Duc Khuong Nguyen

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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

Research outcomes over time

This page was built for person: Duc Khuong Nguyen