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Nguyen, Duc Khuong's
Scholarly Papers
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Total Downloads
72 |
Total
Citations
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1.
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Arouri, Mohamed El Hedi EDHEC Business School Nguyen, Duc Khuong ISC Paris School of Management Pukthuanthong, Kuntara San Diego State University - College of Business Administration
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ICAPM, integration, emerging markets, multivariate GARCH
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2.
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Nguyen, Duc Khuong ISC Paris School of Management Bellalah, Mondher Universite de Cergy-Pontoise
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Stock Market Liberalization, Return Volatility, Emerging Stock Markets, Bivariate GARCH-M models, Structural Breaks, Pooled Time-Series Analysis
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Mallat, Ramzi affiliation not provided to SSRN Nguyen, Duc Khuong ISC Paris School of Management
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emerging markets, transparency, standards and codes, international financial architecture, sovereign debt and yield spreads
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4.
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Nguyen, Duc Khuong ISC Paris School of Management
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International Finance, Financial Liberalizations, Volatility Spillover, Emerging Stock Markets
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5.
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Nguyen, Duc Khuong ISC Paris School of Management Fontaine, Patrice C. Eurofidai (CNRS and University of Grenoble 2)
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Emerging markets, Stock market liberalization, Weak form efficiency, Time-varying predictability of stock returns, GARCH-in-Mean effect, Kalman Filter
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