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