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Testing for Changes in the Unconditional Variance of Financial Time Series. (2003). Sansó, Andreu ; Carrion-i-Silvestre, Josep ; Arago, Vicent .
In: DEA Working Papers.
RePEc:ubi:deawps:5.

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  5. Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks. (2019). Anjum, Hassan.
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  6. Futures-based forecasts: How useful are they for oil price volatility forecasting?. (2019). Filis, George ; Degiannakis, Stavros ; Chatziantoniou, Ioannis.
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  7. Structural changes and the role of monetary aggregates in the UK. (2019). Binner, Jane M ; Karoglou, Michail ; Bissoondeeal, Rakesh K.
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    RePEc:iis:dispap:iiisdp076.

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  23. Stock Markets Turmoil: Worldwide Effects of Middle East Conflicts. (2005). Fernandez, Viviana.
    In: Documentos de Trabajo.
    RePEc:edj:ceauch:215.

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  24. An Analysis of Political Changes on Nikkei 225 Stock Returns and Volatilities. (2005). Lin, Chin-Tsai ; Wang, Yi-Hsien.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2005:v:6:i:1:p:169-183.

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  25. The Effects of Transition and Political Instability On Foreign Direct Investment Inflows: Central Europe and the Balkans. (2004). Yigit, Taner ; Kutan, Ali ; Brada, Josef.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2004-729.

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  26. Long range dependence in daily stock returns. (2004). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:6:p:375-383.

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  27. Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts. (2004). Smyth, Russell ; Narayan, Paresh.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:14:p:991-1004.

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  28. Financial Liberalization and Emerging Stock Market Volatility. (2004). Gómez Biscarri, Javier ; J. Cuñado; J. Gómez, ; de Gracia, Prez F..
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:124.

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  29. SPURIOUS AND HIDDEN VOLATILITY. (2004). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2004-45.

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  30. Detection of Breakpoints in Volatility. (2004). Fernandez, Viviana.
    In: Documentos de Trabajo.
    RePEc:edj:ceauch:194.

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  31. Effects of Level Outliers on the Identification and Estimation of GARCH Models. (2004). Ruiz, Esther ; Carnero, M. Angeles ; Pereira, D..
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:21.

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  32. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0803.

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  33. Testing for Changes in the Unconditional Variance of Financial Time Series. (2003). Sansó, Andreu ; Carrion-i-Silvestre, Josep ; Arago, Vicent .
    In: DEA Working Papers.
    RePEc:ubi:deawps:5.

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  34. The effects of macroeconomic shocks on sector-specific returns. (2003). Payne, James ; Ewing, Bradley ; Forbes, Shawn M..
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:2:p:201-207.

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  35. Modelling the linkages between US and Latin American stock markets. (2003). Sosvilla-Rivero, Simon.
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:12:p:1423-1434.

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  36. Inflation and output as predictors of stock returns and volatility: international evidence. (2003). Kutan, Ali ; Davis, Nicole.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:9:p:693-700.

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  37. A contemporary analysis of Mexican stock market volatility. (2003). Walz, Daniel T. ; Spencer, Roger W. ; Gonzalez, Jorge G..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:10:p:741-745.

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  38. Behaviour of cointegration tests in the presence of structural breaks in variance. (2003). Kim, Tae-Hwan ; Noh, Jaesun .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:15:p:999-1002.

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  39. Empirical evidence on the robustness of the weighted symmetric unit root test. (2003). Cook, Steven.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:12:p:761-763.

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  40. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9817.

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  41. Public Information Arrival and the Fisher Effect in Emerging Markets: Evidence from Stock and Bond Markets in Turkey. (2003). Kutan, Ali ; Aksoy, Tansu.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:23:y:2003:i:3:p:225-239.

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  42. Interest Rate Volatility and Nominalization. (2003). Fernandez, Viviana.
    In: Documentos de Trabajo.
    RePEc:edj:ceauch:153.

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  43. Macroeconomic news and the returns of financial companies. (2002). Ewing, Bradley.
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:23:y:2002:i:8:p:439-446.

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  44. Do Spanish Stock Market Prices Follow a Random Walk?. (2002). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Gil-Alana, Luis.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0102.

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  45. Detecting multiple breaks in financial market volatility dynamics. (2002). Ghysels, Eric ; Andreou, Elena.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:17:y:2002:i:5:p:579-600.

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  46. Investor panic, IMF actions, and emerging stock market returns and volatility: A panel investigation. (2001). Kutan, Ali ; Hayo, Bernd.
    In: ZEI Working Papers.
    RePEc:zbw:zeiwps:b272001.

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  47. Investor Panic, IMF Actions, and Emerging Stock Market Returns and Volatility. (2001). Kutan, Ali ; Hayo, Bernd.
    In: International Finance.
    RePEc:wpa:wuwpif:0112001.

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  48. Detecting Multiple Breaks in Financial Market Volatility Dynamics. (2001). Ghysels, Eric ; Andreou, Elena.
    In: University of Cyprus Working Papers in Economics.
    RePEc:ucy:cypeua:0202.

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  49. Detecting Mutiple Breaks in Financial Market Volatility Dynamics. (2001). Ghysels, Eric ; Andreou, Elena.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2001s-65.

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  50. Accounting History Publications 1999. (2000). Anderson, Malcolm.
    In: Accounting History Review.
    RePEc:taf:acbsfi:v:10:y:2000:i:3:p:385-393.

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