• Chaudhary, S., Dhir, A., Nguyen, D. K., Battisti, E., & Kaur, P. (2025). Exploring family values, religion, and ethical behavior in family businesses: A multi-stage qualitative investigation. Journal of Business Ethics, 1-27.

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• Cheng, F., Yao, S., Sensoy, A., & Nguyen, D. K. (2025). Does rollover restriction of short-term loans exacerbate market instability? Evidence from a natural experiment in China. Journal of Accounting Literature.

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• Ahmad, N., Nguyen, D. K., & Tian, X. L. (2024). Assessing the impact of the sharing economy and technological innovation on sustainable development: An empirical investigation of the United Kingdom. Technological Forecasting and Social Change, 209, 123743.

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• Xu, H. C., Li, T. M., Dai, P. F., Nguyen, D. K., & Zhou, W. X. (2024). Stress testing climate risk: A network-based analysis of the Chinese banking system. Journal of International Money and Finance, 149, 103207.

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• Boubaker, S., Choudhury, T., Hasan, F., & Nguyen, D. K. (2024). Firm carbon risk exposure, stock returns, and dividend payment. Journal of Economic Behavior & Organization, 221, 248-276.

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• Nguyen, D. K., Sermpinis, G., & Stasinakis, C. (2023). Big data, artificial intelligence and machine learning: A transformative symbiosis in favour of financial technology. European Financial Management, 29(2), 517-548.

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• Dinh, T., Goutte, S., Nguyen, D. K., & Walther, T. (2022). Economic drivers of volatility and correlation in precious metal markets. Journal of Commodity Markets, 28, 100242.

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• Aziz, S., Rahman, M., Hussain, D., & Nguyen, D. K. (2021). Does corporate environmentalism affect corporate insolvency risk? The role of market power and competitive intensity. Ecological Economics, 189, 107182.

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• Breitenstein, M., Anke, C. P., Nguyen, D. K., & Walther, T. (2022). Stranded asset risk and political uncertainty: the impact of the coal phase-out on the German coal industry. The Energy Journal, 43(5), 27-50.​​

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• ​Cui, X., Sensoy, A., Nguyen, D. K., Yao, S., & Wu, Y. (2022). Positive information shocks, investor behavior and stock price crash risk. Journal of Economic Behavior & Organization, 197, 493-518.

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• Dynamics of Returns and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets, Journal of International Financial Markets, Institutions and Money, Vol. 73, 101377, 2021 (with Süleyman Serdengeçti and Ahmet Sensoy)

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• Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review, Journal of Economic Surveys, Vol. 35(2), pp. 512-538, 2021 (with Miriam Breitenstein and Thomas Walther)

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• On the Effects of Monetary Policy in Vietnam: Evidence from a Trilemma Analysis, World Economy, Vol. 44(5), pp. 1428-1447, 2021 (with Viet-Ngu Hoang and Tuan Anh Pham)

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• Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework, International Review of Law and Economics, Vol. 63, 105907, 2020 (with Erdinc Akyildirim, Shaen Corbet, and Ahmet Sensoy)

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• Reaching for Yield and the Diabolic Loop in a Monetary Union. Journal of International Money and Finance, Vol. 108, 102157, 2020 (with Sabri Boubaker, Dimitris Gounopoulos, and Nikos Paltalidis).

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• Dynamic Volatility Spillover Effects between Oil and Agricultural Products. International Review of Financial Analysis, Vol. 69, 101465, 2020 (with Robert Brooks, Hung Do, and Pick Schen Yip).

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• Enterprise Risk Management and Solvency: The Case of the Listed EU Insurers. Journal of Business Research, Vol. 113, pp. 360-369, 2020 (with Dinh Tri Vo).

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• Modeling and Forecasting Commodity Market Volatility with Long‐term Economic and Financial Variables. Journal of Forecasting, Vol. 39 (2), pp. 126-142, 2020 (with Thomas Walther).

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• Liquidity Risk and the Covered Bond Market in Times of Crisis: Empirical Evidence from Germany. Annals of Operations Research, Vol. 282 (1-2), pp. 407-426, 2019 (with Christoph Wegener, Tobias Basse, and Philipp Sibbertsen).

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• A Conditional Dependence Approach to CO2-energy Price Relationships. Energy Economics, Vol. 81, pp. 812-821, 2019 (with Julien Chevallier and Juan Carlos Reboredo).

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• Dynamic Integration and Network Structure of the EMU Sovereign Bond Markets. Annals of Operations Research, Vol. 281 (1-2), pp. 297-314, 2019 (with Ahmet Sensoy, Ahmed Rostom, and Erk Hacihasanoglu).

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• Cojumps and Asset Allocation in International Equity Markets. Journal of Economic Dynamics and Control, Vol. 98, pp. 1-22, 2019 (with Mohamed Arouri, Oussama M’saddek, and Kuntara Pukthuanthong).

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• Fiscal Policy Interventions at the Zero Lower Bound. Journal of Economic Dynamics and Control, Vol. 93, pp. 297-314, 2018 (with Sabri Boubaker and Nikos Paltalidis).

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• Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries. Journal of Empirical Finance, Vol. 46, pp. 77-92, 2018 (with Julien Chevallier, Jonathan Siverskog, and Gazi Salah Uddin).​

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• 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 Stelios Bekiros, Sabri Boubaker, and Gazi Salah Uddin).

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• 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 Sabri Boubaker, Dimitrios Gounopoulos, and Nikos Paltalidis).

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• Estimating and Forecasting Portfolio’s Value-at-Risk with Wavelet-based Extreme Value Theory: Evidence from Crude Oil Prices and US Exchange Rates. Journal of the Operational Research Society, Vol. 68(11), pp. 1352-1362, 2017 (with Rania Jammazi).

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• Multivariate Dependence and Portfolio Optimization Algorithms under Illiquid Market Scenarios. European Journal of Operational Research, Vol. 259(3), pp. 1121-1131, 2017 (with Mazin A.M. Al Janabi, Jose Arreola Hernandez, and Theo Berger).

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• 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 Stelios Bekiros, Leonidas Sandoval Jr., and Gazi Salah Uddin).

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• 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, Vol. 39(11), pp. 1703–1727, 2016 (with Shawkat Hammoudeh, Sang-Hoon Kang, and Walid Mensi).

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• 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).

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• 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).

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• 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).

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• 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).

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• 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).

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• 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).

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• 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).

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• 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).

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• 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).

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• 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).

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• 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).

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• 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).

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• 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).

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• 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).

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• 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).

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• 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).