Duc Khuong Nguyen

Available identifiers

Publication	Date of Publication	Type
Investor attention and cryptocurrency market liquidity: a double-edged sword	2024-05-30	Paper
Statistical arbitrage: factor investing approach	2024-02-21	Paper
On the role of commodity futures in portfolio diversification	2023-09-29	Paper
Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the euro area	2023-03-07	Paper
Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach	2022-06-30	Paper
Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany	2020-01-20	Paper
Dynamic integration and network structure of the EMU sovereign bond markets	2020-01-20	Paper
Value‐at‐risk under market shifts through highly flexible models	2019-05-28	Paper
Cojumps and asset allocation in international equity markets	2019-03-27	Paper
A tale of two risks in the EMU sovereign debt markets	2018-12-12	Paper
The shifting dependence dynamics between the G7 stock markets	2018-11-14	Paper
Fiscal policy interventions at the zero lower bound	2018-08-13	Paper
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios	2018-05-25	Paper

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