Duc Khuong Nguyen

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Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility.

Xuất bản: 27 July, 2022

Mondher Bellalah, Duc Khuong Nguyen, Mondher Bellalah, Duc Khuong Nguyen

This paper aims to test for structural breaks and dynamic changes in emerging market volatility. We typically relate these issues to stock market liberalization since the latter is often considered as one of the most important forces that promote economic...

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The Comovements in International Stock Markets: New evidence from Latin American Emerging Countries.

Xuất bản: 27 July, 2022

Mohamed El Hedi Arouri, Mondher Bellalah, Duc Khuong Nguyen, Mohamed El Hedi Arouri, Mondher Bellalah, Duc Khuong Nguyen

We analyze the time-variations of conditional correlations between selected Latin American emerging markets and between them and the World stock market to further shed light on the issues of capital market integration and portfolio diversification. The...

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