Publications

Explore our members’ academic publications over the last five years

 

2021

Nguyen, Thi Thu Ha; Naeem, Muhammad Abubakr; Balli, Faruk; Balli, Hatice Ozer; Syed, Iqbal

Information transmission between oil and housing markets Journal Article

Energy Economics, 95 , pp. 105100, 2021.

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Hussaini, Mussa; Hussain, Nazim; Nguyen, Duc Khuong; Rigoni, Ugo

Is corporate social responsibility an agency problem? An empirical note from takeovers Journal Article

Finance Research Letters, pp. 102007, 2021.

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Naeem, Muhammad Abubakr; Nguyen, Thi Thu Ha; Nepal, Rabindra; Ngo, Quang-Thanh; –, Farhad Taghizadeh

Asymmetric relationship between green bonds and commodities: Evidence from extreme quantile approach Journal Article

Finance Research Letters, pp. 101983, 2021.

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Le, T H

Systemic risk in ASEAN-6: a new empirical investigation Journal Article

International Journal of Emerging Markets, 2021.

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Le, T H

International portfolio allocation: The role of conditional higher moments Journal Article

International Review of Economics and Finance, 74 , pp. 33-57, 2021.

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Tran, Q T

Foreign ownership and cost of debt financing: evidence from an emerging market Journal Article

International Journal of Emerging Markets, 2021.

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Tran, Q T

Local corruption and dividend policy: Evidence from Vietnam Journal Article

Economic Analysis and Policy, 70 , pp. 195-205, 2021.

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Le, TH; Do, HX; Nguyen, DK; Sensoy, A

Covid-19 pandemic and tail-dependency networks of financial assets. Journal Article

Financ Res Lett, 38 , pp. 101800, 2021.

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Breitenstein, Miriam; Nguyen, Duc Khuong; Walther, Thomas

ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW Journal Article

Journal of Economic Surveys, 2021.

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2020

Aslam, Faheem; Aziz, Saqib; Nguyen, Duc Khuong; Mughal, Khurrum S; Khan, Maaz

On the efficiency of foreign exchange markets in times of the COVID-19 pandemic Journal Article

Technological Forecasting and Social Change, 161 , pp. 120261, 2020.

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Tran, Quoc Trung

Corruption and corporate risk-taking: evidence from emerging markets Journal Article

International Journal of Emerging Markets, ahead-of-print (ahead-of-print), 2020.

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Do, H; Nepal, R; Smyth, R

Interconnectedness in the Australian National Electricity Market: A Higher-Moment Analysis* Journal Article

Economic Record, 96 (315), pp. 450–469, 2020, ISSN: 0013-0249.

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Do, HX; Nepal, R; Jamasb, T

Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets Journal Article

Energy Economics, 92 , 2020, ISSN: 0140-9883.

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Bissoondoyal-Bheenick, Emawtee; Do, Hung; Hu, Xiaolu; Zhong, Angel

Learning from SARS: Return and Volatility Connectedness in COVID-19 Journal Article

Finance Research Letters, pp. 101796, 2020.

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Hoang, Viet-Ngu; Nguyen, Duc Khuong; Pham, Tuan Anh

On the Effects of Monetary Policy in Vietnam: Evidence from a Trilemma Analysis Journal Article

The World Economy, 2020.

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Do, HX; Rösch, D; Scheule, H

Liquidity Constraints, Home Equity and Residential Mortgage Losses Journal Article

Journal of Real Estate Finance and Economics, 61 (2), pp. 208–246, 2020, ISSN: 0895-5638.

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Nguyen, Thi Thu Ha; Naeem, Muhammad Abubakr; Balli, Faruk; Balli, Hatice Ozer; Vo, Xuan Vinh

Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds Journal Article

Finance Research Letters, pp. 101739, 2020.

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Nguyen, Duc Khuong; Vo, Dinh-Tri

Enterprise risk management and solvency: The case of the listed EU insurers Journal Article

Journal of Business Research, 113 , pp. 360–369, 2020.

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Yip, PS; Brooks, R; Do, HX; Nguyen, DK

Dynamic volatility spillover effects between oil and agricultural products Journal Article

International Review of Financial Analysis, 69 , 2020, ISSN: 1057-5219.

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Bissoondoyal-Bheenick, E; Brooks, R; Do, HX; Smyth, R

Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets Journal Article

Energy Economics, 86 , 2020, ISSN: 0140-9883.

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Tran, Q T

Corporate cash holdings and financial crisis: new evidence from an emerging market Journal Article

Eurasian Business Review, 10 (2), pp. 271-285, 2020.

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Tran, Q T

Corruption and corporate cash holdings: international evidence Journal Article

Journal of Multinational Financial Management, 54 , 2020.

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Tran, Q T

Creditor protection, shareholder protection and investment efficiency: New evidence Journal Article

North American Journal of Economics and Finance, 52 , 2020.

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Tran, Q T

Corruption, agency costs and dividend policy: International evidence Journal Article

Quarterly Review of Economics and Finance, 76 , pp. 325-334, 2020.

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Le, T H

Forecasting value at risk and expected shortfall with mixed data sampling Journal Article

International Journal of Forecasting, 36 (4), pp. 1362-1379, 2020.

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Tran, Q T

Expansionary monetary policy and corporate investment in an emerging market Journal Article

Journal of Financial Economic Policy, 2020.

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Pham, Son D; Marshall, Ben R; Nguyen, Nhut H; Visaltanachoti, Nuttawat

The liquidity of active ETFs Journal Article

Global Finance Journal, pp. 100572, 2020, ISSN: 1044-0283.

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Tran, Q T

Financial crisis, shareholder protection and cash holdings Journal Article

Research in International Business and Finance, 52 , 2020.

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Tran, Q T

Foreign ownership and investment efficiency: new evidence from an emerging market Journal Article

International Journal of Emerging Markets, 15 (6), pp. 1185-1199, 2020.

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Tran, Q T

Monetary loosening and cash holdings: Evidence from an emerging market Journal Article

Finance Research Letters, 36 , 2020.

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Tran, Q T

Uncertainty avoidance culture, cash holdings and financial crisis Journal Article

Multinational Business Review, 28 (4), pp. 549-566, 2020.

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Nguyen, Duc Khuong; Liu, Bing‐Yue; Ji, Qiang; Nguyen, Duc Khuong; Fan, Ying

Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates Journal Article

International Journal of Finance & Economics, 2020.

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Nguyen, Thi Thu Ha

Consumption smoothing and housing capital gains: evidence from Australia, Canada, and New Zealand Journal Article

Applied Economics, 2020, ISSN: 0003-6846.

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2019

Nguyen, Duc Khuong; Walther, Thomas

Modeling and forecasting commodity market volatility with long-term economic and financial variables Journal Article

Journal of Forecasting, 2019.

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Boubaker, Sabri; Nguyen, Duc Khuong; Piljak, Vanja; Savvides, Andreas

Financial development, government bond returns, and stability: International evidence Journal Article

Journal of International Financial Markets, Institutions and Money, 61 , pp. 81–96, 2019.

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Bissoondoyal-Bheenick, E; Brooks, R; Do, HX

Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market Journal Article

International Review of Economics and Finance, 62 , pp. 309–320, 2019, ISSN: 1059-0560.

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Tran, Q T

Creditors and dividend policy: Reputation building versus debt covenant Journal Article

European Research on Management and Business Economics, 25 (3), pp. 114-121, 2019.

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Tran, Q T

Economic policy uncertainty and corporate risk-taking: International evidence Journal Article

Journal of Multinational Financial Management, 52-53 , 2019.

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Tran, Q T; Nguyen, X M; Nguyen, T H A; Nguyen, T M; Truong, T T T

Monetary loosening and dividend policy: Evidence from vietnamese stock market Journal Article

Asian Academy of Management Journal, 24 (2), pp. 95-112, 2019.

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Arouri, Mohamed; M'saddek, Oussama; Nguyen, Duc Khuong; Pukthuanthong, Kuntara

Cojumps and asset allocation in international equity markets Journal Article

Journal of Economic Dynamics and Control, 98 , pp. 1–22, 2019.

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2018

Boubaker, Sabri; Nguyen, Duc Khuong; Paltalidis, Nikos

Fiscal policy interventions at the zero lower bound Journal Article

Journal of Economic Dynamics and Control, 93 , pp. 297–314, 2018.

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Balcilar, Mehmet; Gupta, Rangan; Nguyen, Duc Khuong; Wohar, Mark E

Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach Journal Article

Applied Economics, pp. 1–16, 2018.

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Bekiros, Stelios; Hammoudeh, Shawkat; Jammazi, Rania; Nguyen, Duc Khuong

Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach Journal Article

Applied Economics, 50 (47), pp. 5029–5047, 2018.

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Do, HX; Rösch, D; Scheule, H

Predicting loss severities for residential mortgage loans: A three-step selection approach Journal Article

European Journal of Operational Research, 2018, ISSN: 0377-2217.

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Phung, Giang; Tröge, Michael

Can Foreigners Improve the Profitability of Emerging Market Banks? Evidence from the Vietnamese Strategic Partner Program Journal Article

Emerging Markets Finance and Trade, 2018, ISSN: 1540-496X.

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BenSaïda, Ahmed; Boubaker, Sabri; Nguyen, Duc Khuong

The shifting dependence dynamics between the G7 stock markets Journal Article

Quantitative Finance, pp. 1–12, 2018.

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2017

Bissoondoyal-Bheenick, E; Brooks, R; Chi, W; Do, XH

Volatility spillover between the US, Chinese and Australian stock markets Journal Article

Australian Journal of Management, pp. 1–23, 2017, ISSN: 0312-8962.

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Yip, PS; Brooks, R; Do, HX

Dynamic spillover between commodities and commodity currencies during United States Q.E. Journal Article

Energy Economics, 66 , pp. 399–410, 2017, ISSN: 0140-9883.

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Janabi, Mazin Al A M; Hernandez, Jose Arreola; Berger, Theo; Nguyen, Duc Khuong

Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios Journal Article

European Journal of Operational Research, 259 (3), pp. 1121–1131, 2017.

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Boubaker, Sabri; Gounopoulos, Dimitrios; Nguyen, Duc Khuong; Paltalidis, Nikos

Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives Journal Article

Journal of Banking & Finance, 77 , pp. 35–52, 2017.

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Nguyen, Duc Khuong

Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets Journal Article

European Journal of Operational Research, 2017.

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Tran, Q T

Dividend capture on the ex-dividend day: Evidence from Vietnamese stock market Journal Article

Asian Academy of Management Journal of Accounting and Finance, 13 (2), pp. 69-94, 2017.

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Tran, Q T; Alphonse, P; Nguyen, X M

Dividend policy: Shareholder rights and creditor rights under the impact of the global financial crisis Journal Article

Economic Modelling, 64 , pp. 502-512, 2017.

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Nguyen, T H; Nguyen, X M; Nguyen, T T H; Tran, Q T

Ownership structure and performance of professional service firms in a declining industry: Evidence from Vietnamese securities firms Journal Article

Business and Economic Horizons, 13 (2), pp. 142-151, 2017.

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Nguyen, Duc Khuong; î, Beno; Sjö, Bo; Uddin, Gazi Salah

The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India Journal Article

Applied Economics, 49 (40), pp. 4083–4098, 2017.

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