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1. An International Comparison of Implied, Realized, and GARCH Volatility Forecasts. (2016). Symeonidis, Lazaros ; Markellos, Raphael ; Kourtis, Apostolos.
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2. Volatility Spillovers between Equity and Bond Markets: Evidence from G7 and BRICS. (2013). Zhang, Dongxiang ; Wang, Juan.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2013:i:4:p:205-217.

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3. The European Union, the Euro, and equity market integration. (2013). Siegel, Stephan ; Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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   RePEc:eee:jfinec:v:109:y:2013:i:3:p:583-603.

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4. Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers. (2012). Skintzi, Vasiliki ; Andrikopoulos, Andreas ; Angelidis, Timotheos.
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5. Continuous time regime switching model applied to foreign exchange rate.. (2012). ZOU, Benteng ; Goutte, Stéphane.
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6. Spillover Effects in the Volatility of Financial Markets. (2012). Otranto, Edoardo.
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7. Modelling asset correlations: A nonparametric approach. (2011). Casas, Isabel ; Aslanidis, Nektarios.
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8. Contagion between United States and european markets during the recent crises. (2011). Márquez Cebrián, M.Dolores ; Sanchez, Josep A. ; Muoz, Pilar M ; Marquez, Maria Dolores .
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9. Foreign exchange rates under Markov Regime switching model. (2011). ZOU, Benteng ; Goutte, Stéphane.
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10. A review of hedge funds and their investor activism: do they help or hurt other equity investors?. (2011). Schneider, Marguerite ; Ryan, Lori .
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11. How do exchange rates co-move? A study on the currencies of five inflation-targeting countries. (2011). Li, Xiao-Ming.
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12. Exchange rate volatility across financial crises. (2011). Mignon, Valérie ; COUHARDE, Cécile ; Coudert, Virginie.
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13. Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis. (2011). Hayes, Dermot ; Du, Xiaodong ; Yu, Cindy L..
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14. Global crises and equity market contagion. (2011). Mehl, Arnaud ; Fratzscher, Marcel ; Ehrmann, Michael ; Bekaert, Geert.
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15. Volatility Spillover Effects in Emerging MENA Stock Markets. (2011). Abou-Zaid, Ahmed S..
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16. The determinants of increasing equity market comovement: economic or financial integration?. (2010). Baele, Lieven ; Soriano, Pilar.
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17. Co-movements between US and UK stock prices: the role of time-varying conditional correlations. (2010). Osborn, Denise ; Aslanidis, Nektarios ; Sensier, Marianne.
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18. Decomposing European bond and equity volatility. (2010). Christiansen, Charlotte.
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19. Equity Interconnections in Major European Markets. (2010). Vasila, Anna ; Alexakis, Panayiotis .
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20. Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade. (2010). Mylonidis, Nikolaos ; Kollias, Christos.
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21. Time-shift asymmetric correlation analysis of global stock markets. (2010). Ivanov-Schitz, Alexey K. ; Izotov, Sergey S. ; Aityan, Sergey K..
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22. What Segments Equity Markets?. (2009). Siegel, Stephan ; Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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23. Time-varying Integration and International diversification strategies. (2009). Inghelbrecht, Koen ; Baele, Lieven.
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24. The transmission of emerging market shocks to global equity markets. (2009). Thimann, Christian ; Fratzscher, Marcel ; Cuadro Sáez, Lucía ; Cuadro-Saez, Lucia .
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25. Market liberalization within a country. (2009). Sun, Qian ; Yan, Yuxing ; Tong, Wilson H. S., .
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26. The Volatility Spillover Effects and Optimal Hedging Strategy in the Corn Market. (2009). Guan, Zhengfei ; Wu, Feng.
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27. Financial market integration under EMU. (2008). Pagano, Marco ; Jappelli, Tullio.
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28. Financial Market Integration Under EMU. (2008). Pagano, Marco ; Jappelli, Tullio.
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29. Financial Market Integration under EMU. (2008). Pagano, Marco ; Jappelli, Tullio.
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30. Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). Otranto, Edoardo ; Gallo, Giampiero.
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31. Financial Market Integration Under EMU. (2008). Pagano, Marco ; Jappelli, Tullio.
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32. Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies. (2008). Hyde, Stuart ; Bredin, Don.
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33. Correlation dynamics between Asia-Pacific, EU and US stock returns. (2007). Hyde, Stuart ; Bredin, Don ; Nguyen, Nghia.
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34. Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach. (2007). Otranto, Edoardo ; Gallo, Giampiero.
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35. The Euro and European financial market dependence. (2007). Bartram, Söhnke ; Taylor, Stephen J. ; Wang, Yaw-Huei.
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36. The relationship between risk and expected return in Europe. (2007). Leon, Angel ; Nave, Juan M. ; Rubio, Gonzalo.
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37. Decomposing European Bond and Equity Volatility. (2007). Christiansen, Charlotte.
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38. Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. (2007). Christiansen, Charlotte.
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39. The Euro Introduction and Non-Euro Currencies. (2006). van Dijk, Dick ; Munandar, Haris ; Hafner, Christian.
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40. Structural versus Temporary Drivers of Country and Industry Risk. (2006). Inghelbrecht, Koen ; Baele, Lieven.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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41. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen K..
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42. The EMU and German Cross-Border Portfolio Flows. (2006). Berkel, Barbara.
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43. Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa. (2006). lucey, brian ; Lagoarde-Segot, Thomas.
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44. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen K..
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45. The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?. (2006). Sarkissian, Sergei ; Carrieri, Francesca ; Errunza, Vihang.
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46. International Stock Return Comovements. (2006). zhang, xiaoyan ; Hodrick, Robert ; Bekaert, Geert.
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47. Structural versus Temporary Drivers of Country and Industry Risk. (2005). Inghelbrecht, Koen ; Baele, Lieven.
    In: International Finance.
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48. International Stock Return Comovements. (2005). zhang, xiaoyan ; Hodrick, Robert ; Bekaert, Geert.
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49. International Stock Return Comovements. (2005). zhang, xiaoyan ; Hodrick, Robert ; Bekaert, Geert.
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50. Bond Market and Stock Market Integration in Europe. (2005). Jansen, W. Jos ; Berben, Robert-Paul.
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