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), as Assistant Professor of Finance and Grenoble Graduate Institute of Business (2005-2006), and Research and Teaching Assistant at EM Lyon Business School (2003-2005) .
Dr. Nguyen is also a Non-Resident Research Fellow at the School of Public and Environmental Affairs, Indiana University, and a Research Associate 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 European Journal of Operational Research, 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, Review of International Economics, Review of Quantitative Finance and Accounting, and World Economy.
- 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), 2011-2013, 2013-2015
- President of Vietnam Finance Association International (VFAI), 2012-2014
- Executive Secretary of Vietnam Finance Association International (VFAI), 2014-2015
- Board member of the Asian Finance Association, 2014-2016
- Executive Director of the International Society for the Advancement in Financial Economics (ISAFE), 2016-
Conference Organizing/Scientific Committees
- 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: 2013 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: 2014 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
- Co-chair: 2014 Paris Financial Management Conference, 15-16 December 2014, Paris, France
- Co-chair: 2015 International Symposium on Energy and Finance Issues, 20 March 2015, Paris, France
- Co-chair: 2015 Vietnam International Conference in Finance, 4-5 June 2015, Ho Chi Minh city, Vietnam
- Co-chair: 2015 International Research Meeting in Business and Management, 2-3 July 2015, Nice, France
- Scientific committee member: 7th International IFABS Conference, 27-29 June 2015, Hangzhou, China
- Co-chair: 2015 Paris Financial Management Conference, 14-15 December 2015, Paris, France
- Organizer: 2016 International Symposium on Energy and Finance Issues, 24-25 March 2016, Paris, France
- Scientific committee member: 8th International IFABS Conference, 1-3 June 2016, Barcelona, Spain
- Organizer: International Conference on Financial Development and Economic Stability, 29-30 September 2016, Durham, United Kingdom
- Co-chair: 2016 Paris Financial Management Conference, 12-14 December 2016, Paris, France
- Invited Speaker, 6th Istanbul Conference of Economics and Finance, 8-9 September 2016, Istanbul, Turkey
- Invited Speaker, G21 Swisstainability Forum, 28-29 June 2016 Lausanne, Switzerland
- Keynote Speaker, International Conference on Economic and Development Policy (ICEDP-2015), 23–24 October 2015, Hammamet, Tunisia.
- Subject Editor, Journal of International Financial Markets, Institutions, and Money, Aug 2015-
- Associate Editor, Finance Research Letters, Jan 2015-
- Subject Editor, Emerging Markets Review, Dec 2014-
- Associate Editor, International Review of Financial Analysis, Aug 2014-
- Associate Editor, Research in International Business and Finance, Oct 2014-
- Section Editor, European Journal of Comparative Economics, Oct 2014-
- Editorial Board: Annals of Financial Economics, Journal of Risk and Financial Management
- Guest-Editor for special issues of Energy Policy (2015), International Review of Financial Analysis (2016, 2015), Economic Modelling (2014), North American Journal of Economics and Finance (2014), Energy Studies Review (2013).
- Information Diffusion, Cluster Formation and Entropy-based Network Dynamics in Equity and Commodity Markets. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, forthcoming (with Stelios Bekiros, Leonidas Sandoval Jr., and Gazi Salah Uddin).
- Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting. THE WORLD ECONOMY, forthcoming (with Shawkat Hammoudeh, Sang-Hoon Kang, and Walid Mensi).
- Impact of Speculation and Economic Uncertainty on Commodity Markets. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, Vol. 43, pp. 115-127, 2016 (with Pierre Andreasson, Stelios Bekiros, and Gazi Salah Uddin).
- Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models. REVIEW OF INTERNATIONAL ECONOMICS, Vol. 24, pp. 1-19, 2016 (with Shawkat Hammoudeh, Walid Mensi and Seong-Min Yoon).
- US Monetary Policy and Sectoral Commodity Prices. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, Vol. 57, pp. 61-85, 2015 (with Shawkat Hammoudeh, and Ricardo Sousa).
- Dynamic Dependence of the Global Islamic Equity Index with Global Conventional Equity Market Indices and Risk Factors. PACIFIC-BASIN FINANCE JOURNAL, Vol. 30, pp. 189-206, 2014 (with Shawkat Hammoudeh, Walid Mensi, and Juan Carlos Reboredo).
Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY, Vol. 33, pp. 367-378, 2014 (with Rangan Gupta, Shawkat Hammoudeh, and Mampho P. Modise).
- Dependence of Stock and Commodity Futures Markets in China: Implications for Portfolio Investment. EMERGING MARKETS REVIEW, Vol. 21, pp. 183-200, 2014 (with Shawkat Hammoudeh, Juan Carlos Reboredo, and Xiaoqian Wen).
Financial Linkages between U.S. Sector Credit Default Swaps Markets. JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY, Vol. 33, pp., 223-243, 2014 (with Mohamed Arouri, Shawkat Hammoudeh, and Fredj Jawadi).
- 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).
- 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", Sabri Boubaker, and Duc K. Nguyen (Eds.), World Scientific Publishing, 2014.
- "Corporate Governance in Emerging Markets: Theories, Practices and Cases", Sabri Boubaker, and Duc K. Nguyen (Eds.), Springer Verlag, 2014.
- "Emerging Markets and the Global Economy: A Handbook", Mohamed Arouri, Sabri Boubaker, and Duc K. Nguyen (Eds.), Elsevier, 2013.
- "Corporate Governance: Recent Developments and New Trends", Sabri Boubaker, Bang D. Nguyen and Duc K. Nguyen (Eds.), Springer Verlag, 2012.
- "Board Directors and Corporate Social Responsibility", Sabri Boubaker and Duc K. Nguyen (Eds.), Palgrave Macmillan, 2012.
- "The Dynamics of Emerging Stock Markets: Empirical Assessments and Implications", Mohamed Arouri, Fredj Jawadi and Duc K. Nguyen, Book Series Contributions to Management Science, Springer Verlag, January 2010.
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