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 0 0 6
A wavelet-based copula approach for modeling market risk in agricultural commodity markets 1 2 2 189 2 3 7 666
Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach 0 0 0 4 0 0 0 29
Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test 0 0 0 28 0 0 6 229
Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test 0 0 0 24 1 2 16 135
Assessing the Effects of Unconventional Monetary Policy on Pension Funds Risk Incentives 0 0 0 0 0 1 1 7
Assessing the effects of unconventional monetary policy on pension funds risk incentives 0 0 0 41 0 1 23 123
Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective 0 0 0 6 0 0 2 44
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 0 15 0 1 3 32
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 0 0 0 1 6 15
Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices 0 1 1 75 1 3 6 147
Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices 0 0 1 62 0 1 4 196
Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices 0 0 1 34 0 0 2 95
Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets 0 0 1 29 0 0 25 164
Board Directors and Corporate Social Responsibility 0 0 0 0 0 1 1 1
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 2 6 0 0 6 18
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 11 0 0 2 24
Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area 0 0 0 118 0 1 5 141
Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium? 0 0 0 93 0 0 17 126
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 0 13 0 0 13 85
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 0 34 0 0 13 246
Can Investors of Chinese Energy Stocks Benefit from Diversification into Commodity Futures? 0 0 0 0 0 0 0 1
Carbon emissions - income relationships with structural breaks: the case of the Middle East and North African countries 0 0 1 54 0 0 1 161
Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach 0 0 0 14 0 0 3 110
Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models 0 0 0 28 0 0 24 195
China’s Monetary Policy and Commodity Prices 0 2 4 153 0 3 17 297
Cojumps and Asset Allocation in International Equity Markets 0 0 0 10 0 0 6 57
Common Drivers of Commodity Futures? 0 0 18 18 0 0 12 12
Common Drivers of Commodity Futures? 0 0 0 0 0 2 3 3
Corporate Governance and Corporate Social Responsibility: Emerging Markets Focus 0 0 0 0 0 0 0 0
Corporate Governance: Recent Developments and New Trends 0 0 0 0 0 0 0 0
Corporate performance of privatized firms in Vietnam 0 0 1 20 0 0 1 45
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management 0 0 1 98 0 0 13 223
Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature 0 0 2 2 1 3 8 8
Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment 0 1 1 4 0 1 4 13
Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets 1 2 7 92 2 5 22 290
Diversification benefits of precious metal markets 0 0 2 2 0 0 2 2
Do global factors impact BRICS stock markets? A quantile regression approach 1 2 5 134 2 4 37 447
Does Board Gender Diversity Improve the Performance of French Listed Firms? 0 0 0 0 0 0 2 61
Does Board Gender Diversity Make a Difference - New Evidence from Quantile Regression Analysis 0 0 0 0 0 0 1 43
Does Board Gender Diversity Make a Difference? New Evidence from Quantile Regression Analysis 0 0 0 73 0 0 5 161
Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data 0 0 0 41 0 0 8 232
Does corporate environmentalism affect corporate insolvency risk? The role of market power and competitive intensity 0 3 7 7 0 5 9 19
Does the Glass Ceiling Exist? A Longitudinal Study of Women’s Progress on French Corporate Boards 0 0 1 32 0 0 14 123
Does the board of directors affect cash holdings? A study of French listed firms 0 0 0 0 0 0 1 52
Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets 0 0 0 1 0 0 0 4
Dynamic Volatility Spillover Effect between Oil and Agricultural Products 0 0 0 7 1 2 7 34
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 0 23 0 0 7 93
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 0 42 0 0 10 147
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates 0 0 0 15 0 1 3 28
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 7 0 0 13 104
Dynamic spillovers among major energy and cereal commodity prices 0 0 0 51 0 0 21 225
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 1 14 0 0 3 42
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 1 3 0 0 2 10
Economic drivers of volatility and correlation in precious metal markets 0 0 2 5 0 1 5 9
Emerging Markets and the Global Economy: A Handbook 0 0 0 0 0 0 0 0
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States 0 1 2 19 1 3 6 56
Energy Challenges in an Uncertain World 0 0 0 0 0 0 3 32
Energy and environment: Transition models and new policy challenges in the post Paris Agreement 0 0 0 1 0 1 3 51
Energy markets׳ financialization, risk spillovers, and pricing models 0 0 1 3 0 1 4 102
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 3 51 0 0 8 150
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 1 67 1 1 3 166
Energy, climate and environment: policies and international coordination 0 0 0 0 2 3 8 26
Enterprise Risk Management and Solvency: The Case of the Listed EU Insurers 0 2 9 30 3 7 31 97
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 2 49 1 1 19 135
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 1 1 87 0 2 17 247
Financial Development, Government Bond Returns, and Stability: International Evidence 0 0 0 1 0 0 2 15
Fiscal Policy Interventions at the Zero Lower Bound 0 0 1 28 0 0 8 71
Fiscal Policy Interventions at the Zero Lower Bound 0 0 0 17 0 0 2 12
Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models 0 0 0 21 0 0 5 195
Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models 0 0 0 0 0 0 1 28
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 0 0 52 0 0 1 191
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 0 0 0 0 0 1 62
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 0 1 68 0 0 3 279
Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure 0 0 2 132 0 0 5 494
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 38 1 1 2 127
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions 0 0 0 76 0 0 2 243
Handbook Of Global Financial Markets: Transformations, Dependence, and Risk Spillovers 0 0 0 0 0 0 0 0
Handbook of Energy Finance 0 0 0 0 0 2 6 19
Handbook of Energy Finance 0 0 0 0 1 2 3 17
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 0 8 82
How strong is the global integration of emerging market regions? An empirical assessment 0 0 1 119 0 0 17 325
How strong is the global integration of emerging market regions? An empirical assessment 0 0 0 0 0 0 0 0
Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets 0 0 0 45 0 0 17 175
Investors’ attention and information losses under market stress 0 0 0 0 0 0 2 6
Is Corporate Social Responsibility an Agency Problem? An Empirical Note from Takeovers 0 1 5 10 0 2 20 58
Is gold a hedge or an indicator of inflation? New evidence from a nonlinear ARDL approach 0 0 0 0 0 0 0 4
Is gold a hedge or an indicator of inflation? New evidence from a nonlinear ARDL approach 0 0 0 0 0 0 0 5
Liberalization of emerging equity markets and volatility 0 0 0 0 0 0 0 2
Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China 0 1 4 47 1 5 30 120
Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models 0 0 0 3 0 0 0 18
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals 0 0 0 46 0 0 2 148
Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries 0 0 1 1 0 0 2 7
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 0 0 1 32 0 1 24 162
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 1 2 41 0 1 17 142
Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach 0 0 0 37 0 0 5 70
Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets 0 0 1 69 0 0 1 188
Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach 0 0 0 42 0 0 4 177
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios 0 0 6 16 0 0 7 46
Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data 0 0 0 0 1 2 2 57
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 0 0 0 0 0 0 1 53
Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade 0 0 1 90 0 0 1 286
Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period 0 0 0 20 0 0 2 65
On the Effects of Monetary Policy in Vietnam: Evidence from a Trilemma Analysis 0 0 1 22 0 4 7 76
On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic 0 0 0 6 0 0 6 36
On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic 0 0 0 42 0 0 2 274
On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach 0 0 0 26 0 0 1 110
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic 0 0 1 1 0 0 5 38
On the relationship between world oil prices and GCC stock markets 0 0 1 61 2 3 6 135
On the short- and long-run efficiency of energy and precious metal markets 0 0 0 37 1 1 2 229
Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market 0 1 2 4 1 3 13 30
Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis 0 0 1 78 0 1 4 160
Regional integration of stock markets in Southeast Europe 0 0 0 5 0 0 28 114
Research Handbook of Finance and Sustainability 0 0 0 0 1 1 1 1
Responses of international stock markets to oil price surges: a regimeswitching perspective 0 0 0 11 0 0 0 45
Return and volatility transmission between world oil prices and stock markets of the GCC countries 0 1 1 31 0 3 5 147
Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk 0 0 0 38 0 2 25 288
Short-Term Overreaction to Specific Events: Evidence from an Emerging Market 0 0 0 0 0 0 0 38
Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach 1 1 1 1 1 1 1 11
Statistical Arbitrage: Factor Investing Approach 0 0 1 6 0 0 9 34
Statistical arbitrage: Factor investing approach 0 0 1 19 0 1 14 78
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 1 2 3 0 1 8 10
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 21 0 1 5 33
Synchronization and nonlinear interdependence of short-term interest rates 0 0 0 21 0 0 0 82
THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES 0 0 0 60 0 0 1 180
Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility 0 0 0 91 0 0 10 283
Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests 0 0 0 36 0 0 2 94
The Commovements in International Stock Markets: New Evidence from Lating American Emerging Countries 0 0 1 8 0 0 4 86
The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries 0 0 0 216 0 0 5 710
The Drivers of Economic Growth in China and India: Globalization or Financial Development? 0 0 1 101 0 0 2 208
The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India 0 0 0 41 0 0 0 93
The short- and long-term performance of privatization initial public offerings in Europe 0 0 1 26 0 0 24 186
Time-scale comovement between the Indian and world stock markets 0 0 0 22 0 0 10 94
Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries 0 0 0 42 1 3 4 273
US Monetary Policy and Commodity Sector Prices 0 0 0 63 0 0 28 261
Understanding return and volatility spillovers among major agricultural commodities 0 0 1 47 0 0 7 100
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 38 0 0 2 125
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 1 39 0 0 3 143
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 0 0 0 1 22
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 29 1 1 4 148
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 0 0 1 3 57
What explains the short 0 0 0 11 0 0 8 58
What explains the short-term dynamics of the prices of CO2 emissions? 0 0 1 41 0 0 21 186
World gold prices and stock returns in China: insights for hedging and diversification strategies 0 1 1 67 0 1 1 211
World gold prices and stock returns in China: insights for hedging and diversification strategies 0 0 0 101 0 0 1 326
Total Working Papers 4 25 126 4,614 30 105 1,010 16,604


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 1 16 0 1 6 55
A robust analysis of the relationship between renewable energy consumption and its main drivers 0 1 4 45 1 2 15 111
A tale of two risks in the EMU sovereign debt markets 0 0 0 3 0 0 0 57
A time-varying copula approach to oil and stock market dependence: The case of transition economies 0 1 5 155 1 5 46 569
A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices 0 0 1 170 0 2 6 415
An empirical analysis of energy cost pass-through to CO2 emission prices 1 1 2 34 2 4 12 175
An empirical analysis of structural changes in emerging market volatility 0 0 0 18 0 1 1 86
An international CAPM for partially integrated markets: Theory and empirical evidence 0 0 1 58 0 2 4 275
Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach 0 0 0 15 1 2 2 83
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 0 1 35 0 0 6 121
Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test 0 0 3 35 1 2 11 155
Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives 0 0 1 24 0 0 25 125
Assessing the impacts of oil price fluctuations on stock returns in emerging markets 0 2 2 117 0 4 10 351
Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach 0 0 0 1 1 2 3 7
Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models 0 0 1 13 0 1 4 108
Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices 1 3 4 76 2 7 18 386
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates 0 0 3 52 0 1 6 177
Black swan events and safe havens: The role of gold in globally integrated emerging markets 0 0 2 25 1 3 25 195
Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area 0 1 2 54 0 1 10 181
Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? 0 0 0 19 0 0 18 120
Can investors of Chinese energy stocks benefit from diversification into commodity futures? 0 0 0 6 0 2 5 72
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach 0 0 1 6 0 1 5 68
Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models 2 3 5 172 4 6 31 656
Cojumps and asset allocation in international equity markets 0 0 1 10 1 2 11 75
Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach 0 2 5 233 1 5 17 625
Corporate immunity, national culture and stock returns: Startups amid the COVID-19 pandemic 0 0 1 7 0 1 3 37
Corporate social responsibility, trade credit provision and doubtful accounts receivable: the case in China 0 2 3 3 0 6 13 13
Covid-19 pandemic and tail-dependency networks of financial assets 0 0 0 2 1 2 4 20
Covid-19 vaccination, fear and anxiety: Evidence from Google search trends 0 0 0 2 0 0 1 11
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management 0 0 2 67 0 0 14 280
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 1 1 34 0 2 30 191
Do global factors impact BRICS stock markets? A quantile regression approach 0 5 13 100 1 9 53 455
Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market 0 0 0 9 0 0 5 92
Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure? 0 0 0 102 0 0 6 330
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 0 8 81
Dynamic convergence of commodity futures: Not all types of commodities are alike 0 0 0 25 0 0 22 156
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates 0 0 0 7 0 0 3 23
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 0 1 31 0 0 3 157
Dynamic integration and network structure of the EMU sovereign bond markets 0 0 0 5 0 0 8 72
Dynamic spillovers among major energy and cereal commodity prices 0 0 4 57 2 3 38 304
Dynamic volatility spillover effects between oil and agricultural products 0 0 0 8 0 2 6 53
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets 0 1 2 3 0 1 3 16
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 0 0 1 9 3 6 12 49
Early warning systems for currency and systemic banking crises in Vietnam 0 0 0 1 0 0 1 2
Economic drivers of volatility and correlation in precious metal markets 0 0 0 0 0 1 4 5
Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan 0 1 2 34 1 2 28 232
Energy prices and CO2 emission allowance prices: A quantile regression approach 2 2 8 44 2 5 15 168
Enterprise risk management and solvency: The case of the listed EU insurers 1 1 8 34 3 4 26 106
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 11 0 0 1 52
Euro-Mediterranean Economics and Finance Review 0 1 2 39 1 7 17 289
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 1 1 123 0 2 18 470
External financing and earnings management: Evidence in Vietnam 0 0 1 1 1 1 4 4
Financial development, government bond returns, and stability: International evidence 0 0 1 22 0 0 9 113
Financial linkages between US sector credit default swaps markets 0 0 0 14 1 1 15 129
Fiscal policy interventions at the zero lower bound 0 0 0 28 0 0 4 172
Forecasting high-frequency stock returns: a comparison of alternative methods 0 0 11 17 3 5 21 38
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 0 0 47 0 0 5 220
Further evidence on the determinants of regional stock market integration in Latin America 0 0 0 21 0 0 0 108
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 2 0 0 3 46
Global financial crisis and spillover effects among the U.S. and BRICS stock markets 1 3 6 46 1 4 43 285
Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? 0 3 15 322 0 7 51 1,048
Governance issues in business and finance in the wake of the global financial crisis 0 0 0 6 0 0 17 82
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China 0 1 6 16 2 4 26 48
Green finance and decarbonization: Evidence from around the world 2 10 32 48 6 28 88 133
Green financing of renewable energy generation: Capturing the role of exogenous moderation for ensuring sustainable development 3 5 5 5 3 7 7 7
How social imbalance and governance quality shape policy directives for energy transition in the OECD countries? 0 0 2 2 1 3 10 10
How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests 0 0 0 119 0 1 10 491
How strong is the global integration of emerging market regions? An empirical assessment 0 0 0 20 0 1 15 126
Impact of speculation and economic uncertainty on commodity markets 0 2 5 63 2 4 44 321
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets 0 1 1 27 0 2 13 133
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? 0 1 1 23 0 1 3 127
Investors’ attention and information losses under market stress 0 0 0 1 0 0 1 7
Is corporate social responsibility an agency problem? An empirical note from takeovers 0 0 0 2 1 3 7 19
Jump forecasting in foreign exchange markets: A high‐frequency analysis 4 5 10 10 7 9 20 20
Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany 1 1 1 12 1 1 4 72
Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China 1 1 6 9 3 7 27 39
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals 0 0 0 61 0 0 4 265
MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS 0 0 0 13 0 0 1 67
Market integration and financial linkages among stock markets in Pacific Basin countries 0 0 0 23 0 0 7 161
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 0 0 0 4 0 0 4 30
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations 1 2 2 2 1 4 7 7
Modeling the volatility of Mediterranean stock markets: a regime-switching approach 1 1 3 133 1 1 4 322
More on corporate diversification, firm size and value creation 0 0 3 48 0 1 5 193
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios 0 0 1 7 0 0 5 65
Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios 0 0 0 16 1 1 26 181
Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? 0 0 0 33 0 0 0 135
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 0 1 3 24 0 2 7 141
Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period 0 0 0 33 0 0 3 178
Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade 0 1 10 152 0 3 28 568
Oil-stock volatility transmission, portfolio selection and hedging 0 0 0 67 0 0 1 191
On the Relationship between World Oil Prices and GCC Stock Markets 0 0 2 166 0 0 8 572
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach 0 0 1 15 0 1 5 99
On the determinants of renewable energy consumption: International evidence 1 3 10 134 2 6 28 319
On the effects of monetary policy in Vietnam: Evidence from a Trilemma analysis 0 2 7 21 0 6 17 60
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic 0 0 0 7 0 0 3 43
On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness 0 2 6 172 7 12 25 563
On the relationships between CO2 emissions, energy consumption and income: The importance of time variation 0 0 7 94 5 12 41 352
On the robustness of week-day effect to error distributional assumption: International evidence 0 1 1 8 0 3 3 46
On the short- and long-run efficiency of energy and precious metal markets 0 1 1 16 0 1 9 149
On the time scale behavior of equity-commodity links: Implications for portfolio management 0 1 3 17 1 2 28 143
Positive information shocks, investor behavior and stock price crash risk 0 1 6 11 0 1 17 29
Preface: neural networks, nonlinear dynamics, and risk management in banking and finance 0 0 0 2 1 1 2 14
Reaching for yield and the diabolic loop in a monetary union 0 0 0 2 0 0 2 25
Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis 0 0 1 41 0 0 5 139
Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework 0 0 0 1 0 1 1 11
Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives 0 0 2 18 1 1 8 82
Responses of international stock markets to oil price surges: a regime-switching perspective 0 0 0 7 0 0 2 43
Return and volatility transmission between world oil prices and stock markets of the GCC countries 0 1 3 129 0 3 13 521
Risk governance and bank risk-taking behavior: Evidence from Asian banks 2 3 8 22 3 6 37 88
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk 1 1 2 21 2 3 17 141
SPECIAL ISSUE: INTERNATIONAL TRADE AND BUSINESS IN THE AGE OF DIGITAL TRANSFORMATIONS 2 3 4 24 2 3 12 70
Short-term overreaction to specific events: Evidence from an emerging market 1 1 3 25 1 1 8 105
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach 0 0 0 2 0 0 1 22
Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty 0 0 0 0 0 2 8 8
Statistical arbitrage: factor investing approach 0 0 0 0 0 1 1 1
Stock market integration in Mexico and Argentina: are short- and long-term considerations different? 0 0 0 22 0 0 0 104
Stock market liberalization, structural breaks and dynamic changes in emerging market volatility 0 0 0 64 0 1 1 173
Stock returns and oil price fluctuations: short and long-run analysis in the GCC context 0 0 0 6 0 0 0 58
Strong financial regulation and corporate bankruptcy risk in China 0 0 0 0 0 1 1 1
Symposium Editorial: Recent issues in the analysis of energy prices 0 0 0 2 0 0 0 23
Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis 0 0 0 3 0 0 2 8
Testing for asymmetric causality between U.S. equity returns and commodity futures returns 0 0 1 27 0 0 4 122
Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests 0 0 1 29 0 1 2 166
The comovements in international stock markets: new evidence from Latin American emerging countries 0 0 1 42 0 0 1 172
The drivers of economic growth in China and India: globalization or financial development? 0 0 0 13 0 1 4 114
The global and regional factors in the volatility of emerging sovereign bond markets 0 0 0 33 0 0 0 133
The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India 0 1 2 9 0 1 3 38
The shifting dependence dynamics between the G7 stock markets 0 0 1 8 0 0 3 33
Time-varying predictability in crude-oil markets: the case of GCC countries 0 0 0 34 0 0 1 196
Time-varying regional integration of stock markets in Southeast Europe 0 0 0 18 0 1 1 87
U.S. equity and commodity futures markets: Hedging or financialization? 0 1 1 15 0 2 6 78
US monetary policy and sectoral commodity prices 0 3 10 80 2 6 48 290
Understanding energy poverty drivers in Europe 0 3 3 3 1 8 8 8
Value‐at‐risk under market shifts through highly flexible models 0 0 1 4 0 0 2 32
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 5 100 0 3 19 355
Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management 1 3 7 275 2 5 32 960
What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? 0 0 0 42 1 2 10 266
What explain the short-term dynamics of the prices of CO2 emissions? 0 1 3 24 2 3 22 177
World gold prices and stock returns in China: Insights for hedging and diversification strategies 0 3 7 106 2 10 23 419
Total Journal Articles 29 102 329 5,569 100 321 1,682 22,872
4 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 0 0 2 2 2
Total Books 0 0 0 0 0 2 2 2


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 0 0 27
Nonlinear Cointegration and Nonlinear Error-Correction Models: Theory and Empirical Applications for Oil and Stock Markets 0 0 0 0 1 1 1 2
Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data 0 0 0 0 0 1 1 4
Total Chapters 0 0 0 0 1 2 2 33


Statistics updated 2024-02-04