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Nguyen, Duc Binh Benno
18  results:
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1

The memory of stock return volatility: Asset pricing implic..:

Nguyen, Duc Binh Benno ; Prokopczuk, Marcel ; Sibbertsen, Philipp
Journal of Financial Markets.  47 (2020)  - p. 100487 , 2020
Link: https://doi.org/10.1016/..
 
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2

Jumps in commodity markets:

Nguyen, Duc Binh Benno ; Prokopczuk, Marcel
Journal of Commodity Markets.  13 (2019)  - p. 55-70 , 2019
Link: https://doi.org/10.1016/..
 
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3

Asset prices and "the devil(s) you know":

Hollstein, Fabian ; Nguyen, Duc Binh Benno ; Prokopczuk, Marcel
Journal of Banking & Finance.  105 (2019)  - p. 20-35 , 2019
Link: https://doi.org/10.1016/..
 
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4

The risk premium of gold:

Nguyen, Duc Binh Benno ; Prokopczuk, Marcel ; Wese Simen, Chardin
Journal of International Money and Finance.  94 (2019)  - p. 140-159 , 2019
Link: https://doi.org/10.1016/..
 
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5

International tail risk and World Fear:

Hollstein, Fabian ; Nguyen, Duc Binh Benno ; Prokopczuk, Marcel.
Journal of International Money and Finance.  93 (2019)  - p. 244-259 , 2019
Link: https://doi.org/10.1016/..
 
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6

The Long Memory of Equity Volatility and the Macroeconomy: ..:

Dräger, Lena ; Nguyen, Duc Binh Benno ; Prokopczuk, Marcel.
http://dx.doi.org/10.15488/9783.  , 2020
Link: https://www.repo.uni-han..
 
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7

The long memory of equity volatility and the macroeconomy: ..:

Dräger, Lena ; Nguyen, Duc Binh Benno ; Prokopczuk, Marcel.
Series: Hannover Economic Papers (HEP).  , 2020
Link: http://hdl.handle.net/10..
 
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8

Jumps in commodity markets:

Nguyen, Duc Binh Benno ; Prokopczuk, Marcel
https://centaur.reading.ac.uk/81482/1/Correlated%20Jumps.pdf.  , 2019
Link: https://centaur.reading...
 
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9

International tail risk and world fear:

Hollstein, Fabian ; Nguyen, Duc Binh Benno ; Prokopczuk, Marcel.
https://centaur.reading.ac.uk/81649/1/ITR_complete_JIMF.pdf.  , 2019
Link: https://centaur.reading...
 
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10

Asset prices and "the devil(s) you know":

Hollstein, Fabian ; Nguyen, Duc Binh Benno ; Prokopczuk, Marcel
https://centaur.reading.ac.uk/83662/1/Devil_complete.pdf.  , 2019
Link: https://centaur.reading...
 
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11

The risk premium of gold:

Nguyen, Duc Binh Benno ; Prokopczuk, Marcel ; Wese Simen, Chardin
https://centaur.reading.ac.uk/82170/9/JIMF_2018_179_Revision%201.pdf.  , 2019
Link: https://centaur.reading...
 
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12

Tail risk and long memory in financial markets:

Nguyen, Duc Binh Benno
http://dx.doi.org/10.15488/3302.  , 2018
Link: http://www.repo.uni-hann..
 
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13

The risk premium of gold:

Nguyen, Duc Binh Benno ; Prokopczuk, Marcel ; Wese Simen, Chardin
Series: Hannover Economic Papers (HEP).  , 2017
Link: http://hdl.handle.net/10..
 
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14

Jumps in commodity markets:

Nguyen, Duc Binh Benno ; Prokopczuk, Marcel ; Wese Simen, Chardin
Series: Hannover Economic Papers (HEP).  , 2017
Link: http://hdl.handle.net/10..
 
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15

International tail risk and world fear:

Nguyen, Duc Binh Benno ; Prokopczuk, Marcel ; Wese Simen, Chardin
Series: Hannover Economic Papers (HEP).  , 2017
Link: http://hdl.handle.net/10..
 
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