Working paper

Dynamic Connectedness of Global Currencies: A Conditional Granger-causality Approach

By: Franck Martin, Duc Khuong Nguyen, Tan Le

Working paper

Cojumps and Asset Allocation in International Equity Markets

By: Mohamed Arouri, Oussama M’saddek, Duc Khuong Nguyen, Kuntara Pukthuanthong

Working paper

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

By: Duc Khuong Nguyen, Thomas Walther