Aloui, C., Chkili, W., Nguyen, D. Khuong, 2012. Asymmetric Effects ad Long Memory in Dynamic Volatility Relationships between Stock Returns and Exchange Rates. Journal of International Financial Markets, Institutions and Money 22(4), 738-757.

Aloui, C., Nguyen, D. Khuong, Njeh, H. 2012. Assessing the Impacts of Oil Price Fluctuations on Stock Returns in Emerging Markets. Economic Modelling 29(6), 2686-2695.

Arouri, M., Nguyen, D. Khuong, Pukthuanthong, K., 2012. An International CAPM for Partially Integrated Markets: Theory and Empirical Evidence, Journal of Banking and Finance 36(9), 2473-2493.

Arouri, M., Hammoudeh, S., Lahiani, A., Nguyen, D. Khuong, 2012. Long Memory and Structural Breaks in Modeling the Return and Volatility Dynamics of Precious Metals. Quarterly Review of Economics and Finance 52(2), 207-218.

Arouri, M., Jawadi, F., Nguyen, D. Khuong, 2012. Modeling Nonlinear and Heterogeneous Dynamic Linkages in International Monetary Markets. Macroeconomic Dynamics 16(Supplement 2), 232-251.

Arouri, M., Jawadi, F., Nguyen, D. Khuong, 2012. Nonlinearities in Carbon Spot-Futures Price Relationships during Phase II of the EU ETS. Economic Modelling 29(3), 884-892.

Arouri, M., Jouini, J., Nguyen, D. Khuong, 2012. On the Impacts of Oil Price Fluctuations on European Equity Markets: Volatility Spillover and Hedging Effectiveness. Energy Economics 34(2), 611-617.

Arouri, M., Lahiani, A., Lévy, A., Nguyen, D. Khuong, 2012. Forecasting the Conditional Volatility of Oil Spot and Futures Prices with Structural Breaks and Long Memory Models. Energy Economics 34(1), 283-293.

Dang, V. Anh, Kim, M., Shin, Y., 2012. Asymmetric Capital Structure Adjustments: New Evidence from Dynamic Panel Threshold Models. Journal of Empirical Finance 19(4), 465-482.

Gaied, O.E., Aloui, C., Salha, O.B., Nguyen, D. Khuong, 2012. Did the Securitization contribute to the Release of the Subprime Crisis? Empirical Investigation of American Banks. International Journal of Business 17(1), 81-97.

Khieu, H.D., M. Pyles, 2012. The Influence of a Credit Rating Change on Corporate Cash Holdings and Their Marginal Value. Financial Review 47(2), 351-373.

Khieu, H.D., D.J. Mullineaux, Yi, H-C. 2012. The Determinants of Bank Loan Recovery Rates. Journal of Banking and Finance 36(4), 923-933 (Lead article).

Marshall, B., Nguyen, H. Nhut, Visaltanachoti, N., 2012. Commodity Liquidity Measurement and Transaction Costs. Review of Financial Studies 25(2), 599-638.

Ngo, A.D., O. Varela, 2012. Earnings Smoothing and the Underpricing of Seasoned Equity Offerings. Managerial Finance  38(9), 833-859.

Phan, V. Hieu, Shantaram P. Hegde. Pension Contributions and Firm Performance: Evidence from Frozen Defined Benefit Plans. Financial Management, forthcoming.