0 0 0 3 10 10
Corporate Governance: Recent Developments and New Trends 0 0 0 0 0 0 4 6
Corporate performance of privatized firms in Vietnam 0 0 0 20 0 3 13 61
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management 0 0 1 100 2 4 17 245
Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature 0 0 1 4 0 2 13 30
Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment 0 0 0 5 0 2 6 21
Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets 0 0 0 99 0 2 17 332
Diversification benefits of precious metal markets 0 0 4 8 2 9 28 38
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 1 135 0 3 11 464
Does Board Gender Diversity Improve the Performance of French Listed Firms? 0 0 0 0 0 0 12 77
Does Board Gender Diversity Make a Difference - New Evidence from Quantile Regression Analysis 1 1 1 1 3 4 10 56
Does Board Gender Diversity Make a Difference? New Evidence from Quantile Regression Analysis 0 0 0 73 0 1 4 167
Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data 0 0 1 42 0 1 11 244
Does corporate environmentalism affect corporate insolvency risk? The role of market power and competitive intensity 0 0 0 7 0 3 12 33
Does the Glass Ceiling Exist? A Longitudinal Study of Women’s Progress on French Corporate Boards 0 0 0 38 0 3 10 140
Does the board of directors affect cash holdings? A study of French listed firms 0 0 0 0 0 1 8 64
Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets 0 0 0 2 0 4 11 17
Dynamic Volatility Spillover Effect between Oil and Agricultural Products 0 0 0 7 0 2 13 50
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 0 42 0 2 11 163
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 0 23 0 3 15 113
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates 0 0 0 15 0 4 16 52
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 1 8 1 7 24 130
Dynamic spillovers among major energy and cereal commodity prices 0 0 0 52 0 1 16 243
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 0 3 1 4 13 27
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 2 16 0 4 13 57
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 0 5 17 31
Emerging Markets and the Global Economy: A Handbook 0 0 0 0 0 0 2 6
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States 0 0 0 20 0 3 13 78
Energy Challenges in an Uncertain World 0 1 1 1 0 2 5 38
Energy and environment: Transition models and new policy challenges in the post Paris Agreement 0 0 0 1 0 3 3 57
Energy markets׳ financialization, risk spillovers, and pricing models 0 0 0 3 0 6 11 119
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 0 68 2 3 15 186
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 0 52 0 3 13 167
Energy, climate and environment: policies and international coordination 0 0 0 0 0 2 5 40
Enterprise Risk Management and Solvency: The Case of the Listed EU Insurers 1 1 2 45 2 4 23 161
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 0 3 14 159
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 0 0 88 1 5 24 276
Financial Development, Government Bond Returns, and Stability: International Evidence 0 0 1 2 0 4 11 27
Financial Transformations Beyond the COVID-19 Health Crisis 0 0 0 0 0 2 7 7
Financial systems in times of high inflation 0 0 0 0 1 2 2 2
Firm carbon risk exposure, stock returns, and dividend payment 0 0 0 0 0 4 10 13
Fiscal Policy Interventions at the Zero Lower Bound 0 0 0 28 0 1 7 79
Fiscal Policy Interventions at the Zero Lower Bound 0 0 0 17 0 0 10 24
Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models 0 0 0 22 0 3 21 219
Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models 0 0 0 0 0 3 11 39
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 0 0 53 0 2 11 204
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 0 0 0 0 3 8 72
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 0 0 68 2 11 18 302
Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure 0 0 2 139 0 2 15 526
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 38 0 2 10 137
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions 0 0 0 76 0 2 12 258
Green Finance and Decarbonization: Evidence from around the World 0 0 0 0 1 3 18 27
Handbook Of Global Financial Markets: Transformations, Dependence, and Risk Spillovers 0 0 0 0 0 0 4 7
Handbook of Energy Finance 0 0 0 0 1 3 10 27
Handbook of Energy Finance 0 0 0 0 0 0 8 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 2 12 98
How strong is the global integration of emerging market regions? An empirical assessment 0 0 0 119 0 2 9 335
How strong is the global integration of emerging market regions? An empirical assessment 0 0 0 3 0 3 13 18
Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets 0 0 0 45 0 6 27 205
Investors’ attention and information losses under market stress 0 0 0 0 0 4 11 18
Is Corporate Social Responsibility an Agency Problem? An Empirical Note from Takeovers 0 0 0 11 0 1 11 76
Is gold a hedge or an indicator of inflation? New evidence from a nonlinear ARDL approach 0 0 0 0 0 2 6 11
Is gold a hedge or an indicator of inflation? New evidence from a nonlinear ARDL approach 0 0 0 0 0 3 6 13
Liberalization of emerging equity markets and volatility 0 0 0 0 0 2 2 5
Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China 1 1 2 51 2 5 14 159
Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models 0 0 0 3 0 3 11 29
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals 0 0 0 46 0 2 3 151
Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries 0 0 0 1 0 6 16 25
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 0 0 1 35 0 3 17 191
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 0 1 43 1 2 15 164
Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach 0 0 0 37 2 4 10 81
Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach 0 0 0 42 0 2 7 186
Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective 0 0 10 10 0 4 14 14
Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods 0 1 3 14 0 4 21 31
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios 0 0 0 16 0 6 13 61
Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data 0 0 0 0 0 1 7 64
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 0 0 0 0 0 1 5 59
Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade 0 0 0 90 0 3 10 299
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 10 78
On the Effects of Monetary Policy in Vietnam: Evidence from a Trilemma Analysis 0 0 3 26 0 17 58 138
On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic 0 0 0 6 0 3 8 45
On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic 0 0 0 42 0 1 9 286
On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach 0 0 0 26 0 3 12 122
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic 0 0 0 1 0 2 7 46
On the relationship between world oil prices and GCC stock markets 0 0 1 63 0 0 23 163
On the short- and long-run efficiency of energy and precious metal markets 0 0 0 37 0 2 8 240
Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market 0 0 3 9 3 10 38 82
Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis 0 0 0 79 0 1 15 178
Regional integration of stock markets in Southeast Europe 0 0 0 5 0 3 15 129
Research Handbook of Finance and Sustainability 0 0 0 0 0 5 22 34
Research Handbook of Investing in the Triple Bottom Line 0 0 0 0 0 0 2 4
Responses of international stock markets to oil price surges: a regimeswitching perspective 0 0 0 11 1 3 11 58
Return and volatility transmission between world oil prices and stock markets of the GCC countries 0 0 0 31 0 1 18 175
Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk 0 0 1 41 0 3 24 323
Short-Term Overreaction to Specific Events: Evidence from an Emerging Market 0 0 0 0 0 3 9 48
Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach 0 0 0 2 0 0 10 25
Statistical Arbitrage: Factor Investing Approach 0 0 1 8 0 0 16 58
Statistical arbitrage: Factor investing approach 0 0 0 20 0 0 20 110
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 4 0 2 5 19
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 23 2 6 13 54
Synchronization and nonlinear interdependence of short-term interest rates 0 0 0 21 0 2 11 93
Systemic Risk-Sharing Framework of Cryptocurrencies in the COVID-9 Crisis 0 0 0 0 0 3 13 16
THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES 0 0 0 60 0 2 12 194
Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility 0 0 0 91 0 2 10 293
Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests 0 0 0 36 1 3 17 113
The Commovements in International Stock Markets: New Evidence from Lating American Emerging Countries 0 0 0 8 0 3 21 109
The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries 0 0 0 217 0 5 18 734
The Drivers of Economic Growth in China and India: Globalization or Financial Development? 0 0 0 103 0 5 10 229
The Micro and Macro Productivity of Nations 2 9 81 81 8 31 150 150
The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India 0 0 1 42 1 5 39 136
The short- and long-term performance of privatization initial public offerings in Europe 0 0 0 26 0 2 6 193
Time-scale comovement between the Indian and world stock markets 0 0 0 22 0 2 4 99
Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries 0 0 0 42 1 5 17 293
US Monetary Policy and Commodity Sector Prices 0 0 0 63 2 4 15 277
Uncertainty effects on European carbon prices and efficiency: A time-varying SVAR-SV Analysis 1 12 17 17 1 5 5 5
Understanding return and volatility spillovers among major agricultural commodities 0 0 0 47 0 2 12 112
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 40 0 3 7 136
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 40 2 8 17 165
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 0 0 3 13 40
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 29 2 5 11 173
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 0 1 3 13 75
What explains the short 0 0 0 11 0 1 7 66
What explains the short-term dynamics of the prices of CO2 emissions? 0 0 0 41 0 3 13 199
World gold prices and stock returns in China: insights for hedging and diversification strategies 0 0 1 69 1 3 23 237
World gold prices and stock returns in China: insights for hedging and diversification strategies 0 0 1 102 1 2 64 391
Total Working Papers 9 31 153 4,802 62 494 2,121 19,190
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 0 1 8 64
A robust analysis of the relationship between renewable energy consumption and its main drivers 0 0 2 52 0 2 12 135
A tale of two risks in the EMU sovereign debt markets 0 0 0 3 0 4 11 68
A time-varying copula approach to oil and stock market dependence: The case of transition economies 0 0 5 170 1 9 40 639
A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices 2 2 6 188 4 10 42 475
An empirical analysis of energy cost pass-through to CO2 emission prices 1 1 1 35 2 4 11 189
An empirical analysis of structural changes in emerging market volatility 0 0 0 19 0 3 19 108
An international CAPM for partially integrated markets: Theory and empirical evidence 0 1 5 66 0 4 15 299
Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach 0 0 1 17 0 2 12 102
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 1 2 38 0 4 15 144
Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test 0 0 2 43 1 5 21 187
Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives 0 0 2 29 1 1 11 146
Assessing the impact of the sharing economy and technological innovation on sustainable development: An empirical investigation of the United Kingdom 0 0 4 8 0 6 23 36
Assessing the impacts of oil price fluctuations on stock returns in emerging markets 0 0 1 124 0 4 19 392
Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach 0 0 0 2 1 5 14 29
Assessing the vulnerability of oil-dependent countries in Europe 0 0 0 5 0 5 18 31
Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models 0 1 1 15 0 3 13 124
Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices 0 1 5 88 3 19 49 451
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates 0 0 1 56 0 2 16 203
Asymmetries during pandemics and wartime 0 0 1 5 0 3 7 19
Black swan events and safe havens: The role of gold in globally integrated emerging markets 1 1 6 35 2 9 49 260
Board‐level governance and corporate social responsibility: A meta‐analytic review 1 1 2 4 3 4 30 43
Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area 0 0 0 57 0 3 17 205
COVID-19 adaptive strategy and SMEs’ access to finance 0 3 7 10 1 7 17 28
Can bilateral RMB swap reduce monetary policy spillovers from the United States to China? 0 1 5 5 0 15 42 43
Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? 0 0 1 23 0 6 18 145
Can investors of Chinese energy stocks benefit from diversification into commodity futures? 0 0 0 7 0 7 16 93
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach 0 0 0 9 0 0 12 86
Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models 1 2 4 183 3 12 32 725
China's monetary policy framework and global commodity prices 0 1 5 9 3 12 33 51
Cojumps and asset allocation in international equity markets 0 0 0 11 0 2 14 93
Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach 1 2 3 240 2 8 35 675
Corporate immunity, national culture and stock returns: Startups amid the COVID-19 pandemic 0 0 0 7 0 4 11 49
Corporate social responsibility, trade credit provision and doubtful accounts receivable: the case in China 0 0 2 11 1 2 10 42
Covid-19 pandemic and tail-dependency networks of financial assets 0 0 1 5 0 4 17 40
Covid-19 vaccination, fear and anxiety: Evidence from Google search trends 0 0 1 4 0 3 12 27
Credit and financial cycle synchronization impact on sovereign credit risk 0 0 0 0 0 1 5 5
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management 0 0 1 68 1 4 21 314
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 0 34 0 2 6 201
Determinants and consequences of corporate social responsibility disclosure: A survey of extant literature 0 2 4 6 0 7 39 52
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 12 137 2 7 40 554
Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market 0 0 0 10 0 1 5 104
Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure? 0 0 0 102 1 7 15 351
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 1 11 94
Dynamic convergence of commodity futures: Not all types of commodities are alike 0 0 0 26 0 3 13 170
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates 0 0 0 8 2 4 9 40
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 0 2 36 1 9 29 195
Dynamic integration and network structure of the EMU sovereign bond markets 0 0 0 6 1 5 23 97
Dynamic spillovers among major energy and cereal commodity prices 0 0 3 68 0 2 23 345
Dynamic volatility spillover effects between oil and agricultural products 0 0 0 9 0 7 22 87
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets 0 0 1 5 0 3 15 35
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 0 0 3 17 3 11 30 93
Early warning systems for currency and systemic banking crises in Vietnam 0 0 1 5 0 2 13 19
Economic drivers of volatility and correlation in precious metal markets 0 0 0 2 1 6 17 26
Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan 0 0 0 38 0 1 14 256
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 1 5 58 3 7 26 218
Enterprise risk management and solvency: The case of the listed EU insurers 0 0 6 49 0 8 29 176
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 0 14 0 3 19 76
Estimating the productivity of US agriculture: The Fisher total factor productivity index for time series data with unknown prices 0 0 0 0 0 3 14 20
Euro-Mediterranean Economics and Finance Review 0 0 0 41 1 6 17 326
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 0 4 132 0 3 31 534
Exploring Family Values, Religion, and Ethical Behavior in Family Businesses: A Multi-Stage Qualitative Investigation 0 0 2 3 2 11 37 40
External financing and earnings management: Evidence in Vietnam 0 0 1 2 0 1 4 11
Financial development, government bond returns, and stability: International evidence 0 0 0 23 1 3 7 125
Financial inclusion and energy access in sub-Saharan Africa 1 1 7 7 1 3 37 37
Financial inclusion and fintech: a state-of-the-art systematic literature review 2 5 30 35 9 41 272 301
Financial linkages between US sector credit default swaps markets 0 0 0 14 0 1 6 136
Financial robo-advisors: A scoping review and future research directions 2 3 3 3 3 8 8 8
Firm carbon risk exposure, stock returns, and dividend payment 1 1 1 11 2 5 18 43
Fiscal policy interventions at the zero lower bound 0 0 0 29 0 3 10 185
Forecasting high-frequency stock returns: a comparison of alternative methods 0 1 3 32 0 6 14 71
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 0 3 52 1 6 31 259
From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic 0 0 3 6 0 7 21 29
Further evidence on the determinants of regional stock market integration in Latin America 0 0 0 21 0 2 6 116
Global Footprint, Local Imprint: How Institutions and Distance Influence the Corporate Social Performance of Foreign Subsidiaries Across Service Industries 0 0 0 0 0 7 23 23
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 2 1 4 16 65
Global financial crisis and spillover effects among the U.S. and BRICS stock markets 1 2 6 57 4 7 43 347
Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? 1 2 4 337 1 10 46 1,142
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions 0 0 1 46 0 2 11 289
Governance issues in business and finance in the wake of the global financial crisis 0 0 0 6 0 5 15 102
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China 1 1 4 26 3 7 36 112
Green finance and decarbonization: Evidence from around the world 1 3 13 83 3 13 57 268
Green financing of renewable energy generation: Capturing the role of exogenous moderation for ensuring sustainable development 0 0 4 14 2 6 18 52
How do depositors respond to banks' discretionary behaviors? Evidence from market discipline, deposit insurance, and scale effects 0 1 1 5 0 4 26 34
How social imbalance and governance quality shape policy directives for energy transition in the OECD countries? 0 0 0 6 0 3 13 36
How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests 0 0 1 121 0 2 19 526
How strong is the global integration of emerging market regions? An empirical assessment 0 0 0 21 0 2 20 150
Impact of speculation and economic uncertainty on commodity markets 0 1 2 70 1 6 28 365
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets 0 0 1 29 1 3 19 160
Information technology sector and equity markets: an empirical investigation 0 0 0 5 0 1 5 61
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? 0 0 0 24 0 4 19 150
Investor attention and cryptocurrency market liquidity: a double-edged sword 0 0 2 6 1 7 32 46
Investors’ attention and information losses under market stress 0 0 0 2 0 11 20 32
Is corporate social responsibility an agency problem? An empirical note from takeovers 0 0 0 3 1 2 15 44
Jump forecasting in foreign exchange markets: A high‐frequency analysis 0 0 3 18 1 5 27 68
Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany 1 1 2 15 1 7 17 97
Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China 1 4 13 38 10 34 97 198
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals 0 0 0 65 1 7 35 311
MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS 0 0 0 13 0 1 5 73
Market integration and financial linkages among stock markets in Pacific Basin countries 0 0 1 25 2 9 20 183
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 1 1 1 6 1 5 16 51
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations 0 1 5 15 0 7 25 50
Modeling the volatility of Mediterranean stock markets: a regime-switching approach 0 0 0 133 1 6 15 340
More on corporate diversification, firm size and value creation 0 0 2 53 0 2 11 210
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios 0 0 0 7 0 4 10 80
Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios 1 1 1 17 1 3 15 198
Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? 0 0 1 35 0 2 14 151
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 0 0 0 24 0 3 18 162
Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period 0 0 0 34 0 5 12 194
Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade 0 0 3 163 0 4 22 618
Oil-stock volatility transmission, portfolio selection and hedging 0 0 0 68 1 7 21 216
On the Relationship between World Oil Prices and GCC Stock Markets 0 0 2 169 0 9 14 589
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach 0 0 1 16 0 1 13 117
On the determinants of renewable energy consumption: International evidence 1 2 9 157 5 8 42 403
On the effects of monetary policy in Vietnam: Evidence from a Trilemma analysis 0 0 3 31 3 11 37 130
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic 0 1 2 9 0 1 42 93
On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness 0 1 5 181 4 7 34 623
On the relationships between CO2 emissions, energy consumption and income: The importance of time variation 0 0 11 115 0 5 42 427
On the robustness of week-day effect to error distributional assumption: International evidence 0 0 0 11 0 3 6 59
On the short- and long-run efficiency of energy and precious metal markets 0 0 0 17 0 0 17 172
On the time scale behavior of equity-commodity links: Implications for portfolio management 0 0 0 17 0 5 16 161
Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis 0 0 1 29 1 3 17 151
Portfolio choice under loss aversion and diminishing sensitivity: a theoretical extension 0 1 3 4 1 4 13 14
Portfolio's weighted political risk and mutual fund performance: A text-based approach 0 1 2 2 1 5 18 22
Positive information shocks, investor behavior and stock price crash risk 0 0 0 18 0 5 31 71
Preface: neural networks, nonlinear dynamics, and risk management in banking and finance 0 0 0 2 0 0 5 21
Reaching for yield and the diabolic loop in a monetary union 0 0 1 3 0 4 22 48
Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis 0 0 0 45 0 1 10 155
Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework 0 0 0 1 0 4 18 30
Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives 0 0 1 24 1 1 10 107
Responses of international stock markets to oil price surges: a regime-switching perspective 0 0 0 7 1 3 9 53
Return and volatility transmission between world oil prices and stock markets of the GCC countries 0 3 8 141 3 9 35 576
Risk governance and bank risk-taking behavior: Evidence from Asian banks 1 4 9 41 2 18 56 182
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk 0 0 1 27 1 11 40 200
SPECIAL ISSUE: INTERNATIONAL TRADE AND BUSINESS IN THE AGE OF DIGITAL TRANSFORMATIONS 0 0 1 26 0 4 13 87
Short-term overreaction to specific events: Evidence from an emerging market 0 0 1 27 1 4 15 127
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach 0 0 0 3 0 1 10 33
Spatiotemporal characteristics of agricultural food import shocks 0 0 0 0 1 4 4 4
Special Issue "Energy Challenges in an Uncertain World" Editorial 0 0 0 0 0 2 11 13
Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty 0 0 11 28 10 18 59 111
Statistical arbitrage: factor investing approach 0 0 1 2 0 3 19 26
Stock market integration in Mexico and Argentina: are short- and long-term considerations different? 0 0 0 22 0 4 17 121
Stock market liberalization, structural breaks and dynamic changes in emerging market volatility 0 0 0 64 0 3 6 185
Stock returns and oil price fluctuations: short and long-run analysis in the GCC context 0 0 0 6 0 5 10 71
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry 0 0 0 0 0 3 10 13
Stress testing climate risk: A network-based analysis of the Chinese banking system 2 4 11 13 3 12 42 53
Strong financial regulation and corporate bankruptcy risk in China 1 3 3 7 2 9 15 34
Symposium Editorial: Recent issues in the analysis of energy prices 0 0 0 2 0 2 10 35
Systematic ESG exposure and stock returns: Evidence from the United States during the 1991–2019 period 0 0 0 0 0 1 5 8
Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis 0 0 1 5 0 2 13 24
Testing for asymmetric causality between U.S. equity returns and commodity futures returns 0 0 0 27 0 1 5 128
Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests 0 0 0 29 0 2 8 179
The comovements in international stock markets: new evidence from Latin American emerging countries 0 0 0 42 0 4 10 186
The drivers of economic growth in China and India: globalization or financial development? 0 0 1 15 0 3 20 144
The global and regional factors in the volatility of emerging sovereign bond markets 0 0 0 34 1 3 6 141
The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India 0 0 0 9 0 1 13 53
The shifting dependence dynamics between the G7 stock markets 0 0 0 8 0 2 13 48
Time-varying predictability in crude-oil markets: the case of GCC countries 0 0 0 34 0 4 8 205
Time-varying regional integration of stock markets in Southeast Europe 0 0 0 18 0 4 8 100
U.S. equity and commodity futures markets: Hedging or financialization? 0 0 0 17 1 3 15 99
US monetary policy and sectoral commodity prices 0 0 3 96 3 8 26 343
Understanding energy poverty drivers in Europe 0 0 4 13 0 4 27 53
Value‐at‐risk under market shifts through highly flexible models 0 0 0 4 0 2 11 43
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 0 2 6 7
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 2 2 7 109 2 6 23 392
Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management 1 3 12 302 7 16 54 1,047
What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? 0 0 0 42 0 1 7 278
What explain the short-term dynamics of the prices of CO2 emissions? 0 0 2 30 0 5 21 210
World gold prices and stock returns in China: Insights for hedging and diversification strategies 0 1 4 115 3 7 28 475
Total Journal Articles 29 76 363 6,523 157 894 3,674 28,879
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 1 7 21
Total Books 0 0 0 6 0 1 7 21


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 2 7 35
Nonlinear Cointegration and Nonlinear Error-Correction Models: Theory and Empirical Applications for Oil and Stock Markets 0 0 0 0 0 1 7 9
Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data 0 0 0 0 0 3 7 12
Total Chapters 0 0 0 0 0 6 21 56


Statistics updated 2026-07-10