Dr. Duc Khuong Nguyen holds a MSc and a PhD in Finance from the University of Grenoble II (France) and obtains his HDR (Habilitation for Supervising Doctoral Research) in Management Sciences in June 2009. He also completed the "Leaders in Development" program at Harvard University, John F. Kennedy School of Government, Executive Education (2013). In January 2013, he joined IPAG Business School as Professor of Finance and Deputy Director for Research. Before joining IPAG Business School, he served as Professor of Finance and Head of the Department of Finance and Information Systems at ISC Paris School of Management (2006-2012) and as Assistant Professor of Finance at EM Lyon Business School (2003-2005) and Grenoble Graduate Institute of Business (2005-2006).
Dr. Nguyen is also an Associate Researcher at the Department of Finance, Centre d'Economie de la Sorbonne (CES), University Paris 1 Panthéon-Sorbonne.
His principal research areas concern emerging markets finance, energy finance, volatility modeling and risk management in international capital markets. His most recent articles are forthcoming and published in refereed journals such as Economic Modelling, Energy Economics, Energy Policy, Journal of Banking and Finance, Journal of International Financial Markets, Institutions and Money, Journal of International Money and Finance, Journal of Macroeconomics, Macroeconomic Dynamics, Quarterly Review of Economics and Finance, and Review of Accounting and Finance.
- My CV
- Research publications at IDEAS
- Research publications at EconPapers
- SelectedWorks at Bepress
- Co-chair: Workshop on Islamic Banking and Finance, 19 October 2012, ISC Paris School of Management
- Co-chair: 7th International Finance Conference, 7-9 March 2013, Paris, France
- Scientific committee member: 1st International Symposium on Energy and Finance Issues, 1 March 2013, Paris, France
- Co-chair: 1st Paris Financial Management Conference, 16-17 December 2013, Paris, France
- Co-chair: 2nd International Symposium on Energy and Finance Issues, 28 March 2014, Paris, France
- Co-chair: 1st Vietnam International Conference in Finance, 5-6 June 2014, Hanoi, Vietnam
- Co-chair: 5th International Research Meeting in Business and Management, 7-8 July 2014, Nice, France
- Guest editor/co-editor for special issues of Economic Modelling (2014), North American Journal of Economics and Finance (2014), Energy Studies Review (2013, 2014), European Journal of Comparative Economics (2014), International Review of Financial Analysis (2015), Review of Quantitative Finance and Accounting (2015), Research in International Business and Finance (2015), and Journal of Risk Finance (2015).
- Biography cited in the 2012 Marquis Who's Who in the World (29th Edition)
- Biography cited in the 2013 Marquis Who's Who in the World (30th Edition)
- President of the Association of Vietnamese Scientists and Experts (France)
- President of Vietnam Finance Association International
- Do Global Factors Impact BRICS Stock Markets? A Quantile Regression Approach. Emerging Markets Review, forthcoming, 2014 (with Walid Mensi, Shawkat Hammoudeh, and Juan Carlos Reboredo)
- Volatility Forecasting and Risk Management for Commodity Markets in the Presence of Asymmetry and Long Memory. Energy Economics, Vol. 41, pp. 1-18, 2014 (with Walid Chkili and Shawkat Hammoudeh)
- How Strong are the Causal Relationships between Islamic Stock Markets and Conventional Financial Systems? Evidence from Linear and Nonlinear Tests. Journal of International Financial Markets, Institutions and Money, Vol. 28, pp. 213-227, 2014 (with Ahdi Noomen Ajmi, Shawkat Hammoudeh, and Soodabeh Sarafrazi)
- Conditional Dependence Structure between Oil Prices and Exchange Rates: A Copula-GARCH Approach. Journal of International Money and Finance, Vol. 32, No. 2, pp. 719-738, 2013 (with Riadh Aloui and Mohamed Ben Aïssa)
- What Can We Tell about Monetary Policy Synchronization and Interdependence over the 2007-2009 Global Financial Crisis? Journal of Macroeconomics, Vol. 36, pp. 175-187, 2013 (with Mohamed Arouri and Fredj Jawadi)
- An International CAPM for Partially Integrated Markets: Theory and Empirical Evidence. Journal of Banking and Finance, Vol. 36, No. 9, pp. 2473-2493, 2012 (with Mohamed Arouri and Kuntara Pukthuanthong)
- Modeling Nonlinear and Heterogeneous Dynamic Linkages in International Monetary Markets. Macroeconomic Dynamics, Vol. 16, S2, pp. 232-251, 2012 (with Mohamed Arouri and Fredj Jawadi)
- Long Memory and Structural Breaks in Modeling the Return and Volatility Dynamics of Precious Metals. Quarterly Review of Economics and Finance, Vol. 52, No. 2, pp. 207-218, 2012 (with Mohamed Arouri, Shawkat Hammoudeh, and Amine Lahiani)
- Asymmetric Effects and Long Memory in Dynamic Volatility Relationships between Stock Returns and Exchange Rates. Journal of International Financial Markets, Institutions and Money, Vol. 22, No. 4, pp. 738-757, 2012 (with Chaker Aloui and Walid Chkili)
- On Volatility Spillovers between Oil Prices and Stock Sector Returns: Implications for Portfolio Management. Journal of International Money and Finance, Vol. 30, No. 7, pp. 1387-1405, 2011 (with Mohamed Arouri and Jamel Jouini)
- Global Financial Crisis, Extreme Interdependences, and Contagion Effects: The Role of Economic Structure? Journal of Banking and Finance, Vol. 35, No. 1, pp. 130-141, 2011 (with Riadh Aloui and Safouane Ben Aïssa)
Books and edited books
- "Corporate Governance and Corporate Social Responsibility: Emerging Markets Focus", S. Boubaker, and D.K. Nguyen (Eds.), World Scientific Publishing, 2014.
- "Corporate Governance in Emerging Markets: Theories, Practices and Cases", S. Boubaker, and D.K. Nguyen (Eds.), Springer Verlag, 2014.
- "Emerging Markets and the Global Economy: A Handbook", M. Arouri, S. Boubaker, and D.K. Nguyen (Eds.), Elsevier, 2013.
- "Corporate Governance: Recent Developments and New Trends", S. Boubaker, B.D. Nguyen and D.K. Nguyen (Eds.), Springer Verlag, 2012.
- "Board Directors and Corporate Social Responsibility", S. Boubaker and D.K. Nguyen (Eds.), Palgrave Macmillan, 2012.
- "The Dynamics of Emerging Stock Markets: Empirical Assessments and Implications", M. Arouri, F. Jawadi and D.K. Nguyen, Book Series Contributions to Management Science, Springer Verlag, January 2010.
IPAG Business School
184 Boulevard Saint-Germain
75006 Paris, FRANCE
Phone: +33 (0) 1 53 63 36 00
Fax: +33 (0) 1 45 44 40 46
Home page: http://www.ipag.fr/en/home.html
IPAG Business School
27 Rue de l'Université
75007 Paris, France