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2. Givers or Recipients? Co-Movements between Stock Markets of CEE-3 and Developed Countries. (2019). Grabowski, Wojciech.
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3. Impact of US Macroeconomic News Announcements on Intraday Causalities on Selected European Stock Markets. (2016). Wójtowicz, Tomasz ; Lach, Łukasz ; Gurgul, Henryk ; Wojtowicz, Tomasz.
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4. The impact of foreign macroeconomic news on financial markets in the Czech Republic, Hungary, and Poland. (2012). Neuenkirch, Matthias ; Hayo, Bernd ; Buttner, David .
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5. Analysis of Linkages between Central and Eastern European Capital Markets. (2012). Matuszewska-Janica, Aleksandra ; Kompa, Krzysztof ; Witkowska, Dorota.
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6. The Impact of Macro News on Volatility of Stock Exchanges. (2011). Będowska-Sójka, Barbara ; Bedowska-Sojka, Barbara .
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7. ARE THERE STILL PORTFOLIO DIVERSIFICATION BENEFITS IN EASTERN EUROPE? AGGREGATE VERSUS SECTORAL STOCK MARKET DATA. (2011). Savva, Christos ; Aslanidis, Nektarios.
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8. Stock market integration between new EU member states and the Euro-zone. (2010). Savva, Christos ; Aslanidis, Nektarios.
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10. Price Jumps in Visegrad Country Stock Markets: An Empirical Analysis. (2010). Novotny, Jan.
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1. What Drives the Stock Market Return in India? An Exploration with Dynamic Factor Model. (2016). Mukherjee, Paramita.
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2. How Newspaper-Article-Events, Other Stock Market Indices, and the Foreign Currency Rate Affect the Philippine Stock Market. (2013). Gabriel, Percival S..
   In: Asian Economic and Financial Review.
   RePEc:asi:aeafrj:2013:p:423-444.

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3. Vliv vnitrodenních makroekonomických zpráv na akciové trhy nových států EU. (2010). Kočenda, Evžen ; Hanousek, Jan ; Koenda, Even.
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4. The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data. (2009). Kutan, Ali ; Kočenda, Evžen ; Hanousek, Jan.
   In: Journal of Financial Stability.
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5. Intraday Price Discovery in Emerging European Stock Markets. (2009). Kočenda, Evžen ; Hanousek, Jan ; Kocenda, Evzen .
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6. Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited. (2008). Miller, Stephen ; Fang, WenShwo.
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7. Is the Great Moderation Ending? UK and US Evidence. (2008). Miller, Stephen ; Fang, WenShwo ; Canarella, Giorgio ; Pollard, Stephen K..
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8. On the Importance of Verifying Forecasting Results. (2008). Yalta, A. Talha ; Jenal, Olaf.
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9. The Devil is in the Detail: Hints for Practical Optimisation. (2008). Hurn, Stan ; Lindsay, K A ; Christensen, T M.
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10. Spillover Effects on Government Bond Yields in Euro Zone. Does Full Financial Integration Exist in European Government Bond Markets?. (2008). Balli, Faruk.
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11. New Patterns in International Portfolio Allocation and Income Smoothing. (2008). Balli, Faruk.
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12. Is the Great Moderation Ending? UK and US Evidence.. (2008). Miller, Stephen ; Canarella, Giorgio ; Fang, WenShwo ; Pollard, Stephen K..
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13. Structural Constant Conditional Correlation. (2008). Weber, Enzo.
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14. HOW DO PUBLIC ANNOUNCEMENTS AFFECT THE FREQUENCY OF TRADING IN U.S. AIRLINE STOCKS?. (2008). Nowak, Sylwia.
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15. Determinants of trade union membership in Great Britain during 1991-2003. (2008). Chrysanthou, Georgios.
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16. The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data. (2008). Kutan, Ali ; Kočenda, Evžen ; Hanousek, Jan ; Kocenda, Evzen .
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17. Therapeutic non-adherence: a rational behavior revealing patient preferences?. (2007). Lamiraud, Karine ; Geoffard, Pierre.
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18. Convergencia y Estabilidad de los Tipos de Cambio Europeos: Una Aplicación de Exponentes de Lyapunov. (2007). Mateos de Cabo, Ruth ; Gimeno, Ricardo ; Olmedo, Elena ; Escot, Lorenzo .
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19. The Pluralism of Fairness Ideals: An Experimental Approach. (2007). Tungodden, Bertil ; Sørensen, Erik ; Cappelen, Alexander ; Erik Ø Sørensen, ; Hole, Astri Drange .
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20. Decomposing European Bond and Equity Volatility. (2007). Christiansen, Charlotte.
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21. Affine term structure models for the foreign exchange risk premium. (2006). Benati, Luca.
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22. Tracing the Source of Long Memory in Volatility. (2005). Hurvich, Clifford ; Deo, Rohit ; Hsieh, Mengchen.
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23. Testing for Volatility Jumps in the Stochastic Volatility Process. (2005). Kobayashi, Masahito.
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24. Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market. (2005). Brzeszczynski, Janusz ; Bohl, Martin T..
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28. Stochastic behaviour of Deutsche mark exchange rates within EMS. (2003). Laopodis, Nikiforos.
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29. The link between monetary policy and stock and bond markets: evidence from the federal funds futures contract. (2003). Gulley, O ; Sultan, Jahangir .
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31. Heterogeneous skewness in binary choice models: Predicting outcomes in the mens NCAA basketball tournament. (2002). Caudill, Steven B ; Godwin, Norman H..
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34. Las tres caras del riesgo estratégico: riesgo sistemático, riesgo táctico y riesgo idiosincrásico. (2002). Cano-Rodriguez, Manuel ; Nickel, Manuel Nuez ; Nueznickel, Manuel.
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35. An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth. (2002). Vitek, Francis.
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37. Sanyal and Jones on trade in middle products. (2001). Kohli, Ulrich .
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38. Optimal hedge ratios and alternative hedging strategies in the presence of cointegrated time-varying risks. (2001). Ah-Boon Sim, Ralf Zurbruegg, .
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39. Time-varying risk in the German stock market. (2000). Scheicher, Martin.
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40. Modelling Loss of Resilience in Agroecosystems: Rangelands in Botswana. (2000). Stern, David.
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41. Evidence on the Economics of Equity Return Volatility Clustering. (2000). Connolly, Robert ; Stivers, Christopher T..
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43. Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo.
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44. Employment impact of inner-city development projects: the case of Underground Atlanta. (1999). Sjoquist, David ; Hotchkiss, Julie ; Zobay, Stephanie M..
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45. Are deep parameters stable? the Lucas critique as an empirical hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo.
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46. Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey R..
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47. The effects of social capital on technological performance of the firm : a a longitudinal analysis. (1998). International Center for Research on the Managemen, ; Roberts, Edward Baer., .
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48. The Forecasting Ability of Correlations Implied in Foreign Exchange Options. (1997). Campa, Jose ; P. H. Kevin Chang, .
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49. Uncertainty and the arbitrage pricing theory. (1997). .
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50. Medición y Test del Impacto de Innovaciones en la Volatilidad de Índices Accionarios. (1997). Parisi, Franco.
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51. Time-Varying Risk Premia in the Foreign Currency Futures Basis. (1996). Barkoulas, John ; Baum, Christopher.
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52. Exchange rate regimes and uncertainty. (1995). Caporale, Tony ; Doroodian, Khosrow .
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53. Nonlinear Dynamics and Chaos: Application to Financial Markets in Pakistan. (1994). Khilji, Nasir M..
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54. The Behaviour of Stock Returns in an Emerging Market: A Case Study of Pakistan. (1993). Khilji, Nasir M..
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55. How Regional Differences in Taxes and Public Goods Distort Life Cycle Location Choices. (1991). Kotlikoff, Laurence ; Raffelhueschen, Bernd.
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56. A Test of Dual Labor Market Theory. (1984). Lang, Kevin ; Dickens, William T..
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57. CONRAD – A Maximum Likelihood Program for Estimation of Simultaneous Equations Models that are Non-Linear in the Parameters. (1984). Mellander, Erik ; Jansson, Leif .
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58. A Test of Portfolio Crowding-Out and Related Issues in Finance. (1983). Frankel, Jeffrey.
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