Mission statements
The Vietnam Finance Association International (VFAI) is a not-for-profit, non-governmental organization with the following missions:
1. To encourage and promote finance/ financial economics research and education among Vietnamese finance professors and researchers all over the world;
2. To facilitate cooperation and participation in research efforts among finance professors and researchers in the academic, government, and corporate sectors;
3. To maintain close relations with research, education, and professional organizations that share similar scholastic interests and concerns;
4. To sponsor programs, publications, and activities as appropriate for a non-profit organization.
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Publications 2011
Arouri, M., Jouini, J., Nguyen, Duc Khuong, 2011. Volatility Spillovers between Oil Prices and Stock Sector Returns: Implications for Portfolio Management. Journal of International Money and Finance 30(7), 1387-1405.
Arouri, M., Lahiani, A., Nguyen, Duc Khuong, 2011. Return and Volatility Transmission between World Oil Prices and Stock Markets of the GCC Countries. Economic Modelling 28 (4), 1815-1825.
Cai, J., Fich, E., Tran, Anh, 2011. Stock Option Grants to Target CEOs during Private Merger Negotiations. Journal of Financial Economics 101, 413-430.
Cao, Kien, Jeff, M., 2011. Determinants of the Method of Payment in Asset Sell-Off Transactions. Financial Review 46 (4), 643-670.
Chen, H., Jim, E., Ngo, Thanh, 2011. Tax Calendar Effects in the Municipal Bond Market: Tax-Loss Selling and Cherry Picking by Investors and Market Timing by Fund Managers. Financial Review 46 (4), 703-721.
Guesmi, K., Nguyen, Duc Khuong, 2011. How Strong is the Global Integration of Emerging Market Regions? An Empirical Assessment. Economic Modelling 28 (6), 2517-2527.
Publications 2012
Arouri, M., Hammoudeh, S., Lahiani, A., Nguyen, D.K., 2012. Long Memory and Structural Breaks in Modeling the Return and Volatility Dynamics of Precious Metals. Quarterly Review of Economics and Finance, forthcoming.
Arouri, M., Jawadi, F., Nguyen, D.K., 2012. Modeling Nonlinear and Heterogeneous Dynamic Linkages in International Monetary Markets. Macroeconomic Dynamics 16 (Supplement 2).
Arouri, M., Jawadi, F., Nguyen, D.K., 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.K., 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.K., 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.A., Kim, M., Shin, Y., 2012. Asymmetric Capital Structure Adjustments: New Evidence from Dynamic Panel Threshold Models. Journal of Empirical Finance, forthcoming.
Gaied, O.E., Aloui, C., Salha, O.B., Nguyen, D.K., 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.
Phan, V. Hieu, and Shantaram Hegde. Corporate Governance and Risk Taking: Evidence from Defined Benefit Plan Asset Allocation.” Journal of Financial and Quantitative Analysis, forthcoming.
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