Chapters in books
"Technical Analysis in Turbulent Financial Markets: Does Nonlinearity Assist?"
M. Arouri, F. Jawadi, and D.K. Nguyen
in G.N. Gregoriou (Eds.), Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets, McGraw-Hill, USA, 2010.
View abstract - paper (pdf)
"Nonlinear Shift Contagion Modeling: Further Evidence from High Frequency Stock Data"
M. Arouri, F. Jawadi, W. Louhichi and D.K. Nguyen
in G.N. Gregoriou and R. Pascalau (Eds.), Financial Econometrics Handbook, Chapman Hall / Francis and Taylor London, United Kingdom, 2010.
View abstract - paper (pdf)
"Nonlinear Cointegration and Nonlinear Error Correction Models: Theory and Empirical Applications for Oil and Stock Markets"
M. Arouri, F. Jawadi and D.K. Nguyen
in G.N. Gregoriou and R. Pascalau (Eds.), Financial Econometrics Handbook, Chapman Hall / Francis and Taylor London, United Kingdom, 2010.
View abstract - paper (pdf)
"Emerging Stock Markets and the Current Financial Crisis: Emergence of a New Puzzle"
M. Arouri, F. Jawadi and D.K. Nguyen
in G.N. Gregoriou (Eds.), Banking Crisis Handbook, Chapman Hall / Francis and Taylor London, United Kingdom, 2009.
View abstract - paper (pdf)
"A Study of Market Integration, Share Price Responses and Global Portfolio Investments in the MENA Region"
M. Arouri and D.K. Nguyen
in G.N. Gregoriou (Eds.), Emerging Markets: Performance, Analysis and Innovation, Chapman & Hall / CRC Finance Series, United Kingdom, 2009.
View abstract - paper (pdf)
“Does Macroeconomic Transparency Help Governments be Solvent? Evidence from Recent Data”
Ramzi Mallat and D.K. Nguyen
in M. Bellalah and al. (Eds.), Risk Management and Value: Valuation and Asset Pricing, World Scientific Studies in International Economics, Vol. 7, Spring 2008.
View abstract - paper (pdf)
“Market Deregulations, Volatility and Spillover Effects: Experiences from Emerging Stock Markets”
D.K. Nguyen
in S.Motamen-Samadian (Eds.), Governance and Risk in Emerging and Global Markets, pp. 89-120, Palgrave Macmillan, United Kingdom, 2005.
View abstract - paper (pdf)