Duc Khuong Nguyen
Phone: +33 1 5363 3600
International Finance, Energy Finance, Analysis of Financial Markets, Financial Econometrics, Extreme Value and Portfolio Risk Management
Asset Pricing and Valuation, Financial Markets and Bank Management, Financial Management, Research Methods and Financial Theory
- Selected publications
- Professional experiences
Duc Khuong Nguyen is Professor of Finance and Deputy Director for Research at IPAG Business School (France). He holds a PhD in Finance from the University of Grenoble II (France) and an HDR (Habilitation for Supervising Scientific Research) degree in Management Science from University of Cergy-Pontoise (France) and completed an executive education program in “Leadership in Development” at Harvard Kennedy School (United States). He is also a Non-Resident Research Fellow at the Indiana University School of Public and Environmental Affairs and was a Research Associate at the Department of Finance, Centre d'Economie de la Sorbonne, University Paris 1 Panthéon-Sorbonne. He serves on editorial boards of many peer-reviewed finance journals such as Journal of International Financial Markets, Institutions & Money, Emerging Markets Review, Finance Research Letters, International Review of Financial Analysis, and Research in International Business and Finance.
Nguyen, D.K., Fiscal Policy Interventions at the Zero Lower Bound. Journal of Economic Dynamics and Control, forthcoming (with S. Boubaker and N. Paltalidis).
Nguyen, D.K., Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets. Journal of International Money and Finance, Vol. 73(Part B), pp. 317-334, 2017 (with S. Bekiros, S. Boubaker, and G.S. Uddin).
Nguyen, D.K., Assessing the Effects of Unconventional Monetary Policy and Low Interest Rates on Pension Fund Risk Incentives. Journal of Banking and Finance, Vol. 77, pp. 35-52, 2017 (with S. Boubaker, D. Gounopoulos, and N. Paltalidis).
Nguyen, D.K., Multivariate Dependence and Portfolio Optimization Algorithms under Illiquid Market Scenarios. European Journal of Operational Research, Vol. 259(3), pp. 1121-1131, 2017 (with M.A.M. Al Janabi, J. Arreola Hernandez, and T. Berger).
Nguyen, D.K., Information Diffusion, Cluster Formation and Entropy-based Network Dynamics in Equity and Commodity Markets. European Journal of Operational Research, Vol. 256(3), pp. 945-961, 2017 (with S. Bekiros, L. Sandoval Jr., and G.S. Uddin).
Nguyen, D.K., US Monetary Policy and Sectoral Commodity Prices. Journal of International Money and Finance, Vol. 57, pp. 61-85, 2015 (with S. Hammoudeh, and R. Sousa).
Nguyen, D.K., 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 M. Arouri and K. Pukthuanthong).
Nguyen, D.K., 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 R. Aloui and S. Ben Aïssa).
Since 2013: Full Professor of Finance with Special Responsibilities, Deputy Director for Research, Head of the Department of Finance, Auditing and Accounting.
2006-2012: Professor of Finance, ISC Paris Business School
2005-2006: Assistant Professor of Finance, IAE, University of Grenoble 2 & INP Grenoble
2003-2005: Teaching and Research Assistant, EM Lyon Business School