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 UniversityJohn 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.

 

RECENT PUBLICATIONS

 

Articles

  • Do Global Factors Impact BRICS Stock Markets? A Quantile Regression ApproachEmerging 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

 

CONTACT

 

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

______________________________________

Office address

IPAG Business School

27 Rue de l'Université

75007 Paris, France

Email: duc.nguyen[at]ipag.fr

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