Access Statistics for Duc Khuong Nguyen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Tale of Two Risks in the EMU Sovereign Debt Markets 0 0 0 1 4 5 5 13
A wavelet-based copula approach for modeling market risk in agricultural commodity markets 0 0 0 196 3 5 10 689
Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach 0 0 0 4 0 1 4 34
Analyst earnings forecasts, individual investors' expectations and trading volume: An experimental approach 0 0 0 0 1 1 1 1
Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test 0 0 0 24 2 5 7 144
Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test 0 0 0 28 4 6 9 240
Assessing the Effects of Unconventional Monetary Policy on Pension Funds Risk Incentives 0 0 0 0 2 6 9 16
Assessing the effects of unconventional monetary policy on pension funds risk incentives 0 0 0 41 1 2 2 126
Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective 0 0 0 6 1 3 9 54
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 3 3 3 8 17 32
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 0 16 1 6 11 49
Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices 0 0 0 76 4 7 11 163
Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices 0 0 0 62 3 5 6 208
Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices 0 0 0 35 0 2 2 98
Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets 0 0 0 29 3 9 10 175
Board Directors and Corporate Social Responsibility 0 0 0 0 1 3 5 7
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 1 7 4 7 11 32
Broker Network Connectivity and the Cross-Section of Expected Stock Returns 0 0 0 11 4 10 10 35
Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area 0 0 1 119 12 19 22 164
Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium? 0 0 0 93 5 7 9 136
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 0 34 2 4 5 252
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? 0 0 0 14 1 4 6 92
Can Investors of Chinese Energy Stocks Benefit from Diversification into Commodity Futures? 0 0 0 0 1 2 6 8
Carbon emissions - income relationships with structural breaks: the case of the Middle East and North African countries 0 0 0 54 1 5 5 169
Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach 0 0 0 14 3 6 9 119
Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models 0 0 1 32 3 4 9 209
China’s Monetary Policy and Commodity Prices 0 0 2 155 0 2 6 306
Cojumps and Asset Allocation in International Equity Markets 0 0 0 10 6 9 10 68
Common Drivers of Commodity Futures? 0 1 1 1 4 7 9 13
Common Drivers of Commodity Futures? 0 0 0 18 2 4 5 22
Corporate Governance and Corporate Social Responsibility: Emerging Markets Focus 0 0 0 0 2 4 5 5
Corporate Governance: Recent Developments and New Trends 0 0 0 0 1 3 6 6
Corporate performance of privatized firms in Vietnam 0 0 0 20 6 10 11 58
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management 0 0 1 100 3 7 14 240
Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature 0 1 1 4 5 8 12 25
Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment 0 0 0 5 0 0 4 18
Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets 0 0 3 99 2 4 20 323
Diversification benefits of precious metal markets 0 2 5 8 3 9 19 25
Do global factors impact BRICS stock markets? A quantile regression approach 0 0 1 135 5 7 11 461
Does Board Gender Diversity Improve the Performance of French Listed Firms? 0 0 0 0 5 10 13 76
Does Board Gender Diversity Make a Difference - New Evidence from Quantile Regression Analysis 0 0 0 0 1 4 5 50
Does Board Gender Diversity Make a Difference? New Evidence from Quantile Regression Analysis 0 0 0 73 2 2 4 166
Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data 0 1 1 42 4 8 9 242
Does corporate environmentalism affect corporate insolvency risk? The role of market power and competitive intensity 0 0 0 7 2 4 6 27
Does the Glass Ceiling Exist? A Longitudinal Study of Women’s Progress on French Corporate Boards 0 0 1 38 2 4 9 137
Does the board of directors affect cash holdings? A study of French listed firms 0 0 0 0 0 5 6 62
Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets 0 0 0 2 4 5 6 12
Dynamic Volatility Spillover Effect between Oil and Agricultural Products 0 0 0 7 5 7 9 45
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 0 23 3 8 10 108
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 0 42 1 4 10 159
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates 0 0 0 15 5 6 9 42
Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting 1 1 1 8 8 13 15 120
Dynamic spillovers among major energy and cereal commodity prices 0 0 0 52 3 8 9 236
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 0 0 0 3 1 2 4 17
Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets 1 2 2 16 4 8 9 53
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 5 8 15 25
Emerging Markets and the Global Economy: A Handbook 0 0 0 0 1 2 2 6
Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States 0 0 0 20 1 6 9 73
Energy Challenges in an Uncertain World 0 0 0 0 2 3 3 36
Energy and environment: Transition models and new policy challenges in the post Paris Agreement 0 0 0 1 0 0 2 54
Energy markets׳ financialization, risk spillovers, and pricing models 0 0 0 3 3 4 5 113
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 0 52 5 7 9 162
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 0 68 4 10 12 181
Energy, climate and environment: policies and international coordination 0 0 0 0 1 1 6 37
Enterprise Risk Management and Solvency: The Case of the Listed EU Insurers 0 0 0 43 6 8 26 153
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 1 6 12 154
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 0 0 0 88 8 18 19 270
Financial Development, Government Bond Returns, and Stability: International Evidence 0 1 1 2 2 7 8 23
Financial Transformations Beyond the COVID-19 Health Crisis 0 0 0 0 2 4 5 5
Firm carbon risk exposure, stock returns, and dividend payment 0 0 0 0 1 2 6 8
Fiscal Policy Interventions at the Zero Lower Bound 0 0 0 28 1 2 2 74
Fiscal Policy Interventions at the Zero Lower Bound 0 0 0 17 6 8 9 23
Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models 0 0 0 22 1 12 16 214
Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models 0 0 0 0 2 6 8 36
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 0 0 68 1 3 6 288
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 0 0 0 1 5 5 69
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 0 0 0 53 2 8 8 201
Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure 0 0 4 138 1 8 21 522
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 38 1 4 6 133
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions 0 0 0 76 5 7 10 256
Green Finance and Decarbonization: Evidence from around the World 0 0 0 0 4 11 13 22
Handbook Of Global Financial Markets: Transformations, Dependence, and Risk Spillovers 0 0 0 0 1 2 6 6
Handbook of Energy Finance 0 0 0 0 3 5 5 22
Handbook of Energy Finance 0 0 0 0 2 5 9 31
How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests 0 0 0 11 4 8 11 96
How strong is the global integration of emerging market regions? An empirical assessment 0 0 1 3 4 8 11 15
How strong is the global integration of emerging market regions? An empirical assessment 0 0 0 119 4 6 6 332
Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets 0 0 0 45 7 13 20 196
Investors’ attention and information losses under market stress 0 0 0 0 1 7 7 14
Is Corporate Social Responsibility an Agency Problem? An Empirical Note from Takeovers 0 0 1 11 6 8 12 73
Is gold a hedge or an indicator of inflation? New evidence from a nonlinear ARDL approach 0 0 0 0 1 1 3 10
Is gold a hedge or an indicator of inflation? New evidence from a nonlinear ARDL approach 0 0 0 0 2 3 3 8
Liberalization of emerging equity markets and volatility 0 0 0 0 0 0 0 3
Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China 0 1 1 50 3 5 11 151
Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models 0 0 0 3 5 8 8 26
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals 0 0 0 46 1 1 1 149
Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries 0 0 0 1 5 7 10 17
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 0 0 2 35 2 8 15 186
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 0 2 43 3 5 11 157
Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach 0 0 0 37 4 5 6 77
Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach 0 0 0 42 4 4 6 184
Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods 0 0 9 11 4 6 19 23
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios 0 0 0 16 0 4 8 55
Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data 0 0 0 0 2 3 6 63
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 0 0 0 0 1 2 3 57
Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade 0 0 0 90 1 6 8 296
Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period 0 0 0 20 3 5 7 75
On the Effects of Monetary Policy in Vietnam: Evidence from a Trilemma Analysis 0 1 2 25 7 24 33 111
On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic 0 0 0 6 0 3 5 41
On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic 0 0 0 42 1 5 7 284
On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach 0 0 0 26 1 5 8 118
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic 0 0 0 1 2 2 5 44
On the relationship between world oil prices and GCC stock markets 0 1 2 63 6 19 23 161
On the short- and long-run efficiency of energy and precious metal markets 0 0 0 37 2 4 8 237
Order Flow Persistence in Equity Spot and Futures Markets: Evidence from a Dynamic Emerging Market 0 0 3 7 6 14 23 61
Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis 0 0 0 79 3 5 7 169
Regional integration of stock markets in Southeast Europe 0 0 0 5 5 8 9 123
Research Handbook of Finance and Sustainability 0 0 0 0 3 11 20 27
Research Handbook of Investing in the Triple Bottom Line 0 0 0 0 2 2 3 4
Responses of international stock markets to oil price surges: a regimeswitching perspective 0 0 0 11 3 5 9 54
Return and volatility transmission between world oil prices and stock markets of the GCC countries 0 0 0 31 1 10 17 171
Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk 0 0 1 40 0 10 16 312
Short-Term Overreaction to Specific Events: Evidence from an Emerging Market 0 0 0 0 2 5 5 44
Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach 0 0 1 2 4 6 11 24
Statistical Arbitrage: Factor Investing Approach 0 0 1 8 3 9 15 55
Statistical arbitrage: Factor investing approach 0 0 0 20 4 10 23 108
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 23 3 6 9 47
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 4 1 2 3 17
Synchronization and nonlinear interdependence of short-term interest rates 0 0 0 21 2 5 8 90
Systemic Risk-Sharing Framework of Cryptocurrencies in the COVID-9 Crisis 0 0 0 0 4 8 11 12
THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES 0 0 0 60 2 7 10 190
Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility 0 0 0 91 1 7 8 291
Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests 0 0 0 36 3 10 11 107
The Commovements in International Stock Markets: New Evidence from Lating American Emerging Countries 0 0 0 8 12 14 15 102
The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries 0 0 0 217 4 7 15 728
The Drivers of Economic Growth in China and India: Globalization or Financial Development? 0 0 0 103 1 1 8 222
The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India 0 0 1 42 19 30 33 128
The short- and long-term performance of privatization initial public offerings in Europe 0 0 0 26 0 1 4 190
Time-scale comovement between the Indian and world stock markets 0 0 0 22 0 1 2 96
Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries 0 0 0 42 7 10 12 287
US Monetary Policy and Commodity Sector Prices 0 0 0 63 3 8 10 272
Understanding return and volatility spillovers among major agricultural commodities 0 0 0 47 3 8 10 110
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 40 2 3 4 132
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 0 0 40 6 6 8 154
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 0 3 5 9 71
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 29 3 6 7 168
What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? 0 0 0 0 4 8 13 37
What explains the short 0 0 0 11 3 5 6 64
What explains the short-term dynamics of the prices of CO2 emissions? 0 0 0 41 2 5 7 193
World gold prices and stock returns in China: insights for hedging and diversification strategies 0 0 0 68 5 12 15 227
World gold prices and stock returns in China: insights for hedging and diversification strategies 0 0 0 101 34 54 57 384
Total Working Papers 2 12 57 4,674 480 995 1,472 18,314
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 2 4 5 61
A robust analysis of the relationship between renewable energy consumption and its main drivers 0 1 2 51 2 4 12 131
A tale of two risks in the EMU sovereign debt markets 0 0 0 3 2 3 6 63
A time-varying copula approach to oil and stock market dependence: The case of transition economies 0 0 5 166 6 16 34 622
A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices 2 3 9 186 12 17 31 456
An empirical analysis of energy cost pass-through to CO2 emission prices 0 0 0 34 2 5 6 184
An empirical analysis of structural changes in emerging market volatility 0 0 0 19 6 14 16 103
An international CAPM for partially integrated markets: Theory and empirical evidence 0 1 4 65 3 5 12 293
Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach 0 1 2 17 6 9 14 100
Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? 0 0 2 37 3 5 11 137
Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test 0 2 4 43 2 7 16 179
Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives 0 0 3 29 2 4 14 144
Assessing the impact of the sharing economy and technological innovation on sustainable development: An empirical investigation of the United Kingdom 0 2 5 7 5 11 22 27
Assessing the impacts of oil price fluctuations on stock returns in emerging markets 0 0 3 124 4 9 23 386
Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach 0 0 0 2 4 6 9 23
Assessing the vulnerability of oil-dependent countries in Europe 0 0 2 5 4 6 13 20
Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models 0 0 1 14 3 10 11 121
Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices 1 1 6 87 6 14 28 425
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates 0 0 1 56 6 9 14 201
Asymmetries during pandemics and wartime 0 1 5 5 0 3 14 16
Black swan events and safe havens: The role of gold in globally integrated emerging markets 0 1 8 33 6 20 43 245
Board‐level governance and corporate social responsibility: A meta‐analytic review 0 0 3 3 3 7 20 23
Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area 0 0 0 57 5 10 13 200
COVID-19 adaptive strategy and SMEs’ access to finance 0 2 4 6 1 4 14 20
Can bilateral RMB swap reduce monetary policy spillovers from the United States to China? 0 2 2 2 7 18 22 22
Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? 0 1 3 23 4 10 13 137
Can investors of Chinese energy stocks benefit from diversification into commodity futures? 0 0 0 7 0 3 9 86
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach 0 0 0 9 3 6 12 85
Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models 0 0 7 180 1 10 28 709
China's monetary policy framework and global commodity prices 1 3 7 7 5 12 29 36
Cojumps and asset allocation in international equity markets 0 0 0 11 1 6 11 88
Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach 0 0 2 238 3 16 29 665
Corporate immunity, national culture and stock returns: Startups amid the COVID-19 pandemic 0 0 0 7 5 7 7 45
Corporate social responsibility, trade credit provision and doubtful accounts receivable: the case in China 0 1 4 11 2 6 12 39
Covid-19 pandemic and tail-dependency networks of financial assets 1 1 2 5 6 10 11 33
Covid-19 vaccination, fear and anxiety: Evidence from Google search trends 0 0 0 3 3 4 9 23
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management 0 1 1 68 4 10 16 305
Dependence of stock and commodity futures markets in China: Implications for portfolio investment 0 0 0 34 0 1 2 197
Determinants and consequences of corporate social responsibility disclosure: A survey of extant literature 0 0 2 4 12 19 35 40
Do global factors impact BRICS stock markets? A quantile regression approach 0 6 20 135 5 15 52 543
Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market 0 0 0 10 1 1 5 102
Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure? 0 0 0 102 3 6 8 343
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 6 6 10 92
Dynamic convergence of commodity futures: Not all types of commodities are alike 0 0 0 26 3 6 9 166
Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates 0 0 0 8 0 3 8 35
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 0 2 3 36 5 13 20 184
Dynamic integration and network structure of the EMU sovereign bond markets 0 0 1 6 8 14 17 89
Dynamic spillovers among major energy and cereal commodity prices 1 1 3 67 7 14 20 339
Dynamic volatility spillover effects between oil and agricultural products 0 0 0 9 4 8 15 77
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets 0 0 1 5 3 8 11 29
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 0 1 3 16 4 10 22 79
Early warning systems for currency and systemic banking crises in Vietnam 1 1 3 5 4 6 10 14
Economic drivers of volatility and correlation in precious metal markets 0 0 0 2 1 8 9 18
Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan 0 0 2 38 4 5 14 252
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 2 7 56 6 12 23 207
Enterprise risk management and solvency: The case of the listed EU insurers 1 3 10 48 6 11 29 164
Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates 0 0 2 14 4 13 19 73
Estimating the productivity of US agriculture: The Fisher total factor productivity index for time series data with unknown prices 0 0 0 0 4 7 15 16
Euro-Mediterranean Economics and Finance Review 0 0 0 41 1 6 13 317
Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries 1 3 7 132 6 11 30 524
Exploring Family Values, Religion, and Ethical Behavior in Family Businesses: A Multi-Stage Qualitative Investigation 1 2 3 3 7 16 24 24
External financing and earnings management: Evidence in Vietnam 0 0 1 2 0 0 3 9
Financial development, government bond returns, and stability: International evidence 0 0 1 23 1 2 6 121
Financial inclusion and energy access in sub-Saharan Africa 1 3 6 6 6 14 27 27
Financial inclusion and fintech: a state-of-the-art systematic literature review 2 9 22 22 35 134 210 210
Financial linkages between US sector credit default swaps markets 0 0 0 14 2 4 5 134
Firm carbon risk exposure, stock returns, and dividend payment 0 0 3 10 1 6 18 36
Fiscal policy interventions at the zero lower bound 0 0 1 29 0 2 3 177
Forecasting high-frequency stock returns: a comparison of alternative methods 0 0 2 31 1 4 9 65
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models 1 2 3 52 7 13 21 248
From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic 0 1 1 4 4 10 14 20
Further evidence on the determinants of regional stock market integration in Latin America 0 0 0 21 2 4 4 114
Global Footprint, Local Imprint: How Institutions and Distance Influence the Corporate Social Performance of Foreign Subsidiaries Across Service Industries 0 0 0 0 7 14 15 15
Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach 0 0 0 2 5 7 11 59
Global financial crisis and spillover effects among the U.S. and BRICS stock markets 0 0 8 55 5 14 41 335
Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? 1 1 5 335 7 21 44 1,130
Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions 0 0 0 45 2 6 8 284
Governance issues in business and finance in the wake of the global financial crisis 0 0 0 6 4 8 12 97
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China 0 1 2 23 7 19 33 101
Green finance and decarbonization: Evidence from around the world 2 2 13 78 7 19 56 244
Green financing of renewable energy generation: Capturing the role of exogenous moderation for ensuring sustainable development 0 2 5 13 4 8 23 45
How do depositors respond to banks' discretionary behaviors? Evidence from market discipline, deposit insurance, and scale effects 0 0 1 4 9 12 21 27
How social imbalance and governance quality shape policy directives for energy transition in the OECD countries? 0 0 0 6 3 6 12 31
How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests 0 1 1 121 5 11 17 523
How strong is the global integration of emerging market regions? An empirical assessment 0 0 0 21 5 12 17 147
Impact of speculation and economic uncertainty on commodity markets 0 0 2 69 7 11 23 356
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets 0 0 1 29 3 8 16 154
Information technology sector and equity markets: an empirical investigation 0 0 0 5 4 4 4 60
Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? 0 0 0 24 5 6 10 141
Investor attention and cryptocurrency market liquidity: a double-edged sword 1 2 3 6 6 14 24 32
Investors’ attention and information losses under market stress 0 0 0 2 3 5 8 20
Is corporate social responsibility an agency problem? An empirical note from takeovers 0 0 1 3 4 5 14 41
Jump forecasting in foreign exchange markets: A high‐frequency analysis 0 1 3 17 5 10 15 54
Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany 0 1 2 14 4 6 10 88
Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China 1 4 11 32 12 27 63 146
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals 0 0 1 65 7 19 27 301
MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS 0 0 0 13 2 3 5 72
Market integration and financial linkages among stock markets in Pacific Basin countries 1 1 2 25 5 8 10 172
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 0 0 1 5 4 5 12 44
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations 0 2 5 14 5 8 17 38
Modeling the volatility of Mediterranean stock markets: a regime-switching approach 0 0 0 133 4 8 10 333
More on corporate diversification, firm size and value creation 0 1 2 52 1 4 8 206
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios 0 0 0 7 1 4 5 75
Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios 0 0 0 16 7 7 9 190
Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? 0 1 1 35 5 10 10 147
Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS 0 0 0 24 5 11 13 157
Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period 0 0 0 34 1 4 9 189
Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade 0 2 5 163 6 11 24 612
Oil-stock volatility transmission, portfolio selection and hedging 0 0 0 68 4 10 15 208
On the Relationship between World Oil Prices and GCC Stock Markets 0 1 2 169 1 2 4 579
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach 0 0 0 15 3 6 10 113
On the determinants of renewable energy consumption: International evidence 0 2 12 154 7 14 47 392
On the effects of monetary policy in Vietnam: Evidence from a Trilemma analysis 0 1 5 31 8 19 29 115
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic 0 0 1 8 20 35 40 89
On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness 0 2 6 180 6 16 30 612
On the relationships between CO2 emissions, energy consumption and income: The importance of time variation 0 2 12 112 7 16 38 415
On the robustness of week-day effect to error distributional assumption: International evidence 0 0 0 11 0 0 2 54
On the short- and long-run efficiency of energy and precious metal markets 0 0 0 17 3 12 18 170
On the time scale behavior of equity-commodity links: Implications for portfolio management 0 0 0 17 4 7 10 154
Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis 0 1 2 29 5 12 15 146
Portfolio choice under loss aversion and diminishing sensitivity: a theoretical extension 0 1 3 3 2 5 8 8
Portfolio's weighted political risk and mutual fund performance: A text-based approach 0 0 1 1 7 10 14 16
Positive information shocks, investor behavior and stock price crash risk 0 0 0 18 3 16 21 60
Preface: neural networks, nonlinear dynamics, and risk management in banking and finance 0 0 0 2 3 4 6 20
Reaching for yield and the diabolic loop in a monetary union 0 0 1 3 8 11 14 40
Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis 0 0 2 45 4 8 12 154
Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework 0 0 0 1 4 13 15 26
Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives 0 0 4 24 3 4 15 106
Responses of international stock markets to oil price surges: a regime-switching perspective 0 0 0 7 2 4 5 49
Return and volatility transmission between world oil prices and stock markets of the GCC countries 0 1 5 137 6 15 30 562
Risk governance and bank risk-taking behavior: Evidence from Asian banks 0 1 7 37 2 14 40 157
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk 0 1 2 27 11 22 28 185
SPECIAL ISSUE: INTERNATIONAL TRADE AND BUSINESS IN THE AGE OF DIGITAL TRANSFORMATIONS 0 0 1 26 2 4 9 81
Short-term overreaction to specific events: Evidence from an emerging market 0 0 1 27 5 5 12 122
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach 0 0 0 3 4 6 9 32
Special Issue "Energy Challenges in an Uncertain World" Editorial 0 0 0 0 5 5 9 9
Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty 1 2 16 25 11 15 47 80
Statistical arbitrage: factor investing approach 0 0 1 2 5 10 14 19
Stock market integration in Mexico and Argentina: are short- and long-term considerations different? 0 0 0 22 3 8 12 116
Stock market liberalization, structural breaks and dynamic changes in emerging market volatility 0 0 0 64 1 2 4 182
Stock returns and oil price fluctuations: short and long-run analysis in the GCC context 0 0 0 6 0 2 4 65
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry 0 0 0 0 4 5 8 10
Stress testing climate risk: A network-based analysis of the Chinese banking system 2 3 7 9 8 17 36 39
Strong financial regulation and corporate bankruptcy risk in China 0 0 2 4 2 3 10 23
Symposium Editorial: Recent issues in the analysis of energy prices 0 0 0 2 6 7 9 33
Systematic ESG exposure and stock returns: Evidence from the United States during the 1991–2019 period 0 0 0 0 2 3 6 6
Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis 1 1 1 5 3 9 10 21
Testing for asymmetric causality between U.S. equity returns and commodity futures returns 0 0 0 27 3 3 5 127
Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests 0 0 0 29 2 2 4 175
The comovements in international stock markets: new evidence from Latin American emerging countries 0 0 0 42 0 2 8 181
The drivers of economic growth in China and India: globalization or financial development? 0 0 1 15 7 11 20 138
The global and regional factors in the volatility of emerging sovereign bond markets 0 0 0 34 1 2 4 138
The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India 0 0 0 9 1 4 9 48
The shifting dependence dynamics between the G7 stock markets 0 0 0 8 4 8 9 44
Time-varying predictability in crude-oil markets: the case of GCC countries 0 0 0 34 2 3 4 201
Time-varying regional integration of stock markets in Southeast Europe 0 0 0 18 1 2 4 95
U.S. equity and commodity futures markets: Hedging or financialization? 0 0 0 17 7 10 12 95
US monetary policy and sectoral commodity prices 0 1 9 96 3 9 27 333
Understanding energy poverty drivers in Europe 1 3 4 13 7 15 21 44
Value‐at‐risk under market shifts through highly flexible models 0 0 0 4 3 7 8 40
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives 0 0 0 0 2 3 4 5
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory 0 1 3 104 2 7 14 380
Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management 2 3 13 298 5 14 41 1,025
What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? 0 0 0 42 2 4 6 276
What explain the short-term dynamics of the prices of CO2 emissions? 0 1 3 30 2 9 17 204
World gold prices and stock returns in China: Insights for hedging and diversification strategies 1 1 4 113 2 10 27 462
Total Journal Articles 28 111 410 6,394 718 1,588 2,914 27,483
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 2 6 6 20
Total Books 0 0 0 6 2 6 6 20


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
DOES MACROECONOMIC TRANSPARENCY HELP GOVERNMENTS BE SOLVENT?: EVIDENCE FROM RECENT DATA 0 0 0 0 1 4 5 33
Nonlinear Cointegration and Nonlinear Error-Correction Models: Theory and Empirical Applications for Oil and Stock Markets 0 0 0 0 3 5 5 7
Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data 0 0 0 0 2 2 5 9
Total Chapters 0 0 0 0 6 11 15 49


Statistics updated 2026-02-12