1. Stock profiling using time–frequency-varying systematic risk measure. (2023). Mestre, Roman.
   In: Financial Innovation.
   RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00457-7.

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2. Multi?scale inter?temporal capital asset pricing model. (2022). Sakemoto, Ryuta.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4298-4317.

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3. Traders’ motivation and hedging pressure in commodity futures markets. (2022). Smimou, K ; Bosch, David.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001501.

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4. Does the SDR stabilize investing in commodities?. (2022). Xu, Yang ; Han, Liyan ; Jin, Jiayu.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:81:y:2022:i:c:p:160-172.

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5. On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis. (2022). Ahmed, Walid.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:83:y:2022:i:c:p:135-151.

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6. The importance of distinguishing between precious and industrial metals when investing in mining stocks. (2022). Lazzarino, Marco ; Berrill, Jenny ; Evi, Aleksandar.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002501.

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7. African equity markets’ exposure to oil and other commodities - implications for global portfolio diversification. (2021). ALAGIDEDE, IMHOTEP ; Sjo, BO ; Boako, Gideon.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:45:y:2021:i:2:d:10.1007_s12197-020-09527-3.

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8. Multiscale stock-bond correlation: Implications for risk management. (2021). McMillan, David ; Alomari, Mohammad ; al Rababaa, Abdel Razzaq.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000568.

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9. Cross-commodity hedging for illiquid futures: Evidence from Chinas base metal futures market. (2021). Tongurai, Jittima ; Chen, Xiangyu.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000508.

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10. Monetary Policy and Business Cycle Synchronization in Europe. (2021). MESTRE, Roman ; Odry, Remi.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2021-19.

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11. Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices. (2020). Balli, Faruk ; Hussain, Syed Jawad ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:553:y:2020:i:c:s0378437120300583.

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12. The yield curve and the stock market: Mind the long run. (2020). Verona, Fabio ; Faria, Gonalo.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:50:y:2020:i:c:s138641811930134x.

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13. Theyre back! Post-financialization diversification benefits of commodities. (2020). Manseau, Guillaume ; Gagnon, Marie-Helene ; Power, Gabriel J.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301599.

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14. Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management. (2020). Tsuji, Chikashi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:70:y:2020:i:c:s1057521919302224.

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15. Commodities price cycles and their interdependence with equity markets. (2020). Alagidede, Imhotep Paul ; Boako, Gideon ; Uddin, Gazi Salah ; Sjo, BO.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302243.

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16. U.S. equity and commodity futures markets: Hedging or financialization?. (2020). Sousa, Ricardo ; Sensoy, Ahmet ; Nguyen, Duc Khuong ; Uddin, Gazi Salah.
    In: Energy Economics.
    RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304578.

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17. Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis. (2020). Hau, Liya ; Ge, Yajing ; Meng, Liang ; Zhu, Huiming.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301534.

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18. Analysing the gold-stock nexus using VARMA-BEKK-AGARCH and Quantile regression models: New evidence from South Africa and Nigeria. (2019). Awodumi, Olabanji B ; Adewuyi, Adeolu O ; Abodunde, Temitope T.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:348-362.

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19. The time-varying linkages between global oil market and Chinas commodity sectors: Evidence from DCC-GJR-GARCH analyses. (2019). Jiang, Yonghong ; Mo, Bin ; Nie, HE.
    In: Energy.
    RePEc:eee:energy:v:166:y:2019:i:c:p:577-586.

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20. Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

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21. Wavelet power spectrum and cross-coherency of Spanish economic variables. (2018). Gil-Faria, Maria Candelaria ; Gonzalez-Concepcion, Concepcion ; Pestano-Gabino, Celina.
    In: Empirical Economics.
    RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1295-5.

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22. Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché -. (2018). Mestre, Roman ; Terraza, Michel.
    In: MPRA Paper.
    RePEc:pra:mprapa:89682.

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23. Is gold a hedge against inflation? A wavelet time-scale perspective. (2018). Uddin, Gazi ; lucey, brian ; Conlon, Thomas.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0672-7.

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24. Time-Frequency varying beta estimation - a continuous wavelets approach. (2018). MESTRE, Roman ; Terraza, Michel.
    In: Post-Print.
    RePEc:hal:journl:hal-03195193.

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25. Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis H ; Hkiri, Besma.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:54:y:2018:i:c:p:74-102.

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26. The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis. (2018). Uddin, Gazi ; Bekiros, Stelios ; Ahmed, Ali.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:495:y:2018:i:c:p:30-39.

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27. Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach. (2018). Shahzad, Syed Jawad Hussain ; Raza, Syed ; Hussain, Syed Jawad ; Ali, Sajid.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:57:y:2018:i:c:p:10-29.

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28. Multi-scale causality and extreme tail inter-dependence among housing prices. (2018). Uddin, Gazi ; Yoon, Seong-Min ; Ahmed, Ali ; Kang, Sang Hoon.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:70:y:2018:i:c:p:301-309.

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29. The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors. (2018). McNevin, Bruce D ; Nix, Joan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:68:y:2018:i:c:p:570-585.

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30. Time-Frequency varying beta estimation -a continuous wavelets approach-. (2018). Mestre, Roman ; Terraza, Michel.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-18-00401.

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31. The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2018_007.

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32. Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues-. (2017). Mestre, Roman ; Terraza, Michel.
    In: MPRA Paper.
    RePEc:pra:mprapa:86335.

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33. Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334.

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34. Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Szilagyi, Peter ; Batten, Jonathan ; Kinateder, Harald.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:559-570.

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35. Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach. (2017). Bekiros, Stelios ; Javier, Vidal-Garcia ; Gazi, Uddin ; Ahmed, Muzaffar ; Stelios, Bekiros .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:21:y:2017:i:3:p:12:n:3.

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36. Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri.
    In: MPRA Paper.
    RePEc:pra:mprapa:75740.

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37. The Stability of Component Assets in Optimal Portfolios of Stock and Commodity Indexes. (2016). Gorska, Anna ; Krawiec, Monika.
    In: Problems of World Agriculture / Problemy Rolnictwa Åšwiatowego.
    RePEc:ags:polpwa:253038.

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2. CoVaR. (2014). Brunnermeier, Markus ; Adrian, Tobias.
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3. The Impact of Hedge Funds on Asset Markets. (2014). Ramadorai, Tarun ; Patton, Andrew ; Kruttli, Mathias .
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5. Funds of hedge funds: performance, risk and capital formation 2005 to 2010. (2012). Fung, William ; Naik, Narayan ; Hsieh, David ; Edelman, Daniel .
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6. Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests. (2012). Bessler, Wolfgang ; Kurmann, Philipp ; Holler, Julian.
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10. Assessing the Performance of Funds of Hedge Funds. (2011). Pirotte Speder, Hugues ; Dewaele, Benoit ; Tuchschmid, N. ; Wallerstein, E..
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11. Corporate governance and hedge fund activism. (2011). Mooradian, Robert ; Boyson, Nicole .
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12. The option CAPM and the performance of hedge funds. (2011). Garcia, René ; Diez de los Rios, Antonio.
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17. Explaining the returns of active currency managers. (2011). Nasypbek, Sam ; Rehman, Scheherazade S.
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18. Inflation hedging portfolios in different regimes. (2011). Briere, Marie ; Signori, Ombretta.
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20. On the Dynamics of Hedge Fund Risk Exposures. (2010). Ramadorai, Tarun ; Patton, Andrew.
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21. Do hedge funds manage their reported returns?. (2009). Naik, Narayan Y. ; Agarwal, Vikas ; Daniel, Naveen D..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0709.

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22. Role of managerial incentives and discretion in hedge fund performance. (2009). Naik, Narayan Y. ; Agarwal, Vikas ; Daniel, Naveen D..
    In: CFR Working Papers.
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23. Reducing estimation risk in optimal portfolio selection when short sales are allowed. (2009). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:30:y:2009:i:5:p:281-305.

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24. Inflation-hedging portfolios in Different Regimes. (2009). Signori, Ombretta ; Brière, Marie ; Briere, Marie.
    In: Working Papers CEB.
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25. Risk Management Framework for Hedge Funds: Role of Funding and Redemption Options on Leverage. (2009). Dai, John ; Sundaresan, Suresh.
    In: MPRA Paper.
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26. Market Dispersion and the Profitability of Hedge Funds. (2009). Connor, Gregory ; Li, Sheng.
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n2000109.pdf.

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27. The persistence in hedge fund performance: extended analysis. (2009). Capocci, Daniel ; Daniel P. J. Capocci, .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:3:p:233-255.

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28. Employment risk, compensation incentives and managerial risk taking: Evidence from the mutual fund industry. (2008). Ruenzi, Stefan ; Kempf, Alexander ; Thiele, Tanja .
    In: CFR Working Papers.
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29. Regime switching models of hedge fund returns. (2008). Downarowicz, Anna ; Blazsek, Szabolcs.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1208.

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30. Volatility Exposure for Strategic Asset Allocation. (2008). Signori, Ombretta ; Brière, Marie ; Burgues, Alexandre ; Briere, Marie.
    In: Working Papers CEB.
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31. Maximum Certain Equivalent Excess Returns and Equivalent Preference Criteria Part I - Theory. (2008). Pezier, Jacques .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2008-05.

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32. Tracking problems, hedge fund replication and alternative beta. (2008). Roncalli, Thierry ; Weisang, Guillaume .
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33. The Hedge Fund Game. (2008). Young, H. ; Foster, Dean P.
    In: Economics Papers.
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34. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14068.

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35. Do Funds-of-Funds Deserve Their Fees-on-Fees?. (2008). Zhao, Rui ; Rhodes-Kropf, Matthew ; Ang, Andrew.
    In: NBER Working Papers.
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36. Do Hedge Funds Profit From Mutual-Fund Distress?. (2008). Stein, Jeremy ; Hong, Harrison ; Hanson, Samuel ; Chen, Joseph.
    In: NBER Working Papers.
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37. Asset pricing models with errors-in-variables. (2008). Coen, Alain ; Carmichael, Benoit.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:4:p:778-788.

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38. Risk Measurement and Management in a Crisis-Prone World. (2008). Wong, Woon ; Copeland, Laurence.
    In: Cardiff Economics Working Papers.
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39. On the relative performance of multi-strategy and funds of hedge funds. (2007). Kale, Jayant R. ; Agarwal, Vikas.
    In: CFR Working Papers.
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40. Hedge funds for retail investors? An examination of hedged mutual funds. (2007). Naik, Narayan Y. ; Agarwal, Vikas ; Boyson, Nicole M..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0704.

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41. Optimal Hedging with Higher Moments. (2006). Černý, Aleš ; Brooks, Chris ; Cerny, A. ; Miffre, J..
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2006-12.

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42. Is There Hedge Fund Contagion?. (2006). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12090.

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43. Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence. (2006). Chabi-Yo, Fousseni.
    In: Staff Working Papers.
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44. Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns. (2006). Garcia, René ; Diez de los Rios, Antonio.
    In: Staff Working Papers.
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45. Building a Better Fund of Hedge Funds: A Fractal and Alpha - Stable Distribution Approach. (2005). Olszewski, Yan.
    In: Finance.
    RePEc:wpa:wuwpfi:0507018.

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46. Estimating Bank Trading Risk: A Factor Model Approach. (2005). O'Brien, James ; Berkowitz, Jeremy .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11608.

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47. Systemic Risk and Hedge Funds. (2005). Lo, Andrew ; Getmansky, Mila ; Haas, Shane M. ; Chan, Nicholas .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11200.

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48. Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?. (2005). Yu, Fan ; Duarte, Jefferson ; Longstaff, Francis A..
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt6zx6m7fp.

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49. Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze. (2004). Merrick, John J. ; Yadav, Pradeep K. ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0407.

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50. Risk and return in convertible arbitrage: Evidence from the convertible bond market. (2004). Naik, Narayan Y. ; Loon, Yee Cheng ; Fung, William H. ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0403.

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