Duc Khuong Nguyen

EMLV Business School Paris

Professor of Finance

12, avenue Léonard de Vinci

Courbevoie, lle de France 92400

France

  • EMLV Business School Paris

SCHOLARLY PAPERS

32

DOWNLOADS
Rank 16,696

SSRN RANKINGS

Top 16,696

in Total Papers Downloads

6,419

TOTAL CITATIONS
Rank 18,271

SSRN RANKINGS

Top 18,271

in Total Papers Citations

70

Scholarly Papers (32)

Actions:
Email selected abstracts
1.

Common Drivers of Commodity Futures?

Queen’s Management School Working Paper 05, 2022
Number of pages: 65 Posted: 30 Sep 2022 Last Revised: 01 Nov 2024
Tom L. Dudda, Tony Klein, Duc Khuong Nguyen and Thomas Walther
Faculty of Business and Economics, Dresden University of Technology, Chemnitz University of Technology (CUT) - Department of Economics, EMLV Business School Paris and Utrecht University - School of Economics
Downloads 804 (67,263)
Citation 4

Abstract:

Loading...

Commodity futures, Commodity Financialization, Mixed Data Sampling, Predictability

2.

Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review

Breitenstein, Miriam; Nguyen, Duc K.; Walther, Thomas (2021): Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review, in: Journal of Economic Surveys, Vol. 35, No. 2, pp. 512-538. DOI: 10.1111/joes.12411 (Open Access), University of St.Gallen, School of Finance Research Paper No. 2019/10
Number of pages: 46 Posted: 31 Jul 2019 Last Revised: 31 Jan 2022
Miriam Breitenstein, Duc Khuong Nguyen and Thomas Walther
Dresden University of Technology - Chair of Finance and Financial Services, EMLV Business School Paris and Utrecht University - School of Economics
Downloads 625 (93,164)
Citation 12

Abstract:

Loading...

Environment, Climate, Risk Management, Banking, Financial Institutions

3.

Research Handbook of Finance and Sustainability (Table of Contents)

Research Handbook of Finance and Sustainability, Forthcoming
Number of pages: 11 Posted: 23 Aug 2017
Sabri Boubaker, Douglas J. Cumming and Duc Khuong Nguyen
Ecole de Management de Normandie, Florida Atlantic University and EMLV Business School Paris
Downloads 444 (142,137)

Abstract:

Loading...

Corporate social responsibility; Environmental Finance; Entrepreneurial Finance; Sustainable Finance; Fraud; Corporate Governance

4.

Non-Fungible Token Markets: A Focus on Tail Behavior and Relationship with Bitcoin

Number of pages: 14 Posted: 29 Mar 2022
Cuong Nguyen, Huy Viet Hoang and Duc Khuong Nguyen
Lincoln University (NZ), University of Economics Ho Chi Minh City, Vietnam and EMLV Business School Paris
Downloads 400 (160,211)
Citation 3

Abstract:

Loading...

bitcoin, cryptocurrency, NFTs, non-fungible token, quantile connectedness, tail behavior

5.

An International CAPM for Partially Integrated Markets: Theory and Empirical Evidence

Journal of Banking and Finance, Vol. 36, No. 9, 2012
Number of pages: 54 Posted: 23 Dec 2012
Mohamed El Hedi Arouri, Duc Khuong Nguyen and Kuntara Pukthuanthong
EDHEC Business School, EMLV Business School Paris and University of Missouri, Columbia
Downloads 400 (160,668)

Abstract:

Loading...

ICAPM, integration, emerging markets, multivariate GARCH

6.

Does Board Gender Diversity Make a Difference - New Evidence from Quantile Regression Analysis

Number of pages: 18 Posted: 09 May 2014
Rey Dang and Duc Khuong Nguyen
ISTEC Ecole Supérieure de Commerce et de Marketing and EMLV Business School Paris
Downloads 384 (167,770)
Citation 1

Abstract:

Loading...

Board of Directors, Gender, Diversity, Corporate Governance.

7.

Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables

University of St. Gallen, School of Finance Research Paper No. 2018/24, Journal of Forecasting, 39(2), pp. 126-142, DOI: 10.1002/for.2617
Number of pages: 41 Posted: 05 Dec 2018 Last Revised: 05 Feb 2020
Duc Khuong Nguyen and Thomas Walther
EMLV Business School Paris and Utrecht University - School of Economics
Downloads 313 (209,776)
Citation 8

Abstract:

Loading...

Commodity futures, GARCH, Long-term volatility, Macroeconomic effects, Mixed data sampling

8.

Assessing the Effects of Unconventional Monetary Policy and Low Interest Rates on Pension Fund Risk Incentives

Journal of Banking and Finance, Vol. 77, pp. 35-52, April 2017
Number of pages: 59 Posted: 15 Mar 2015 Last Revised: 15 Jan 2017
Sabri Boubaker, Dimitrios Gounopoulos, Duc Khuong Nguyen and Nikos Paltalidis
Ecole de Management de Normandie, University of Bath - School of Management, EMLV Business School Paris and Durham Business School
Downloads 289 (228,460)
Citation 5

Abstract:

Loading...

Pension funds; Unconventional monetary policy; Asset allocation; Interest rates

9.

Does the Board of Directors Affect Cash Holdings? A Study of French Listed Firms

Journal of Management and Governance, Forthcoming
Number of pages: 30 Posted: 31 Oct 2013
Sabri Boubaker, Imen Derouiche and Duc Khuong Nguyen
Ecole de Management de Normandie, Independent and EMLV Business School Paris
Downloads 283 (233,538)
Citation 9

Abstract:

Loading...

Corporate governance, Board of directors, Agency costs, Corporate governance, Cash holdings

10.

Economic Drivers of Volatility and Correlation in Precious Metal Markets

Journal of Commodity Markets, forthcoming. DOI: 10.1016/j.jcomm.2021.100242
Number of pages: 36 Posted: 02 Aug 2021 Last Revised: 22 Jan 2022
Theu Dinh, Stephane Goutte, Duc Khuong Nguyen and Thomas Walther
National Economics University of Vietnam (NEU), University Paris-Saclay, UMI Source, UVSQ, EMLV Business School Paris and Utrecht University - School of Economics
Downloads 282 (234,380)
Citation 10

Abstract:

Loading...

Precious metals, long-term volatility \sep long-term correlation, macroeconomic drivers, financial drivers, economic policy uncertainty, mixed data sampling

11.

Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach

Number of pages: 55 Posted: 05 Nov 2020 Last Revised: 30 Dec 2020
Duc Khuong Nguyen, Nikolas Topaloglou and Thomas Walther
EMLV Business School Paris, Athens University of Economics and Business and Utrecht University - School of Economics
Downloads 263 (251,580)

Abstract:

Loading...

Stochastic Dominance, Stochastic Spanning, Commodities, FX, Real Estate, Diversification

12.

Do Liquidity and Idiosyncratic Risk Matter?: Evidence from the European Mutual Fund Market

Review of Quantitative Finance and Accounting, August 2016, Volume 47, Issue 2, pp 213-247., Midwest Finance Association 2013 Annual Meeting Paper.
Number of pages: 37 Posted: 01 Feb 2012 Last Revised: 22 Oct 2016
Javier Vidal-García, Marta Vidal and Duc Khuong Nguyen
Complutense University of MadridHarvard University, Universidad Europea de Madrid and EMLV Business School Paris
Downloads 253 (261,734)

Abstract:

Loading...

Mutual Fund Performance, Idiosyncratic Risk, Liquidity, Style Analysis

13.

Research Handbook of Investing in the Triple Bottom Line (Introduction)

Research Handbook of Investing in the Triple Bottom Line, Forthcoming
Number of pages: 9 Posted: 18 Dec 2017
Sabri Boubaker, Douglas J. Cumming and Duc Khuong Nguyen
Ecole de Management de Normandie, Florida Atlantic University and EMLV Business School Paris
Downloads 232 (285,145)
Citation 1

Abstract:

Loading...

Impact investing, Sustainable development, Socially responsible firms, Green finance instruments, Financial stability, Fraud, Corporate social responsibility

14.

Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry

Utrecht School of Economics Working Paper Series nr: 20-02
Number of pages: 62 Posted: 10 Jun 2020 Last Revised: 27 Jan 2022
Miriam Breitenstein, Carl-Philipp Anke, Duc Khuong Nguyen and Thomas Walther
Dresden University of Technology - Chair of Finance and Financial Services, Dresden University of Technology - Faculty of Economics and Business Management, EMLV Business School Paris and Utrecht University - School of Economics
Downloads 222 (297,472)
Citation 8

Abstract:

Loading...

Coal Phase-out, Energy transition, Germany, Stranded Assets

15.

On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic

Number of pages: 32 Posted: 30 Jun 2020
Faheem Aslam, Saqib Aziz, Duc Khuong Nguyen, Khurrum Mughal and Maaz Khan
Hanyang University - School of Business, Rennes School of Business, EMLV Business School Paris, Comsats University Islamabad and COMSATS University Islamabad
Downloads 210 (313,680)
Citation 5

Abstract:

Loading...

COVID-19; pandemic; forex market; MF-DFA; high frequency; efficiency

16.

Financial Robo-Advisors: A Comprehensive Review and Future Directions

Number of pages: 37 Posted: 06 May 2025
Mustafa Nourallah, Peter Öhman, Thomas Walther and Duc Khuong Nguyen
Mid Sweden University, Mid Sweden University, Utrecht University - School of Economics and EMLV Business School Paris
Downloads 207 (317,986)

Abstract:

Loading...

Financial Robo-Advisors, financial technology, investments

17.

Systematic ESG Exposure and Stock Returns: Evidence from the United States during the 1991-2019 Period

Number of pages: 39 Posted: 09 Feb 2022 Last Revised: 15 Mar 2022
Aymen Karoui and Duc Khuong Nguyen
York University and EMLV Business School Paris
Downloads 191 (342,719)

Abstract:

Loading...

ESG Exposure, stock returns, systematic exposure, corporate social responsibility (CSR)

18.

China's Monetary Policy Framework and Global Commodity Prices

Number of pages: 34 Posted: 28 May 2022
Shawkat M. Hammoudeh, Duc Khuong Nguyen and Ricardo M. Sousa
Drexel University - Lebow College of Business, EMLV Business School Paris and University of Minho
Downloads 109 (543,813)
Citation 1

Abstract:

Loading...

Monetary policy instruments, Commodity prices, Bayesian Structural VAR, China.

19.

An International CAPM for Partially Integrated Markets: Theory and Empirical Evidence

Downloads 104 (563,196)
Citation 1

An International CAPM for Partially Integrated Markets: Theory and Empirical Evidence

Number of pages: 39 Posted: 25 Jan 2011
Mohamed Arouri, Duc Khuong Nguyen and Kuntara Pukthuanthong
Université Côte d'Azur, EMLV Business School Paris and University of Missouri, Columbia
Downloads 54 (836,490)
Citation 1

Abstract:

Loading...

International asset pricing, segmentation, emerging markets, multivariate GARCH

An International CAPM for Partially Integrated Markets: Theory and Empirical Evidence

Number of pages: 49 Posted: 21 Mar 2011 Last Revised: 05 Feb 2019
Mohamed Arouri, Duc Khuong Nguyen and Kuntara Pukthuanthong
Université Côte d'Azur, EMLV Business School Paris and University of Missouri, Columbia
Downloads 50 (868,929)

Abstract:

Loading...

international Asset Pricing, Segmentation, Emerging Markets, Multivariate GARCH

20.

Diversification Benefits of Precious Metal Markets: A Stochastic Spanning Approach

Number of pages: 33 Posted: 18 Apr 2023
Theu Dinh, Stephane Goutte, Duc Khuong Nguyen and Nikolas Topaloglou
National Economics University of Vietnam (NEU), University Paris-Saclay, UMI Source, UVSQ, EMLV Business School Paris and Athens University of Economics and Business
Downloads 103 (567,171)

Abstract:

Loading...

Precious metals; Stochastic spanning; Optimal portfolio; Diversification benefits; Stochastic dominance

21.

Reaching for Yield and the Diabolic Loop in a Monetary Union

Journal of International Money and Finance, Vol. 108, pp. 102-157, November 2020
Number of pages: 41 Posted: 13 Feb 2019 Last Revised: 06 Jan 2021
Sabri Boubaker, Dimitrios Gounopoulos, Duc Khuong Nguyen and Nikos Paltalidis
Ecole de Management de Normandie, University of Bath - School of Management, EMLV Business School Paris and Durham Business School
Downloads 99 (583,171)

Abstract:

Loading...

Diabolic loop, Financial intermediation, Sovereign debt

22.

Broker Network Connectivity and the Cross-Section of Expected Stock Returns

Number of pages: 76 Posted: 25 Mar 2022
Murat Tiniç, Ahmet Şensoy, Muge Demir and Duc Khuong Nguyen
VU University Amsterdam - School of Business and Economics, Bilkent University, European Union - European Investment Fund and EMLV Business School Paris
Downloads 85 (641,760)

Abstract:

Loading...

Limit order book, trading networks, broker networks, network connectivity, pricing factors

23.

Cojumps and Asset Allocation in International Equity Markets

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 42 Posted: 28 Nov 2018
Mohamed Arouri, Oussama M’saddek, Duc Khuong Nguyen and Kuntara Pukthuanthong
Université Côte d'Azur, Université Clermont Auvergne, EMLV Business School Paris and University of Missouri, Columbia
Downloads 74 (695,212)
Citation 2

Abstract:

Loading...

cojumps, foreign asset holdings, international diversification

24.

Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework

Number of pages: 33 Posted: 28 Feb 2021
Erdin Akyildirim, Shaen Corbet, Duc Khuong Nguyen and Ahmet Sensoy
University of Zurich, Dublin City University, EMLV Business School Paris and Borsa Istanbul
Downloads 28 (1,063,910)

Abstract:

Loading...

25.

Credit and Financial Cycle Synchronization Impact on Sovereign Credit Risk

Number of pages: 33 Posted: 05 Feb 2025
Duc Khuong Nguyen and Nikos Paltalidis
EMLV Business School Paris and Durham Business School
Downloads 15 (1,222,296)

Abstract:

Loading...

JEL classification: G01, G12, C32, E44, E32 Sovereign Risk, Asset Prices, Credit Cycle, Financial Cycle

26.

Reprint of: Assessing the Effects of Unconventional Monetary Policy and Low Interest Rates on Pension Fund Risk Incentives

Journal of Banking and Finance, Vol. 92, pp. 340-357, March 2018
Posted: 15 Apr 2021
Sabri Boubaker, Dimitrios Gounopoulos, Duc Khuong Nguyen and Nikos Paltalidis
Ecole de Management de Normandie, University of Bath - School of Management, EMLV Business School Paris and Durham Business School

Abstract:

Loading...

Pension Funds; Unconventional Monetary Policy; Asset Allocation; Interest Rates

27.

Fiscal Policy Interventions at the Zero Lower Bound

Journal of Economic Dynamics and Control, Vol. 93, pp. 297-314, August 2018
Posted: 04 Mar 2017 Last Revised: 15 Oct 2018
Sabri Boubaker, Duc Khuong Nguyen and Nikos Paltalidis
Ecole de Management de Normandie, EMLV Business School Paris and Durham Business School

Abstract:

Loading...

Fiscal Policy; Liquidity Trap; Fiscal Multipliers; Zero Lower Bound

28.

Multivariate Dependence Risk and Portfolio Optimization: An Application to Mining Stock Portfolios

Resources Policy 46 (2015) 1–11
Posted: 30 May 2016
Stelios Bekiros, José Arreola Hernández, Shawkat M. Hammoudeh and Duc Khuong Nguyen
European University Institute - Economics Department (ECO), Tecnologico de Monterrey (ITESM), Drexel University - Lebow College of Business and EMLV Business School Paris

Abstract:

Loading...

Mining stocks, Vine copulas, Risk measures, Tail dependence, Portfolio optimization

29.

Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility

Posted: 02 Oct 2007
Duc Khuong Nguyen and Mondher Bellalah
EMLV Business School Paris and Universite de Cergy-Pontoise

Abstract:

Loading...

Stock Market Liberalization, Return Volatility, Emerging Stock Markets, Bivariate GARCH-M models, Structural Breaks, Pooled Time-Series Analysis

30.

Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data

Posted: 17 May 2007
Ramzi Mallat and Duc Khuong Nguyen
affiliation not provided to SSRN and EMLV Business School Paris

Abstract:

Loading...

emerging markets, transparency, standards and codes, international financial architecture, sovereign debt and yield spreads

31.

Market Deregulations, Volatility and Spillover Effects: Experiences from Emerging Stock Markets

Sima Motamen-Samadian, GOVERNANCE AND RISK IN EMERGING AND GLOBAL MARKETS: Centre for the Study of Emerging Markets Series, Palgrave Macmillan October 2005
Posted: 26 Mar 2007
Duc Khuong Nguyen
EMLV Business School Paris

Abstract:

Loading...

International Finance, Financial Liberalizations, Volatility Spillover, Emerging Stock Markets

32.

Stock Market Liberalization and Informational Efficiency in Emerging Markets: New Consideration and Tests

Bank & Markets, No. 84, 2006
Posted: 26 Mar 2007
Duc Khuong Nguyen and Patrice C. Fontaine
EMLV Business School Paris and Eurofidai (CNRS)

Abstract:

Loading...

Emerging markets, Stock market liberalization, Weak form efficiency, Time-varying predictability of stock returns, GARCH-in-Mean effect, Kalman Filter