1. Do pension funds provide financial stability? Evidence from European Union countries. (2024). Ercan, Metin ; Peksevim, Seda.
   In: Journal of Financial Services Research.
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2. Potential diversification benefits: A comparative study of Islamic and conventional stock market indexes. (2024). Abedin, Mohammad Zoynul ; Saadaoui, Foued ; Belanes, Amel.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002246.

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3. Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Bowe, Michael ; Pinto-Avalos, Francisco.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594.

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4. Information distance: Conceptual development and empirical tests of a novel measure of cross-national distance. (2024). Puck, Jonas ; Lindner, Thomas.
   In: Journal of International Management.
   RePEc:eee:intman:v:30:y:2024:i:2:s1075425323000844.

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5. Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao.
   In: Papers.
   RePEc:arx:papers:2404.04335.

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6. Korrelációbecslés a forintpiacon. (2023). Misik, Sandor.
   In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
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7. A Network of two Markets, Correlations for Stocks in the S&P500 Index and Stocks Traded in the BMV. (2023). Heald, Jeremy ; Vives, Gilberto Calvillo ; Aguilar, Erick Trevio.
   In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
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8. Correlation scenarios and correlation stress testing. (2023). Woebbeking, F ; Packham, N.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:205:y:2023:i:c:p:55-67.

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9. Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247.

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10. Global Production Linkages and Stock Market Comovement. (2023). Auer, Raphael A ; Wagner, Alexander F ; Schrimpf, Andreas ; Iwadate, Bruce.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10492.

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12. General Purpose Technologies as Systematic Risk in Global Stock Markets. (2022). Yang, Wei ; Wang, Huijun ; Hsu, Pohsuan.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:54:y:2022:i:5:p:1141-1173.

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13. Through the Lens of Recession 2.0: Diversification Dynamics Between the Leading Asian Stock Markets. (2022). Kalra, Rameesha ; Nayak, Surekha.
    In: Vision.
    RePEc:sae:vision:v:26:y:2022:i:2:p:181-192.

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14. Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation. (2022). Power, David M ; Tantisantiwong, Nongnuch ; Khan, Muhammad Niaz.
    In: Financial Markets and Portfolio Management.
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15. From sentiment to systemic risk: Information transmission in Asia-Pacific stock markets. (2022). Naeem, Muhammad Abubakr ; Omri, Abdelwahed ; Mbarki, Imen.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001829.

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16. On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods. (2022). Giannellis, Nikolaos ; Floros, Christos ; Apostolakis, George N.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:82:y:2022:i:c:p:156-176.

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17. Credit booms and crisis-emergent asset comovement: The problem of latent correlation. (2022). Gimenez, Gabriel A ; Chibane, Messaoud ; Gabriel, Amadeus.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:85:y:2022:i:c:p:270-279.

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18. t-copula from the viewpoint of tail dependence matrices. (2022). Tao, Siyang ; Shyamalkumar, Nariankadu D.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:191:y:2022:i:c:s0047259x22000471.

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19. Firms’ exposures to geographic risks. (2022). Marston, Richard C ; Gabuniya, Tymur ; Dumas, Bernard.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:122:y:2022:i:c:s026156062100200x.

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20. Quantifying the asymmetric spillovers in sustainable investments. (2022). Suleman, Muhammed Tahir ; Naeem, Muhammad Abubakr ; Iqbal, Najaf.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121001864.

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21. Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100192x.

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22. Do large-cap exchange-traded funds perform better than their small-cap counterparts in extreme market conditions??. (2022). Valadkhani, Abbas.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:53:y:2022:i:c:s104402832200045x.

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23. Bubbles across Meme Stocks and Cryptocurrencies. (2022). Hussain, Syed Jawad ; Ouzan, Samuel ; Aloosh, Arash.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003774.

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24. Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad ; Benkraiem, Ramzi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:82:y:2022:i:c:s105752192200151x.

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25. Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond. (2022). Vo, Xuan Vinh ; Ur, Mobeen ; Mensi, Walid.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s105752192200093x.

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26. Sentiment and stock market connectedness: Evidence from the U.S. – China trade war. (2022). Zhong, Angel ; Hu, Xiaolu ; Do, Hung ; Bissoondoyal-Bheenick, Emawtee.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000114.

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27. Price leadership and asynchronous movements of multi-market listed stocks. (2022). Yuan, Yuan ; Tao, Ran ; Dzhambova, Krastina.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002866.

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28. The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk. (2022). Li, Leon.
    In: Energy Economics.
    RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006009.

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29. Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis. (2022). Mehta, Chhavi ; Chopra, Monika.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000100.

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30. Global production linkages and stock market co-movement. (2022). Schrimpf, Andreas ; Auer, Raphael ; Wagner, Alexander F ; Iwadate, Bruce Muneaki.
    In: BIS Working Papers.
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31. .

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32. .

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33. Correlation scenarios and correlation stress testing. (2021). Woebbeking, Fabian ; Packham, Natalie.
    In: IRTG 1792 Discussion Papers.
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34. Do investors gain from forecasting the asymmetric return co?movements of financial and real assets?. (2021). Power, Gabriel J ; Poshakwale, Sunil S ; Mandal, Anandadeep.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3246-3268.

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35. Not everyone is a follower: The behaviour of interest rate and equity markets within major economies relative to the United States. (2021). Fabozzi, Frank J ; Tunaru, Diana.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2335-2350.

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36. A global perspective on macroprudential policy interaction with systemic risk, real economic activity, and monetary intervention. (2021). Stolbov, Mikhail ; Karminsky, Alexander M ; Shchepeleva, Maria A.
    In: Financial Innovation.
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37. Monetary Policies, US influence and other Factors Affecting Stock Prices in Japan. (2021). Mizuno, Hiro ; Allen, David.
    In: MPRA Paper.
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38. Testing stock market contagion properties between large and small stock markets. (2021). Su, EnDer.
    In: Review of Quantitative Finance and Accounting.
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39. Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?. (2021). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad.
    In: Working Papers.
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40. Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan. (2021). Wu, Ming-Hung ; Weng, Pei-Shih ; Tsai, Wei-Che ; Huang, Hong-Gia.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030015x.

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41. The role of oil as a determinant of stock market interdependence: The case of the USA and GCC. (2021). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G.
    In: Energy Economics.
    RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000074.

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42. Herding in the bad times: The 2008 and COVID-19 crises. (2021). Mallor, Tania ; Ferreruela, Sandra .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001467.

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43. Spillovers of U.S. market volatility and monetary policy uncertainty to global stock markets. (2021). Chiang, Thomas C.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100139x.

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44. Jump Interdependencies: Stochastic linkages among international stock markets. (2021). Prasanna, Krishna ; Kshatriya, Saranya.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000528.

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45. Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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46. Media connection and return comovement. (2021). Tu, Jun ; Guo, LI ; Chen, Zilin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:130:y:2021:i:c:s0165188921001263.

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47. An Assessment of Abenomics: Evolution and Achievements. (2021). Ito, Takatoshi.
    In: Asian Economic Policy Review.
    RePEc:bla:asiapr:v:16:y:2021:i:2:p:190-219.

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48. EQUITY MARKETS RISKS AND RETURNS: IMPLICATIONS FOR GLOBAL PORTFOLIO CAPITAL FLOWS DURING PANDEMIC AND CRISIS PERIODS. (2021). Rusak, Denys ; Pryiatelchuk, Olena ; Dziuba, Pavlo.
    In: Baltic Journal of Economic Studies.
    RePEc:bal:journl:2256-0742:2021:7:3:12.

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49. Correlation scenarios and correlation stress testing. (2021). Woebbeking, F ; Packham, N.
    In: Papers.
    RePEc:arx:papers:2107.06839.

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50. Quantum Technology for Economists. (2021). Hull, Isaiah ; Sattath, OR ; Wendin, Goran ; Diamanti, Eleni.
    In: Papers.
    RePEc:arx:papers:2012.04473.

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51. .

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52. Does monetary policy impact international market co-movements?. (2020). Pelizzon, Loriana ; Caporin, Massimiliano ; Plazzi, Alberto.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:276.

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53. On the directional predictability of equity premium using machine learning techniques. (2020). Iworiso, Jonathan ; Vrontos, Spyridon.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:3:p:449-469.

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54. Lagged country returns and international stock return predictability during business cycle recession periods. (2020). Li, Bin ; Wen, Yi-Chieh.
    In: Applied Economics.
    RePEc:taf:applec:v:52:y:2020:i:46:p:5005-5019.

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55. Shall One Sit “Longer” for a Free Lunch? Impact of Trading Durations on the Realized Variances and Volatility Spillovers. (2020). S. V. D. Nageswara Rao, ; Srivastava, Vartika ; Raizada, Gaurav.
    In: Journal of Quantitative Economics.
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56. Investigating liquidity constraints as a channel of contagion: a regime switching approach. (2020). Shijin, Santhakumar ; Sruthi, Rajan.
    In: Financial Innovation.
    RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00185-2.

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57. Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Xie, Wenjing ; Vieito, Joo Paulo.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:20:p:8581-:d:429235.

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58. What Drives Stocks during the Corona-Crash? News Attention vs. Rational Expectation. (2020). Posch, Peter ; Neukirchen, Daniel ; Krause, Miguel ; Engelhardt, Nils.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:12:p:5014-:d:373601.

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59. Multiscale Quantile Correlation Coefficient: Measuring Tail Dependence of Financial Time Series. (2020). Zhao, Xiaojun ; Ke, Jinchuan ; Xu, Chao.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:12:p:4908-:d:372235.

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60. Copula-Based Assessment of Co-Movement and Tail Dependence Structure Among Major Trading Foreign Currencies in Ghana. (2020). Adam, Anokye M ; Mensah, Prince Osei.
    In: Risks.
    RePEc:gam:jrisks:v:8:y:2020:i:2:p:55-:d:365570.

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61. Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market. (2020). Chiang, Thomas C ; Chen, Xiaoyu.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:53:y:2020:i:c:s027553191930892x.

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62. Analyzing volatility spillovers between oil market and Asian stock markets. (2020). Tiwari, Aviral ; Tingqiu, Cao ; Sarwar, Suleman.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719304957.

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63. Can policy and financial risk predict stock markets?. (2020). Molnár, Peter ; Norlin, Karl-Martin ; Molnar, Peter ; Krakstad, Svein Olav ; Emblem, Marius Aleksander.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:176:y:2020:i:c:p:701-719.

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64. The overnight return puzzle and the “T+1” trading rule in Chinese stock markets. (2020). Dam, Lammertjan ; Qiao, Kenan.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300033.

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65. Can international supply chain induce a return premium? Evidence from U.S. leading high-technology firms and Taiwan stock market. (2020). Zhao, Cuifang ; Zhang, Ruhui ; Tsai, Li-Chuan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318306330.

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66. A comparison of non-Gaussian VaR estimation and portfolio construction techniques. (2020). Lizieri, Colin ; Satchell, Stephen ; Allen, David.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:58:y:2020:i:c:p:356-368.

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67. Firm-specific information and systemic risk. (2020). Clements, Adam ; Liao, Y.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:90:y:2020:i:c:p:480-493.

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68. Firms Exposures to Geographic Risks. (2020). Dumas, Bernard ; Marston, Richard C ; Gabuniya, Tymur.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15503.

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69. Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying.
    In: Papers.
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70. Has Co-Movement Dynamics in Brazil, Russia, India, China and South Africa (BRICS) Markets Changed After Global Financial Crisis? New Evidence from Wavelet Analysis. (2019). Das, Debojyoti ; Kannadhasan, M.
    In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
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71. Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World. (2019). cotter, john ; Roll, Richard ; Gabriel, Stuart.
    In: Working Papers.
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72. Investigating risk contagion initiated by endogenous liquidity shocks: evidence from the US and eurozone interbank markets. (2019). Wolfe, Simon ; Urquhart, Andrew ; Eross, Andrea .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:25:y:2019:i:1:p:35-53.

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73. An Econometric Analysis on Influential Power Across Global Stock Markets. (2019). Yu, Huaibing.
    In: Journal of Finance and Investment Analysis.
    RePEc:spt:fininv:v:8:y:2019:i:3:f:8_3_1.

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74. Structural Breaks in Volatility Transmission from Developed Markets to Major Asian Emerging Markets. (2019). .
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:18:y:2019:i:2:p:172-209.

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75. Determinants of international price volatility transmissions: the role of self-sufficiency rates in wheat-importing countries. (2019). Tanaka, Tetsuji ; Guo, Jin.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:5:y:2019:i:1:d:10.1057_s41599-019-0338-2.

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76. Analyzing Contagion Effect in Markets During Financial Crisis Using Stochastic Autoregressive Canonical Vine Model. (2019). Mehra, Aparna ; Goel, Anubha.
    In: Computational Economics.
    RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-017-9772-7.

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77. Market risk, corporate governance, and the regulation during the recent financial crisis: The French context. (2019). Jarboui, Anis ; Salhi, Bassem ; Aloui, Mouna.
    In: International Journal of Managerial Finance.
    RePEc:eme:ijmfpp:ijmf-06-2018-0177.

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78. Empirical analysis of intertemporal relations between downside risks and expected returns—Evidence from Asian markets. (2019). Chiang, Thomas C.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:47:y:2019:i:c:p:264-278.

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79. Correlations and volatility spillovers between oil, natural gas, and stock prices in India. (2019). Tiwari, Aviral ; Pradhan, Ashis ; Kumar, Satish ; Kang, Sang Hoon.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:282-291.

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80. The determinants of the model-free positive and negative volatilities. (2019). Tunaru, Radu ; Morelli, David ; Bevilacqua, Mattia.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:92:y:2019:i:c:p:1-24.

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81. Bad bad contagion. (2019). Londono, Juan M..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302274.

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82. A factor-model approach for correlation scenarios and correlation stress testing. (2019). Woebbeking, C F ; Packham, N.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:101:y:2019:i:c:p:92-103.

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83. What causes the asymmetric correlation in stock returns?. (2019). Chung, Peter Y ; Kim, Thomas S ; Hong, Hyun A.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:54:y:2019:i:c:p:190-212.

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84. Empirical Analysis on Price-Volume Relation in the Stock Market of China. (2019). Zhu, Lu-Jie ; Yan, Surong ; Lin, Li-Wei ; Wei, Shih-Yung.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2019-05-14.

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85. Multimodal Deep Learning for Finance: Integrating and Forecasting International Stock Markets. (2019). Yoo, Seong Joon ; Il, Sang.
    In: Papers.
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86. A factor-model approach for correlation scenarios and correlation stress-testing. (2019). Woebbeking, Fabian ; Packham, Natalie.
    In: Papers.
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87. .

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88. Who Wins When Exchanges Compete?* Evidence from Competition after Euro Conversion. (2018). Koski, Jennifer L ; Han, XI ; Dewenter, Kathryn L.
    In: Review of Finance.
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89. Financial crises, price discovery, and information transmission: a high-frequency perspective. (2018). Füss, Roland ; Mager, Ferdinand ; Fuss, Roland ; ROLAND FÜSS, ; Zhao, LU ; Stein, Michael.
    In: Financial Markets and Portfolio Management.
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90. Exchange rate volatility and the stability of stock prices. (2018). Blau, Benjamin M.
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91. Understanding international stock market comovements: A comparison of developed and emerging markets. (2018). Chen, Peng.
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92. Fluctuating attention and financial contagion. (2018). Hasler, Michael ; ORNTHANALAI, CHAYAWAT .
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    RePEc:eee:moneco:v:99:y:2018:i:c:p:106-123.

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93. Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics. (2018). Chen, Cathy Yi-Hsuan ; Hardle, Wolfgang Karl ; Chiang, Thomas C.
    In: Journal of Banking & Finance.
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94. Volatility and shock interactions and risk management implications: Evidence from the U.S. and frontier markets. (2018). Ngene, Geoffrey ; Mungai, Ann N ; Post, Jordin A.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:37:y:2018:i:c:p:181-198.

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95. Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Yang, Xiye ; Erdemlioglu, Deniz ; Dungey, Mardi ; Matei, Marius.
    In: Journal of Econometrics.
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96. Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model العدوى بين البنوك الإسلامية والتقليدية في ماليزي. (2018). Khoufi, Walid ; ben Latifa, Monia.
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    RePEc:abd:kauiea:v:31:y:2018:i:1:p:167-178.

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97. Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model العدوى بين البنوك الإسلامية والتقليدية في ماليزي. (2018). Khoufi, Walid ; ben Latifa, Monia.
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103. Long and Short-Term Dynamic Relationship between Macedonian and Croatian Stock Markets. (2017). Angelovska, Julijana.
     In: Zagreb International Review of Economics and Business.
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104. Speculative bubbles and contagion: Analysis of volatility’s clusters during the DotCom bubble based on the dynamic conditional correlation model. (2017). Kohn, Maximilian-Benedikt Herwarth ; Zhang, Xibin ; Valls, Pedro L.
     In: Cogent Economics & Finance.
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105. Further evidence on international Islamic and conventional portfolios diversification under regime switching. (2017). Bahloul, Slah ; Naifar, Nader ; Mroua, Mourad .
     In: Applied Economics.
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106. THE IMPACT OF FINANCIAL CRISES ON THE SHORT-TERM INTERACTION BETWEEN BALKAN STOCK MARKETS. (2017). Angelovska, Julijana.
     In: UTMS Journal of Economics.
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107. A Dynamic Measure of Intentional Herd Behavior in Financial Markets. (2017). Park, Beum Jo ; Kim, Myung-Joong.
     In: MPRA Paper.
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108. Time-varying correlations and interrelations: Firm-level-based sector evidence. (2017). Evans, P ; McMillan, Fiona J.
     In: Journal of Asset Management.
     RePEc:pal:assmgt:v:18:y:2017:i:3:d:10.1057_s41260-016-0034-3.

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109. Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets. (2017). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku.
     In: Discussion Papers in Economics and Business.
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110. Transmission of future prices of corn of the Chicago Board of Trade to the Mexican spot market. (2017). ORTIZ-ARANGO, FRANCISCO ; Montiel, Alma Nelly .
     In: Contaduría y Administración.
     RePEc:nax:conyad:v:62:y:2017:i:3:p:941-957.

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111. Transmisión de precios futuros de maíz del Chicago Board of Trade al mercado spot mexicano. (2017). ORTIZ-ARANGO, FRANCISCO ; Montiel, Alma Nelly .
     In: Contaduría y Administración.
     RePEc:nax:conyad:v:62:y:2017:i:3:p:924-940.

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112. Trade, Financial Flows and Stock Market Interdependence: Evidence from Asian Markets. (2017). Dhanaraj, Sowmya ; Babu, Suresh M ; Gopalaswamy, Arun Kumar.
     In: Working Papers.
     RePEc:mad:wpaper:2017-158.

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113. Spatial Correlation in Expected Returns in Commercial Real Estate Markets and the Role of Core Markets. (2017). Slade, Barrett A ; Sirmans, C F ; Shilling, James D.
     In: The Journal of Real Estate Finance and Economics.
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114. Asset Co-movements: Features and Challenges. (2017). Gospodinov, Nikolay.
     In: FRB Atlanta Working Paper.
     RePEc:fip:fedawp:2017-11.

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115. Ripple effects of the 2011 Japan earthquake on international stock markets. (2017). Karali, Berna ; Ferreira, Susana ; Valizadeh, Pourya .
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:41:y:2017:i:c:p:556-576.

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116. Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis. (2017). Kumar, Dilip.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:49:y:2017:i:c:p:149-167.

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117. Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic .
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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118. Are correlations constant? Empirical and theoretical results on popular correlation models in finance. (2017). Füss, Roland ; Gluck, Thorsten ; Adams, Zeno ; Fuss, Roland ; ROLAND FÜSS, .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:84:y:2017:i:c:p:9-24.

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119. Excess stock return comovements and the role of investor sentiment. (2017). Verschoor, Willem ; Frijns, Bart.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:49:y:2017:i:c:p:74-87.

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120. Contagion of the eurozone debt crisis. (2017). Samarakoon, Lalith P.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:49:y:2017:i:c:p:115-128.

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121. Global portfolio investment network and stock market comovement. (2017). Chuluun, Tuugi .
     In: Global Finance Journal.
     RePEc:eee:glofin:v:33:y:2017:i:c:p:51-68.

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122. International stock return co-movements and trading activity. (2017). Brzeszczynski, Janusz ; Sheng, Xin ; Brzeszczyski, Janusz ; Ibrahim, Boulis M.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:23:y:2017:i:c:p:12-18.

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123. Exploring the location and price differentials of cross-listed firms for arbitrage opportunities. (2017). Yang, Ann Shawing ; Uyan, Craig Alan .
     In: Finance Research Letters.
     RePEc:eee:finlet:v:21:y:2017:i:c:p:85-91.

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124. Bilateral Tax Treaties and GDP Comovement. (2017). Weber, Caroline ; Sly, Nicholas.
     In: Review of International Economics.
     RePEc:bla:reviec:v:25:y:2017:i:2:p:292-319.

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125. CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot.
     In: Economic Annals.
     RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

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126. Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios. (2017). Daly, Vincent ; Li, Hong.
     In: Review of Economics & Finance.
     RePEc:bap:journl:170403.

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127. Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets. (2017). de Carvalho, Miguel ; Wadsworth, Jennifer ; Camilo, Daniela Castro .
     In: Papers.
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128. Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance. (2016). Füss, Roland ; Adams, Zeno ; Fuess, Roland.
     In: Working Papers on Finance.
     RePEc:usg:sfwpfi:2016:13.

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129. Nowhere to run, nowhere to hide: asset diversification in a flat world. (2016). cotter, john ; Roll, Richard ; Gabriel, Stuart .
     In: Working Papers.
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130. The responses of BRICS Equities to Chinas Slowdown: A Multi-Scale Causality Analysis. (2016). Selmi, Refk ; bouoiyour, jamal.
     In: Working Papers.
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131. Illiquidity Transmission in a Three-Country Framework: A Conditional Approach. (2016). Fiesel, Stefan ; Uhrig-Homburg, Marliese.
     In: Schmalenbach Business Review.
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132. Integration of Stock Returns and Volatility of Emerging Equity Markets. (2016). .
     In: Review of Market Integration.
     RePEc:sae:revmar:v:8:y:2016:i:1-2:p:79-102.

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133. Asymmetric Dynamic Conditional Correlation Approach to Financial Contagion: A Study of Asian Markets. (2016). Kumar, Dilip.
     In: Global Business Review.
     RePEc:sae:globus:v:17:y:2016:i:6:p:1339-1356.

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134. Euro area stock markets performance comparison and its dependence on macroeconomic variables. (2016). Soares da Fonseca, José.
     In: International Journal of Monetary Economics and Finance.
     RePEc:ids:ijmefi:v:9:y:2016:i:3:p:245-266.

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135. The responses of BRICS Equities to Chinas Slowdown: A Multi-Scale Causality Analysis. (2016). Selmi, Refk ; bouoiyour, jamal.
     In: Working Papers.
     RePEc:hal:wpaper:hal-01880323.

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136. Bad Bad Contagion. (2016). Londono, Juan M.
     In: International Finance Discussion Papers.
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137. Global financial crisis and emerging stock market contagion: A volatility impulse response function approach. (2016). Jin, Xiaoye ; An, Ximeng .
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:36:y:2016:i:c:p:179-195.

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138. In search of the determinants of European asset market comovements. (2016). Taamouti, Abderrahim ; Gomes, Pedro.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:44:y:2016:i:c:p:103-117.

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139. Steel scrap and equity market in Japan. (2016). Omura, Akihiro ; Chung, Richard ; Li, Bin ; Todorova, Neda.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:47:y:2016:i:c:p:115-124.

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140. Sentiments, financial markets, and macroeconomic fluctuations. (2016). Wang, Pengfei ; Benhabib, Jess ; Liu, Xue Wen.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:120:y:2016:i:2:p:420-443.

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141. Bank integration and co-movements across housing markets. (2016). Milcheva, Stanimira ; Zhu, Bing.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:72:y:2016:i:s:p:s148-s171.

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142. Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs. (2016). Roca, Eduardo ; Gupta, Rakesh ; Yuan, Tian.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:45:y:2016:i:c:p:230-239.

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143. Leverage and asymmetric volatility: The firm-level evidence. (2016). Mazzotta, Stefano ; Ericsson, Jan ; Huang, Xiao.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:38:y:2016:i:pa:p:1-21.

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144. A test of asymmetric comovement for state-dependent stock returns. (2016). Deng, Kaihua.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:36:y:2016:i:c:p:68-85.

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145. Location of trade, return comovements, and diversification benefits: Evidence from Asian country ETFs. (2016). Lee, Hsiu-Chuan ; Hsu, Chih-Hsiang .
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:37:y:2016:i:c:p:279-296.

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146. A Tale of Two Consequences: Intended and Unintended Outcomes of the Japan TOPIX Tick Size Changes. (2016). Kashyap, Ravi.
     In: Papers.
     RePEc:arx:papers:1602.00839.

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147. Disclosure of risk information in the European banking sector. (2016). Klepczarek, Emilia .
     In: International Economics.
     RePEc:ann:inecon:y:2016:i:16:p:350-366.

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148. Market overreaction and investment strategies. (2015). Hwang, Soosung ; Ryu, Doojin ; Han, Chulwoo.
     In: Applied Economics.
     RePEc:taf:applec:v:47:y:2015:i:54:p:5868-5885.

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149. International yield curve comovements: impact of the recent financial crisis. (2015). Sirichand, Kavita ; Coleman, Simeon.
     In: Applied Economics.
     RePEc:taf:applec:v:47:y:2015:i:43:p:4561-4573.

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150. Financial Crisis and Stock Market Integration: An Analysis of Select Economies. (2015). .
     In: Global Business Review.
     RePEc:sae:globus:v:16:y:2015:i:6:p:1127-1142.

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151. EUROPEAN STOCK MARKETS CORRELATIONS IN A MARKOV SWITCHING FRAMEWORK. (2015). Lupu, Iulia.
     In: Journal for Economic Forecasting.
     RePEc:rjr:romjef:v::y:2015:i:3:p:103-119.

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152. Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring. (2015). Diebold, Francis X ; Yilmaz, Kamil.
     In: OUP Catalogue.
     RePEc:oxp:obooks:9780199338306.

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153. Sentiments, Financial Markets, and Macroeconomic Fluctuations. (2015). Wang, Pengfei ; Benhabib, Jess ; Liu, Xuewen.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:21294.

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154. Time-Varying Correlation in Housing Prices. (2015). Zimmer, David.
     In: The Journal of Real Estate Finance and Economics.
     RePEc:kap:jrefec:v:51:y:2015:i:1:p:86-100.

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155. Return and Volatility Spillover among Banks and Insurers: Evidence from Pre-Crisis and Crisis Periods. (2015). Zhao, Gang ; Staikouras, Sotiris ; Kalotychou, Elena ; Elyasiani, Elyas.
     In: Journal of Financial Services Research.
     RePEc:kap:jfsres:v:48:y:2015:i:1:p:21-52.

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156. Analyzing the impact of global financial crisis on the interconnectedness of Asian stock markets using network science. (2015). Aswani, Jitendra .
     In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
     RePEc:ind:igiwpp:2015-020.

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157. Global tax policy and the synchronization of business cycles. (2015). Sly, Nicholas ; Weber, Caroline.
     In: Research Working Paper.
     RePEc:fip:fedkrw:rwp15-07.

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158. Volatility returns with vengeance: Financial markets vs. commodities. (2015). Chevallier, Julien ; Aboura, Sofiane.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:33:y:2015:i:c:p:334-354.

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159. How past market movements affect correlation and volatility. (2015). Becker, Christoph ; Schmidt, Wolfgang M..
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:50:y:2015:i:c:p:78-107.

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160. Trade credit and cross-country predictable firm returns. (2015). Ramadorai, Tarun ; Albuquerque, Rui ; Watugala, Sumudu W..
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:115:y:2015:i:3:p:592-613.

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161. The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China. (2015). Wu, Eliza ; Kim, Suk-Joong ; Salem, Leith .
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:18:y:2015:i:c:p:208-224.

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162. Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach. (2015). JAWADI, Fredj ; Louhichi, Wael ; Cheffou, Abdoulkarim Idi.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:26:y:2015:i:c:p:64-84.

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163. Robust score and portmanteau tests of volatility spillover. (2015). Hill, Jonathan ; Aguilar, Mike.
     In: Journal of Econometrics.
     RePEc:eee:econom:v:184:y:2015:i:1:p:37-61.

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164. Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227.

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165. International swap market contagion and volatility. (2015). Wickramanayake, Jayasinghe ; Batten, Jonathan ; Azad, A.S.M. ; Sohel Azad, A. S. M., ; Fang, Victor.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:47:y:2015:i:c:p:355-371.

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166. Shifts in volatility driven by large stock market shocks. (2015). Tzavalis, Elias ; Dendramis, Yiannis ; Kapetanios, George.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:55:y:2015:i:c:p:130-147.

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167. Volatility transmission and volatility impulse response functions among the Greater China stock markets. (2015). Jin, Xiaoye.
     In: Journal of Asian Economics.
     RePEc:eee:asieco:v:39:y:2015:i:c:p:43-58.

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168. Volatility returns with vengeance: Financial markets vs. commodities. (2015). Chevallier, Julien ; Aboura, Sofiane.
     In: Economics Papers from University Paris Dauphine.
     RePEc:dau:papers:123456789/13359.

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169. Can housing risk be diversified? A cautionary tale from the housing boom and bust. (2014). Gabriel, Stuart ; cotter, john ; Roll, Richard.
     In: Working Papers.
     RePEc:ucd:wpaper:201412.

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170. Switching volatility and cross-market linkages in public property markets. (2014). Liow, Kim ; Ye, Qing.
     In: Journal of Property Research.
     RePEc:taf:jpropr:v:31:y:2014:i:4:p:287-314.

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171. International yield curve comovements: impact of the recent financial crisis. (2014). Sirichand, Kavita ; Coleman, Simeon.
     In: Discussion Paper Series.
     RePEc:lbo:lbowps:2014_07.

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172. The change of correlation structure across industries:an analysis in the regime-switching framework. (2014). Wakai, Katsutoshi ; Shigeta, Yuki ; Egami, Masahiko.
     In: Discussion papers.
     RePEc:kue:dpaper:e-14-002.

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173. Examining Linkages between Saudi Stock Market (TASI) and Selected Stock Markets Indices. (2014). Rehman, Mohammed Ziaur ; Hazazi, Musa Ahmed .
     In: International Journal of Financial Research.
     RePEc:jfr:ijfr11:v:5:y:2014:i:4:p:196-209.

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174. US stock market efficiency over weekly, monthly, quarterly and yearly time scales. (2014). Rodriguez, E. ; Femat, R. ; Aguilar-Cornejo, M. ; Alvarez-Ramirez, J..
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:413:y:2014:i:c:p:554-564.

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175. Asymmetric Information and Volatility Forecasting in Commodity Futures Markets. (2014). Wong, Ieokhou ; An, Yunbi ; Liu, Qingfu ; Zhang, Jinqing .
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:26:y:2014:i:c:p:79-97.

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176. Oil and the economy: A cross bicorrelation perspective. (2014). Serletis, Apostolos ; Coronado, Semei ; Romero-Meza, Rafael.
     In: The Journal of Economic Asymmetries.
     RePEc:eee:joecas:v:11:y:2014:i:c:p:91-95.

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177. Industry co-movement and cross-listing: Do home country factors matter?. (2014). Lee, Chien-Chiang ; Chang, Chi-Hung ; Chen, Mei-Ping.
     In: Japan and the World Economy.
     RePEc:eee:japwor:v:32:y:2014:i:c:p:96-110.

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178. A cross-country analysis of herd behavior in Europe. (2014). Mollah, Sabur ; Mobarek, Asma ; Keasey, Kevin.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:32:y:2014:i:c:p:107-127.

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179. Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis. (2014). Wang, Lihong.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:28:y:2014:i:c:p:182-203.

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180. Price discovery for cross-listed firms with foreign IPOs. (2014). Lam, Eddery ; Alhaj-Yaseen, Yaseen S. ; Barkoulas, John T..
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:31:y:2014:i:c:p:80-87.

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181. International cross-listing and price discovery under trading concentration in the domestic market: Evidence from Japanese shares. (2014). Otsubo, Yoichi.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:25:y:2014:i:c:p:36-51.

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182. VaR-implied tail-correlation matrices. (2014). Mittnik, Stefan.
     In: Economics Letters.
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183. Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis. (2014). Aloui, Chaker ; Hkiri, Besma.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:36:y:2014:i:c:p:421-431.

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184. Speculative behavior and the dynamics of interacting stock markets. (2014). Westerhoff, Frank ; Schmitt, Noemi.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:45:y:2014:i:c:p:262-288.

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185. LINKAGES BETWEEN THE STOCK MARKETS OF EASTERN EUROPE. (2014). Petria, Nicolae ; Dezsi, Eva ; Eva, Dezsi ; Ioan, Trenca ; Nicolae, Petria.
     In: Revista Economica.
     RePEc:blg:reveco:v:66:y:2014:i:1:p:91-104.

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186. VaR-implied tail-correlation matrices. (2013). Mittnik, Stefan.
     In: CFS Working Paper Series.
     RePEc:zbw:cfswop:201305.

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187. Speculative behavior and the dynamics of interacting stock markets. (2013). Westerhoff, Frank ; Schmitt, Noemi.
     In: BERG Working Paper Series.
     RePEc:zbw:bamber:90.

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188. Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation. (2013). Zhou, Guofu ; Hong, Yongmiao ; Tu, Jun .
     In: Working Papers.
     RePEc:wyi:wpaper:001962.

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189. Causality between Regional Stock Markets: A Frequency Domain Approach. (2013). Gradojevic, Nikola ; Dobardia, Eldin ; Gradojevia, Nikola .
     In: Panoeconomicus.
     RePEc:voj:journl:v:60:y:2013:i:5:p:633-647.

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190. Stock and Foreign Exchange Market Linkages in Emerging Economies. (2013). Savvides, Andreas ; Matsi, Maria ; Andreou, Elena.
     In: University of Cyprus Working Papers in Economics.
     RePEc:ucy:cypeua:01-2013.

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191. Volatility spillovers in commodity markets. (2013). Ielpo, Florian ; Chevallier, Julien.
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:20:y:2013:i:13:p:1211-1227.

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192. Dynamic linkages between stock markets: the effects of crises and globalization. (2013). Doman, Ryszard .
     In: Portuguese Economic Journal.
     RePEc:spr:portec:v:12:y:2013:i:2:p:87-112.

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193. FINANCIAL STABILITY AND DEVELOPMENT OF CAPITAL MARKETS. (2013). Vilag, Ruxandra ; Ionescu, George Horia .
     In: Romanian Economic Business Review.
     RePEc:rau:journl:v:8:y:2013:i:3.1:p:46-55.

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194. Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach.. (2013). Baumohl, Eduard ; Baumhl, Eduard .
     In: MPRA Paper.
     RePEc:pra:mprapa:43834.

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195. AN INQUIRY INTO CONTAGION TRANSMISSION AND SPILLOVER EFFECTS IN STOCK MARKETS. (2013). Petria, Nicolae ; Dezsi, Eva ; Eva, Dezsi ; Ioan, Trenca ; Nicolae, Petria.
     In: Annals of Faculty of Economics.
     RePEc:ora:journl:v:1:y:2013:i:2:p:472-482.

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196. Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets. (2013). Hoesli, Martin ; Reka, Kustrim .
     In: The Journal of Real Estate Finance and Economics.
     RePEc:kap:jrefec:v:47:y:2013:i:1:p:1-35.

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197. A spatial analysis of international stock market linkages. (2013). Liu, Lu ; Hess, Wolfgang ; Asgharian, Hossein.
     In: Knut Wicksell Working Paper Series.
     RePEc:hhs:luwick:2013_003.

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198. The impact of corporate governance, regulatory differences and futures contracts on movements among portfolios of cross-listed equities: The case of Germany. (2013). ΚΑΡΤΑΛΗΣ, ΝΙΚΟΛΑΟΣ ; Koulakiotis, Athanasios ; Kartalis, Nikos ; Papasyriopoulos, Nicholas ; Lyroudi, Katerina .
     In: Journal of Multinational Financial Management.
     RePEc:eee:mulfin:v:23:y:2013:i:1:p:34-53.

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199. The world price of jump and volatility risk. (2013). Driessen, Joost ; Maenhout, Pascal .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:37:y:2013:i:2:p:518-536.

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200. A spatial analysis of international stock market linkages. (2013). Liu, Lu ; Hess, Wolfgang ; Asgharian, Hossein.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:37:y:2013:i:12:p:4738-4754.

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201. Stock and foreign exchange market linkages in emerging economies. (2013). Savvides, Andreas ; Matsi, Maria ; Andreou, Elena.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:27:y:2013:i:c:p:248-268.

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202. A simple indicator of systemic risk. (2013). Patro, Dilip K. ; Sun, Xian ; Qi, Min .
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:9:y:2013:i:1:p:105-116.

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203. Stressing correlations and volatilities — A consistent modeling approach. (2013). Becker, Christoph ; Schmidt, Wolfgang M..
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:21:y:2013:i:c:p:174-194.

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204. Stock prices and the location of trade: Evidence from China-backed ADRs. (2013). Yao, Lee J. ; Wang, Xue ; Fang, Victor.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:26:y:2013:i:c:p:677-688.

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205. Modeling the dependence of conditional correlations on volatility. (2013). Otranto, Edoardo ; Bauwens, Luc.
     In: CORE Discussion Papers.
     RePEc:cor:louvco:2013014.

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206. Modeling the Dependence of Conditional Correlations on Volatility. (2013). Otranto, Edoardo.
     In: Working Paper CRENoS.
     RePEc:cns:cnscwp:201304.

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207. International Fiscal Policy Coordination and GDP Comovement. (2013). Weber, Caroline ; Sly, Nicholas.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_4358.

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208. Are the inflations of world co-integrated?. (2013). Osman, Amber ; Minhas, Junaid ; Hasan, Syed Akif ; Subhani, Muhammad Imtiaz .
     In: South Asian Journal of Management Sciences (SAJMS), Iqra University.
     RePEc:ajm:journl:v:7:y:2013:i:1:p:9-18.

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209. The Japanese economy in crises: A time series segmentation study. (2012). Xu, Danny Yuan ; Zhang, Yiting ; Yim, Woei Shyr ; Cheong, Siew Ann ; Fornia, Robert Paulo ; Lee, Gladys Hui Ting, ; Kok, Jun Liang .
     In: Economics - The Open-Access, Open-Assessment E-Journal.
     RePEc:zbw:ifweej:20125.

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210. Investor perceptions and equity-sovereign bond return correlation: revisiting the Mexican Peso Crisis. (2012). Nath, Golak C. ; Yi, Jong ; Refalo, James ; Fang, Hsing .
     In: Macroeconomics and Finance in Emerging Market Economies.
     RePEc:taf:macfem:v:5:y:2012:i:1:p:78-93.

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211. Markowitz versus Regime Switching: An Empirical Approach. (2012). Seidl, Immanuel.
     In: The Review of Finance and Banking.
     RePEc:rfb:journl:v:04:y:2012:i:1:p:033-043.

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212. Spillover Effect in the MENA Area: Case of Four Financial Markets. (2012). El Alaoui, Marwane ; Benbachir, Saad .
     In: MPRA Paper.
     RePEc:pra:mprapa:48682.

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213. Measuring macroeconomic and financial market interdependence: a critical survey. (2012). Li, Linyue ; Willett, Thomas D. ; Zhang, Nan.
     In: Journal of Financial Economic Policy.
     RePEc:eme:jfeppp:v:4:y:2012:i:2:p:128-145.

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214. Asymmetric and threshold effects on comovements among Germanic cross-listed equities. (2012). ΚΑΡΤΑΛΗΣ, ΝΙΚΟΛΑΟΣ ; Koulakiotis, Athanasios ; Kartalis, Nikos ; Papasyriopoulos, Nicholas ; Lyroudi, Katerina .
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:24:y:2012:i:c:p:327-342.

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215. The impact of Chinas stock market reforms on its international stock market linkages. (2012). Li, Hong.
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:52:y:2012:i:4:p:358-368.

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216. Stock market networks: The dynamic conditional correlation approach. (2012). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:391:y:2012:i:16:p:4147-4158.

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217. Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation. (2012). Vahid, Farshid ; Choi, Pilsun ; Choe, Kwang-il ; Nam, Kiseok.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:20:y:2012:i:2:p:271-291.

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218. State uncertainty in stock markets: How big is the impact on the cost of equity?. (2012). Han, Yufeng.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:36:y:2012:i:9:p:2575-2592.

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219. Short selling of ADRs and foreign market short-sale constraints. (2012). Blau, Benjamin ; Van Ness, Robert A. ; Warr, Richard S..
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:36:y:2012:i:3:p:886-897.

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220. Integration of 22 emerging stock markets: A three-dimensional analysis. (2012). Kiviaho, Jarno ; Graham, Michael ; Nikkinen, Jussi .
     In: Global Finance Journal.
     RePEc:eee:glofin:v:23:y:2012:i:1:p:34-47.

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221. Do food and oil prices co-move?. (2012). Reboredo, Juan.
     In: Energy Policy.
     RePEc:eee:enepol:v:49:y:2012:i:c:p:456-467.

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222. Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies. (2012). Sadorsky, Perry.
     In: Energy Economics.
     RePEc:eee:eneeco:v:34:y:2012:i:1:p:248-255.

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223. Does information vault Niagara Falls? Cross-listed trading in New York and Toronto. (2012). Chen, Haiqiang ; Choi, Paul Moon Sub, .
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:19:y:2012:i:2:p:175-199.

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224. Analysis of Linkages between Central and Eastern European Capital Markets. (2012). Matuszewska-Janica, Aleksandra ; Kompa, Krzysztof ; Witkowska, Dorota.
     In: Dynamic Econometric Models.
     RePEc:cpn:umkdem:v:12:y:2012:p:19-34.

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225. Trading Activity and Financial Market Integration. (2012). Lee, Chia-Hao ; Pei-I Chou, ; Pei-I Chou, .
     In: The Financial Review.
     RePEc:bla:finrev:v:47:y:2012:i:3:p:589-616.

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226. Is the Potential for International Diversi?cation Disappearing? A Dynamic Copula Approach. (2012). Christoffersen, Peter ; Errunza, Vihang ; Jacobs, Kris ; Langlois, Hugues.
     In: CREATES Research Papers.
     RePEc:aah:create:2012-48.

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227. The Japanese economy in crises: A time series segmentation study. (2011). Xu, Danny Yuan ; Zhang, Yiting ; Yim, Woei Shyr ; Cheong, Siew Ann ; Fornia, Robert Paulo ; Lee, Gladys Hui Ting, ; Kok, Jun Liang .
     In: Economics Discussion Papers.
     RePEc:zbw:ifwedp:201124.

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228. Measuring Co-Movements of CDS Premia during the Greek Debt Crisis. (2011). Brill, Felix ; Andenmatten, Sergio .
     In: Diskussionsschriften.
     RePEc:ube:dpvwib:dp1104.

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229. Dynamic correlation between stock prices and exchange rates. (2011). Lee, Chia-Hao ; Doong, Shuh-Chyi ; Chou, Pei-I ; Pei-I Chou, ; Pei-I Chou, .
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:21:y:2011:i:11:p:789-800.

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230. Shock transmission among the European Stock markets - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE>. (2011). Lupu, Radu.
     In: Institute for Economic Forecasting Conference Proceedings.
     RePEc:rjr:wpconf:101101.

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231. Co-movement of revenue: structural changes in the business cycle. (2011). Erdorf, Stefan ; Heinrichs, Nicolas .
     In: Financial Markets and Portfolio Management.
     RePEc:kap:fmktpm:v:25:y:2011:i:4:p:411-433.

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232. The pre-FOMC announcement drift. (2011). Moench, Emanuel ; Lucca, David.
     In: Staff Reports.
     RePEc:fip:fednsr:512.

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233. Independent component analysis for realized volatility: Analysis of the stock market crash of 2008. (2011). Kumiega, Andrew ; Neururer, Thaddeus ; van Vliet, Ben.
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:51:y:2011:i:3:p:292-302.

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234. Will the US economy recover in 2010? A minimal spanning tree study. (2011). Wong, Jian Cheng ; Zhang, Yiting ; Cheong, Siew Ann ; Prusty, Manamohan ; Lee, Gladys Hui Ting, ; Kok, Jun Liang .
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:390:y:2011:i:11:p:2020-2050.

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235. Financial integration and portfolio investments to emerging Balkan equity markets. (2011). Syriopoulos, Theodore.
     In: Journal of Multinational Financial Management.
     RePEc:eee:mulfin:v:21:y:2011:i:1:p:40-54.

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236. Risk contagion among international stock markets. (2011). Asgharian, Hossein ; Nossman, Marcus .
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:30:y:2011:i:1:p:22-38.

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237. Contagion risk in the Australian banking and property sectors. (2011). Stork, Philip ; Pais, Amelia.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:35:y:2011:i:3:p:681-697.

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238. Do market capitalization and stocks traded converge? New global evidence. (2011). Narayan, Seema ; Mishra, Sagarika.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:35:y:2011:i:10:p:2771-2781.

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239. Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets. (2011). Samarakoon, Lalith P..
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:21:y:2011:i:5:p:724-742.

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240. Cross-country effects in herding behaviour: Evidence from four south European markets. (2011). PHILIPPAS, NIKOLAOS ; KOSTAKIS, ALEXANDROS ; Economou, Fotini.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:21:y:2011:i:3:p:443-460.

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241. How do crude oil prices co-move?: A copula approach. (2011). Reboredo, Juan.
     In: Energy Economics.
     RePEc:eee:eneeco:v:33:y:2011:i:5:p:948-955.

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242. A component model for dynamic correlations. (2011). Engle, Robert ; Colacito, Riccardo ; Ghysels, Eric.
     In: Journal of Econometrics.
     RePEc:eee:econom:v:164:y:2011:i:1:p:45-59.

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243. The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?. (2011). Lee, Chien-Chiang ; Hsu, Yi-Chung ; Chen, Mei-Ping.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:28:y:2011:i:1:p:526-539.

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244. The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?. (2011). Lee, Chien-Chiang ; Chen, Mei-Ping ; Hsu, Yi-Chung .
     In: Economic Modelling.
     RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:526-539.

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245. Systematic risk under extremely adverse market condition. (2011). Zhou, Chen ; van Oordt, Maarten.
     In: DNB Working Papers.
     RePEc:dnb:dnbwpp:281.

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246. The Impact of the Exchange Rate Dynamics on the Dependencies in Global Stock Market. (2011). Doman, Magorzata .
     In: Dynamic Econometric Models.
     RePEc:cpn:umkdem:v:11:y:2011:p:73-86.

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247. Return and Volatility Transmission in U.S. Housing Markets. (2011). Miao, Hong ; Ramchander, Sanjay ; Simpson, Marc W..
     In: Real Estate Economics.
     RePEc:bla:reesec:v:39:y:2011:i:4:p:701-741.

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248. Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets. (2011). Hoesli, Martin ; Reka, Kustrim .
     In: ERES.
     RePEc:arz:wpaper:eres2011_63.

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249. International Transmission of U.S. Monetary Policy Shocks: Evidence from Stock Prices. (2010). Wongswan, Jon ; Vega, Clara ; Ammer, John.
     In: Journal of Money, Credit and Banking.
     RePEc:wly:jmoncb:v:42:y:2010:i:s1:p:179-198.

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250. Correlations and spillovers among three euro rates: evidence using realised variance. (2010). Ruiz, Isabel ; Speight, Alan ; McMillan, David.
     In: The European Journal of Finance.
     RePEc:taf:eurjfi:v:16:y:2010:i:8:p:753-767.

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251. Linkages in international stock markets: evidence from a classification procedure. (2010). Sosvilla-Rivero, Simon ; Rodriguez, Pedro.
     In: Applied Economics.
     RePEc:taf:applec:v:42:y:2010:i:16:p:2081-2089.

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252. Financial panic and emerging market funds. (2010). Zheng, Huanhuan ; Jinjarak, Yothin.
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:20:y:2010:i:23:p:1793-1805.

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253. The strength and source of asymmetric international diversification. (2010). Daigler, Robert ; You, Leyuan .
     In: Journal of Economics and Finance.
     RePEc:spr:jecfin:v:34:y:2010:i:3:p:349-364.

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254. Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region. (2010). cipollini, andrea ; Chortareas, Georgios.
     In: Journal of Emerging Market Finance.
     RePEc:sae:emffin:v:9:y:2010:i:3:p:257-284.

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255. Flight to Liquidity and Global Equity Returns. (2010). Sarkissian, Sergei ; Goyenko, Ruslan .
     In: MPRA Paper.
     RePEc:pra:mprapa:27546.

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256. Common Volatility: An Empirical Investigation of Closed-End Country Funds. (2010). Ruiz, Isabel.
     In: Emerging Markets Finance and Trade.
     RePEc:mes:emfitr:v:46:y:2010:i:2:p:116-132.

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257. Do S&P 500 and KOSPI Move Together?: A Functional Regression Approach. (2010). Kim, Soobin .
     In: Korean Economic Review.
     RePEc:kea:keappr:ker-20101231-26-2-07.

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258. Volatility Decomposition and Correlation in International Securitized Real Estate Markets. (2010). Liow, Kim ; Ibrahim, Muhammad.
     In: The Journal of Real Estate Finance and Economics.
     RePEc:kap:jrefec:v:40:y:2010:i:2:p:221-243.

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259. Investigating the dependence structure between credit default swap spreads and the U.S. financial market. (2010). Gatfaoui, Hayette.
     In: Annals of Finance.
     RePEc:kap:annfin:v:6:y:2010:i:4:p:511-535.

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260. Dépendance entre risques extrêmes : Application aux Hedge Funds. (2010). Zdzienicka, Aleksandra ; Bouchouicha, Ranoua ; Furceri, Davide.
     In: Working Papers.
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261. The impact of cross-listings on the UK and the German stock markets. (2010). Koulakiotis, Athanasios ; Thomaidis, Nikos ; Papasyriopoulos, Nicholas ; Lyroudi, Katerina .
     In: Studies in Economics and Finance.
     RePEc:eme:sefpps:v:27:y:2010:i:1:p:4-18.

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262. Impact of capital control measures on the Malaysian stock market: A multiresolution analysis. (2010). Raghavan, Mala ; Maharaj, Elizabeth ; Dark, Jonathan .
     In: International Journal of Managerial Finance.
     RePEc:eme:ijmfpp:v:6:y:2010:i:2:p:116-127.

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263. Dependence structure between the equity market and the foreign exchange market-A copula approach. (2010). Ning, Cathy.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:29:y:2010:i:5:p:743-759.

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264. Risk factor and industry effects in the cross-country comovement of momentum returns. (2010). Naranjo, Andy ; Porter, Burt .
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:29:y:2010:i:2:p:275-299.

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265. Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks. (2010). Hammoudeh, Shawkat ; Chiang, Thomas ; Nandha, Mohan ; Yuan, Yuan.
     In: Energy Policy.
     RePEc:eee:enepol:v:38:y:2010:i:8:p:3922-3932.

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266. Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world. (2010). lucey, brian.
     In: Emerging Markets Review.
     RePEc:eee:ememar:v:11:y:2010:i:1:p:62-78.

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267. The co-movement of stock markets in East Asia: Did the 1997-1998 Asian financial crisis really strengthen stock market integration?. (2010). Wang, Lihong ; Huyghebaert, Nancy.
     In: China Economic Review.
     RePEc:eee:chieco:v:21:y:2010:i:1:p:98-112.

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268. Market Timing the Trading of International Mutual Funds: Weekend, Weekday and Serial Correlation Strategies. (2010). Miller, Edward M ; Mazumder, Imtiaz M ; Varela, Oscar A.
     In: Journal of Business Finance & Accounting.
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269. Identifying Asymmetric Comovements of International Stock Market Returns. (2010). Li, Fuchun.
     In: Staff Working Papers.
     RePEc:bca:bocawp:10-21.

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270. RECESSION AND INTERNATIONAL MARKET CORRELATIONS. (2009). Jones, Elaine.
     In: Working Papers.
     RePEc:umn:wpaper:0901.

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271. Volatility transmission patterns and terrorist attacks. (2009). Torro, Hipolit ; Climent, Francisco ; Chuliá, Helena ; Soriano, Pilar ; Chulia, Helena.
     In: Quantitative Finance.
     RePEc:taf:quantf:v:9:y:2009:i:5:p:607-619.

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272. Integration at a cost: evidence from volatility impulse response functions. (2009). Pantelidis, Theologos ; Panopoulou, Ekaterini.
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:19:y:2009:i:11:p:917-933.

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273. Stock Markets Integration: Examining Linkages between Selected World Markets. (2009). .
     In: Vision.
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274. International comovement of stock market returns: a wavelet analysis. (2009). Nunes, Luis.
     In: Working Papers.
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275. Time-varying correlations and optimal allocation in emerging market equities for the US investors. (2009). Jithendranathan, Thadavillil ; Cha, Heung-Joo .
     In: International Journal of Finance & Economics.
     RePEc:ijf:ijfiec:v:14:y:2009:i:2:p:172-187.

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276. Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world. (2009). lucey, brian ; Brian M. Lucey, QiYu Zhang* School of Business, Tr, .
     In: The Institute for International Integration Studies Discussion Paper Series.
     RePEc:iis:dispap:iiisdp304.

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277. Financial co-movement and correlation: evidence from 33 international stock market indices. (2009). McMillan, David G. ; Twm Evans, ; Twm Evans, .
     In: International Journal of Banking, Accounting and Finance.
     RePEc:ids:injbaf:v:1:y:2009:i:3:p:215-241.

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278. Volatility dynamics in three euro exchange rates: correlations, spillovers and commonality. (2009). Ruiz, Isabel ; McMillan, David G..
     In: International Journal of Financial Markets and Derivatives.
     RePEc:ids:ijfmkd:v:1:y:2009:i:1:p:64-74.

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279. International financial integration in Asian bond markets. (2009). Vo, Xuan Vinh.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:23:y:2009:i:1:p:90-106.

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280. Volatility and error transmission spillover effects: Evidence from three European financial regions. (2009). Dasilas, Apostolos ; Papasyriopoulos, Nicholas ; Koulakiotis, Athanasios .
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:49:y:2009:i:3:p:858-869.

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281. Statistical properties, dynamic conditional correlation and scaling analysis: Evidence from Dow Jones and Nasdaq high-frequency data. (2009). Yu, Hai-Chin ; Chiang, Thomas C. ; Wu, Ming-Chya .
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:388:y:2009:i:8:p:1555-1570.

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282. Testing for cointegration with threshold effect between stock prices and exchange rates in Japan and Taiwan. (2009). Nieh, Chien-Chung ; Yau, Hwey-Yun.
     In: Japan and the World Economy.
     RePEc:eee:japwor:v:21:y:2009:i:3:p:292-300.

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283. Dynamic correlations and volatility effects in the Balkan equity markets. (2009). Syriopoulos, Theodore ; Roumpis, Efthimios .
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:19:y:2009:i:4:p:565-587.

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284. International comovement of stock market returns: A wavelet analysis. (2009). Rua, António ; Nunes, Luis.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:16:y:2009:i:4:p:632-639.

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285. Market liberalization within a country. (2009). Sun, Qian ; Yan, Yuxing ; Tong, Wilson H. S., .
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:16:y:2009:i:1:p:18-41.

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286. Contagion in the stock markets: The Asian financial crisis revisited. (2009). Park, Kwang Woo ; Khan, Saleheen.
     In: Journal of Asian Economics.
     RePEc:eee:asieco:v:20:y:2009:i:5:p:561-569.

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287. News and correlations: an impulse response analysis. (2009). Sevi, Benoit ; le Pen, Yannick.
     In: Economics Papers from University Paris Dauphine.
     RePEc:dau:papers:123456789/6804.

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288. On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements. (2009). Pasquariello, Paolo ; Subrahmanyam, Marti ; Brenner, Menachem.
     In: Journal of Financial and Quantitative Analysis.
     RePEc:cup:jfinqa:v:44:y:2009:i:06:p:1265-1289_99.

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289. Asset fire sales and purchases and the international transmission of financial shocks. (2009). Ramadorai, Tarun ; Lundblad, Christian ; Jotikasthira, Chotibhak .
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:7595.

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290. The economic value of volatility transmission between the stock and bond markets. (2008). Torro, Hipolit ; Chuliá, Helena ; Chulia, Helena.
     In: Journal of Futures Markets.
     RePEc:wly:jfutmk:v:28:y:2008:i:11:p:1066-1094.

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291. International nonlinear causality between stock markets. (2008). RAYMOND, Helene ; CAPELLE-BLANCARD, Gunther ; Beine, Michel.
     In: ULB Institutional Repository.
     RePEc:ulb:ulbeco:2013/167466.

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292. Transmission of shocks across global financial markets : The role of contagion and investors risk appetite. (2008). Gonzalez-Hermosillo Gonzalez, B. M., .
     In: Other publications TiSEM.
     RePEc:tiu:tiutis:d684f3c7-7ad8-4e93-88cf-aa4aec8ccace.

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293. International nonlinear causality between stock markets. (2008). RAYMOND, Helene ; CAPELLE-BLANCARD, Gunther ; Beine, Michel.
     In: The European Journal of Finance.
     RePEc:taf:eurjfi:v:14:y:2008:i:8:p:663-686.

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294. International transmissions in US-Japanese stock markets. (2008). Ishii, Youta.
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:18:y:2008:i:15:p:1193-1200.

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295. International stock markets comovements: the role of economic and financial integration. (2008). MORANA, CLAUDIO.
     In: Empirical Economics.
     RePEc:spr:empeco:v:35:y:2008:i:2:p:333-359.

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296. Identifying the evolution of stock markets stochastic structure after the euro. (2008). Crato, Nuno ; Caiado, Jorge.
     In: MPRA Paper.
     RePEc:pra:mprapa:6609.

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297. Volatility Threshold Dynamic Conditional Correlations: An International Analysis. (2008). Caporin, Massimiliano ; Kasch, Maria .
     In: Marco Fanno Working Papers.
     RePEc:pad:wpaper:0065.

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298. Detecting shift and pure contagion in East Asian equity markets: A Unified Approach.. (2008). Panopoulou, Ekaterini ; Flavin, Thomas.
     In: Economics, Finance and Accounting Department Working Paper Series.
     RePEc:may:mayecw:n1890208.pdf.

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299. The Commovements in International Stock Markets : New Evidence from Lating American Emerging Countries. (2008). AROURI, Mohamed ; D.-K. NGUYEN, ; Bellalah, Makram.
     In: LEO Working Papers / DR LEO.
     RePEc:leo:wpaper:1562.

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300. The Innovest Austrian Pension Fund Financial Planning Model InnoALM. (2008). Geyer, Alois ; Ziemba, William T.
     In: Operations Research.
     RePEc:inm:oropre:v:56:y:2008:i:4:p:797-810.

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301. Impact of futures on comovements for UK cross-listed equities. (2008). Katrakilidis, Constantinos ; Chionis, Dionysios ; Koulakiotis, Athanasios .
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:22:y:2008:i:2:p:145-161.

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302. American depositary receipts: Asia-Pacific evidence on convergence and dynamics. (2008). Chen, Haiqiang ; Kim, Hyunseob.
     In: Journal of Multinational Financial Management.
     RePEc:eee:mulfin:v:18:y:2008:i:4:p:346-368.

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303. Market integration: A risk-budgeting guide for pure alpha investors. (2008). Caicedo-llano, Juliana ; Dionysopoulos, Thomas .
     In: Journal of Multinational Financial Management.
     RePEc:eee:mulfin:v:18:y:2008:i:4:p:313-327.

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304. The dynamics of volatility transmission and information flow between ADRs and their underlying stocks. (2008). Aquino, Katty Perez ; Poshakwale, Sunil S..
     In: Global Finance Journal.
     RePEc:eee:glofin:v:19:y:2008:i:2:p:187-201.

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305. Time-series and cross-sectional excess comovement in stock indexes. (2008). Pasquariello, Paolo ; Kallberg, Jarl .
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:15:y:2008:i:3:p:481-502.

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306. Increasing correlations or just fat tails?. (2008). Forbes, Catherine ; Pownall, Rachel ; Campbell, Rachel A. J., ; Kofman, Paul ; Koedijk, Kees G..
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:15:y:2008:i:2:p:287-309.

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307. Risk sharing and counter-cyclical variation in market correlations. (2008). Aydemir, Cevdet A..
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:32:y:2008:i:10:p:3084-3112.

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308. Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence. (2007). Schmidt, Rafael.
     In: Metrika: International Journal for Theoretical and Applied Statistics.
     RePEc:spr:metrik:v:66:y:2007:i:3:p:323-354.

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309. A GARCH-based method for clustering of financial time series: International stock markets evidence. (2007). Crato, Nuno ; Caiado, Jorge.
     In: MPRA Paper.
     RePEc:pra:mprapa:2074.

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310. Is there an identity within international stock market volatilities?. (2007). Crato, Nuno ; Caiado, Jorge ; Pea, Daniel.
     In: MPRA Paper.
     RePEc:pra:mprapa:2069.

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311. The dynamics in the spot, futures, and call options with basis asymmetries: an intraday analysis in a generalized multivariate GARCH-M MSKST framework. (2007). Chen, Mei-Ling ; Wang, Kai-Li.
     In: Review of Quantitative Finance and Accounting.
     RePEc:kap:rqfnac:v:29:y:2007:i:4:p:371-394.

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312. VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS. (2007). Torro, Hipolit ; Climent, Francisco ; Chuliá, Helena ; Soler, Helena Chulia ; Felipe, Pilar Soriano.
     In: Working Papers. Serie EC.
     RePEc:ivi:wpasec:2007-09.

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313. Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach. (2007). Panopoulou, Ekaterini ; Flavin, Thomas.
     In: The Institute for International Integration Studies Discussion Paper Series.
     RePEc:iis:dispap:iiisdp236.

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314. A Time Series Model for the Romanian Stock Market. (2007). Thalassinos, Eleftherios ; Țîrcă (Pociovalisteanu), Diana-Mihaela.
     In: European Research Studies Journal.
     RePEc:ers:journl:v:x:y:2007:i:3-4:p:57-72.

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315. Deconstructing the Nasdaq bubble: A look at contagion across international stock markets. (2007). Strauss, Jack ; Hon, Mark ; Yong, Soo-Keong.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:17:y:2007:i:3:p:213-230.

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316. Volatility and correlation in international stock markets and the role of exchange rate fluctuations. (2007). Mun, Kyung-Chun .
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:17:y:2007:i:1:p:25-41.

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317. Common stochastic trends among Far East stock prices: Effects of the Asian financial crisis. (2007). Peng, KE ; Choudhry, Taufiq ; Lu, Lin.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:16:y:2007:i:3:p:242-261.

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318. Including emerging markets in international momentum investment strategies. (2007). Naranjo, Andy ; Porter, Burt .
     In: Emerging Markets Review.
     RePEc:eee:ememar:v:8:y:2007:i:2:p:147-166.

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319. Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks. (2007). Karolyi, G. ; Gagnon, Louis .
     In: Working Paper Series.
     RePEc:ecl:ohidic:2006-11.

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320. The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries. (2007). Nguyen, Duc Khuong ; bellalah, mondher ; AROURI, Mohamed ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
     In: Working Papers.
     RePEc:dpc:wpaper:0507.

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321. Conditional Properties of Hedge Funds: Evidence from Daily Returns. (2007). Kazemi, Hossein ; Li, Ying.
     In: European Financial Management.
     RePEc:bla:eufman:v:13:y:2007:i:2:p:211-238.

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322. Portfolio construction incorporating asymmetric dependence structures: a users guide. (2007). Alcock, Jamie ; Hatherley, Anthony.
     In: Accounting and Finance.
     RePEc:bla:acctfi:v:47:y:2007:i:3:p:447-472.

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323. Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets. (2006). Kräussl, Roman ; Canto, Bea ; Kraussl, Roman.
     In: CFS Working Paper Series.
     RePEc:zbw:cfswop:200625.

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324. Interaction between stock indices via changepoint analysis. (2006). Amirdjanova, Anna ; Lenardon, Martin J.
     In: Applied Stochastic Models in Business and Industry.
     RePEc:wly:apsmbi:v:22:y:2006:i:5-6:p:573-586.

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325. Contagion and firmsinternationalization in Latin America : evidence from Mexico, Brazil, and Chile. (2006). Sakho, Yaye Seynabou .
     In: Policy Research Working Paper Series.
     RePEc:wbk:wbrwps:4076.

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326. Comovements and correlations in international stock markets. (2006). Rita D’Ecclesia, .
     In: The European Journal of Finance.
     RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:567-582.

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327. America and the Swiss Stock Exchange: An Intraday Analysis. (2006). Loderer, Claudio ; Mittermayer, Marc-Andre.
     In: Swiss Journal of Economics and Statistics (SJES).
     RePEc:ses:arsjes:2006-i-3.

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328. Implied correlation from VaR. (2006). cotter, john ; Longin, Francois.
     In: MPRA Paper.
     RePEc:pra:mprapa:3506.

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329. Shift versus traditional contagion in Asian markets. (2006). Panopoulou, Ekaterini ; Flavin, Thomas.
     In: The Institute for International Integration Studies Discussion Paper Series.
     RePEc:iis:dispap:iiisdp176.

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330. L’intégration des marchés financiers. (2006). Soares da Fonseca, José.
     In: GEMF Working Papers.
     RePEc:gmf:wpaper:2006-06.

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331. The monetary origins of asymmetric information in international equity markets. (2006). Vega, Clara ; Bauer, Gregory.
     In: International Finance Discussion Papers.
     RePEc:fip:fedgif:872.

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332. ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS. (2006). Fry-McKibbin, Renee ; Baur, Dirk.
     In: CAMA Working Papers.
     RePEc:een:camaaa:2006-09.

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333. International portfolio diversification: A study of linkages among the U.S., European and Japanese equity markets. (2006). Yavas, Burhan F. ; Rezayat, Fahimeh.
     In: Journal of Multinational Financial Management.
     RePEc:eee:mulfin:v:16:y:2006:i:4:p:440-458.

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334. Evolution of international stock and bond market integration: Influence of the European Monetary Union. (2006). Wu, Eliza ; Kim, Suk-Joong ; Moshirian, Fariborz .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:30:y:2006:i:5:p:1507-1534.

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335. Business-cycle fluctuations and international equity correlations. (2006). Pierdzioch, Christian ; Kizys, Renatas.
     In: Global Finance Journal.
     RePEc:eee:glofin:v:17:y:2006:i:2:p:252-270.

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336. Interrelationships among stock prices of Taiwan and Japan and NTD/Yen exchange rate. (2006). Nieh, Chien-Chung ; Yau, Hwey-Yun.
     In: Journal of Asian Economics.
     RePEc:eee:asieco:v:17:y:2006:i:3:p:535-552.

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337. Price and Volatility Transmission across Borders. (2006). Karolyi, G. ; Gagnon, Louis .
     In: Working Paper Series.
     RePEc:ecl:ohidic:2006-5.

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338. Stock Market Interdependence and Trade Relations: A Correlation Test for the U.S. and Its Trading Partners. (2006). Lin, Kung-Cheng ; Liu, Steven Zongshin ; Lai, Sophia Meiying .
     In: Economics Bulletin.
     RePEc:ebl:ecbull:v:7:y:2006:i:5:p:1-15.

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339. Stock Market Interdependence and Trade Relations: A Correlation Test for the U.S. and Its Trading Partners. (2006). Lin, Kung-Cheng ; Liu, Steven Zongshin ; Lai, Sophia Meiying .
     In: Economics Bulletin.
     RePEc:ebl:ecbull:eb-06g10022.

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340. The Impact of Stock Exchange Rules on Volatility and Error Transmission -- The Case of Frankfurt and Zurich Cross-Listed Equities. (2006). Katrakilidis, Constantinos ; Koulakiotis, Athanasios .
     In: Annals of Economics and Finance.
     RePEc:cuf:journl:y:2006:v:7:i:2:p:321-338.

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341. Asymmetric Information in the Stock Market: Economic News and Co-movement. (2006). Vega, Clara ; Albuquerque, Rui.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:5598.

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342. Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models. (2006). Georgoutsos, Dimitris ; Bekiros, Stelios.
     In: CeNDEF Working Papers.
     RePEc:ams:ndfwpp:06-17.

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343. Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers. (2005). Valente, Giorgio ; Sarno, Lucio.
     In: Journal of Applied Econometrics.
     RePEc:wly:japmet:v:20:y:2005:i:3:p:345-376.

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344. An Examination of the Asian Crisis: Regime Shifts in Currency and Equity Markets. (2005). Pasquariello, Paolo ; Kallberg, Jarl G..
     In: The Journal of Business.
     RePEc:ucp:jnlbus:v:78:y:2005:i:1:p:169-212.

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345. European Stock Market Dynamics Before and After the Introduction of the Euro. (2005). Shachmurove, Yochanan ; Friedman, Joseph.
     In: PIER Working Paper Archive.
     RePEc:pen:papers:05-028.

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346. Time-Scale Decomposition of Price Transmission in International Markets. (2005). Fernandez, Viviana.
     In: Emerging Markets Finance and Trade.
     RePEc:mes:emfitr:v:41:y:2005:i:4:p:57-90.

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347. Integration at a cost: Evidence from volatility impulse response functions. (2005). Pantelidis, Theologos ; Panopoulou, Ekaterini.
     In: Economics, Finance and Accounting Department Working Paper Series.
     RePEc:may:mayecw:n1540305.

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348. Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers. (2005). Valente, Giorgio ; Sarno, Lucio.
     In: Journal of Applied Econometrics.
     RePEc:jae:japmet:v:20:y:2005:i:3:p:345-376.

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349. Do Emerging Equity Markets Respond Symmetrically to US Market Upturns and Downturns? Evidence from Latin America. (2005). Verma, Priti .
     In: International Journal of Business and Economics.
     RePEc:ijb:journl:v:4:y:2005:i:3:p:193-208.

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350. Information leadership in the advanced Asia-Pacific stock markets: Return, volatility and volume information spillovers from the US and Japan. (2005). Kim, Suk-Joong.
     In: Journal of the Japanese and International Economies.
     RePEc:eee:jjieco:v:19:y:2005:i:3:p:338-365.

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351. Equity market linkage and multinational trade accords: The case of NAFTA. (2005). Darrat, Ali F. ; Zhong, Maosen.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:24:y:2005:i:5:p:793-817.

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352. News spillovers in the sovereign debt market. (2005). Parsley, David ; Gande, Amar .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:75:y:2005:i:3:p:691-734.

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353. Dynamic stock market integration driven by the European Monetary Union: An empirical analysis. (2005). Wu, Eliza ; Kim, Suk-Joong.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:29:y:2005:i:10:p:2475-2502.

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354. Intra and inter-regional causal linkages of emerging stock markets: evidence from Asia and Latin America in and out of crises. (2005). Fujii, Eiji.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:15:y:2005:i:4:p:315-342.

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355. Contagion and impulse response of international stock markets around the 9-11 terrorist attacks. (2005). Mun, Kyung-Chun .
     In: Global Finance Journal.
     RePEc:eee:glofin:v:16:y:2005:i:1:p:48-68.

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356. Another look at the relationship between cross-market correlation and volatility. (2005). Bartram, Söhnke ; Wang, Yaw-Huei.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:2:y:2005:i:2:p:75-88.

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357. Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects. (2005). Schlag, Christian ; Melvin, Michael ; Grammig, Joachim.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:12:y:2005:i:1:p:139-164.

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358. TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION. (2004). Shields, K ; Olekalns, Nilss ; Henry, Ólan.
     In: Department of Economics - Working Papers Series.
     RePEc:mlb:wpaper:907.

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359. The effect of the Euro on country versus industry portfolio diversification. (2004). Flavin, Thomas.
     In: Economics, Finance and Accounting Department Working Paper Series.
     RePEc:may:mayecw:n1411004.

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360. Industry Risk and Market Integration. (2004). Sarkissian, Sergei ; Carrieri, Francesca ; Errunza, Vihang.
     In: Management Science.
     RePEc:inm:ormnsc:v:50:y:2004:i:2:p:207-221.

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361. Empirical Modeling of Contagion; A Review of Methodologies. (2004). Fry-McKibbin, Renee ; Gonzalez-Hermosillo, Brenda ; Martin, Vance ; Dungey, Mardi.
     In: IMF Working Papers.
     RePEc:imf:imfwpa:2004/078.

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362. The linkage between the US and Korean stock markets: the case of NASDAQ, KOSDAQ, and the semiconductor stocks. (2004). Jeon, Bang ; Jang, Beom-Sik.
     In: Research in International Business and Finance.
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363. The effect of the Euro on country versus industry portfolio diversification. (2004). Flavin, Thomas.
     In: Journal of International Money and Finance.
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364. Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components. (2004). Shoesmith, Gary ; Patel, Ajay .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:28:y:2004:i:9:p:2051-2075.

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365. Looking for risk premium and contagion in Asia-Pacific foreign exchange markets. (2004). Tai, Chu-Sheng .
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:13:y:2004:i:4:p:381-409.

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366. The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles. (2004). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno .
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367. Empirical Modelling of Contagion: A Review of Methodologies. (2004). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi.
     In: Econometric Society 2004 Far Eastern Meetings.
     RePEc:ecm:feam04:574.

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368. Empirical Modelling of Contagion: A Review of Methodologies. (2004). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi ; Gonzalez-Hermosillo, Brenda .
     In: Econometric Society 2004 Australasian Meetings.
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369. Price Common Volatility or Volume Common Volatility? Evidence from Taiwans Exchange Rate and Stock Markets. (2004). Chen, Shyh-Wei ; Shen, Chung-Hua.
     In: Asian Economic Journal.
     RePEc:bla:asiaec:v:18:y:2004:i:2:p:185-211.

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370. The Monetary Origins of Asymmetric Information in International Equity Markets. (2004). Vega, Clara ; Bauer, Gregory.
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371. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
     In: Faculty Working Papers.
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372. International interdependence and dynamic linkages between developed stock markets. (2003). Balios, Dimitris ; Xanthakis, Manolis .
     In: South-Eastern Europe Journal of Economics.
     RePEc:seb:journl:v:1:y:2003:i:1:p:105-130.

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373. Volatility Spillover Effects in European Equity Markets. (2003). Baele, Lieven.
     In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
     RePEc:rug:rugwps:03/189.

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374. Matching and the Estimated Impact of Inter-listing (updated July 2003). (2003). Davies, Ryan.
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375. 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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376. Market Integration and Contagion. (2003). Harvey, Campbell ; Bekaert, Geert.
     In: NBER Working Papers.
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377. News Spillovers in the Sovereign Debt Market. (2003). Parsley, David ; Gande, Amar .
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378. Volatility-Spillover E ffects in European Bond Markets. (2003). Christiansen, Charlotte.
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379. International equity market comovements: Economic fundamentals or contagion?. (2003). Connolly, Robert ; Wang, Albert F..
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:11:y:2003:i:1:p:23-43.

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380. Testing for contagion--mean and volatility contagion. (2003). Baur, Dirk.
     In: Journal of Multinational Financial Management.
     RePEc:eee:mulfin:v:13:y:2003:i:4-5:p:405-422.

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381. Economic integration and stock market comovement in the Americas. (2003). Johnson, Robert .
     In: Journal of Multinational Financial Management.
     RePEc:eee:mulfin:v:13:y:2003:i:1:p:85-100.

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382. Stock market cycles, financial liberalization and volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:22:y:2003:i:7:p:925-955.

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383. Are correlations of stock returns justified by subsequent changes in national outputs?. (2003). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:22:y:2003:i:6:p:777-811.

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384. Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model. (2003). Chen, Cathy W. S. ; Chiang, Thomas ; So, Mike K. P., .
     In: Journal of Economics and Business.
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385. International market linkages. (2003). Choi, Jay J. ; Bailey, Warren .
     In: Journal of Economics and Business.
     RePEc:eee:jebusi:v:55:y:2003:i:5-6:p:399-404.

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386. Spillovers of stock return volatility to Asian equity markets from Japan and the US. (2003). Miyakoshi, Tatsuyoshi.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:13:y:2003:i:4:p:383-399.

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387. Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:10:y:2003:i:1-2:p:3-56.

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388. Returns on ADRs and arbitrage in emerging markets. (2003). SILVA, ANA CRISTINA ; Susmel, Raul ; Rabinovitch, Ramon .
     In: Emerging Markets Review.
     RePEc:eee:ememar:v:4:y:2003:i:3:p:225-247.

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389. Does International Financial Contagion Really Exist?. (2003). Karolyi, Andrew G.
     In: International Finance.
     RePEc:bla:intfin:v:6:y:2003:i:2:p:179-199.

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390. The transmission of shocks among S&P indexes. (2002). Ewing, Bradley.
     In: Applied Financial Economics.
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391. Globalization and Similarities in Corporate Governance: A Cross-Country Analysis. (2002). Kogan, Joe ; Khanna, Tarun ; Palepu, Krishna .
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392. Modelling the linkages between US and Latin American stock markets. (2002). Sosvilla-Rivero, Simon ; Fernandez-Serrano, Jose L..
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393. Evidence of a leadership role in the Chilean stock exchanges. (2002). Parisi, Franco ; Nail, Lance ; Soto, Catherine.
     In: Journal of Multinational Financial Management.
     RePEc:eee:mulfin:v:12:y:2002:i:3:p:191-205.

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394. The dilution impact of daily fund flows on open-end mutual funds. (2002). Greene Jason T., ; Hodges Charles W., .
     In: Journal of Financial Economics.
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395. Asymmetric correlations of equity portfolios. (2002). Ang, Andrew ; Andrew, Ang ; Joseph, Chen.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:63:y:2002:i:3:p:443-494.

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396. Information and volatility linkage under external shocks: Evidence from dually listed Australian stocks. (2002). Bhar, Ramaprasad ; Alaganar, Vaira T..
     In: International Review of Financial Analysis.
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397. Systemic Risk and International Portfolio Choice. (2002). Uppal, Raman ; Das, Sanjiv.
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398. No Contagion, Only Interdependence: Measuring Stock Market Comovements. (2002). .
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399. .

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400. Day Trading International Mutual Funds: Evidence And Policy Solutions. (2001). Rouwenhorst, K. ; Goetzmann, William ; Ivkovich, Zoran.
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401. Volatility spillovers and the role of leading financial centres. (2001). Paladino, Giovanna ; Cifarelli, Giulio.
     In: Banca Nazionale del Lavoro Quarterly Review.
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402. Volatility spillovers and the role of leading financial centres. (2001). Paladino, Giovanna ; Cifarelli, Giulio.
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403. Contagion: How to Measure It?. (2001). Rigobon, Roberto.
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404. A note on fair value pricing of mutual funds. (2001). Dubofsky, David A. ; Bhargava, Rahul .
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     RePEc:eee:jbfina:v:25:y:2001:i:2:p:339-354.

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405. Modelling evolving long-run relationships: the linkages between stock markets in Asia. (2001). Sosvilla-Rivero, Simon.
     In: Japan and the World Economy.
     RePEc:eee:japwor:v:13:y:2001:i:2:p:145-160.

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406. Diversification gains from American depositary receipts and foreign equities: evidence from Australian stocks. (2001). Bhar, Ramaprasad ; Alaganar, V. T..
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:11:y:2001:i:1:p:97-113.

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407. Response asymmetries in the Latin American equity markets. (2001). Soydemir, Gokce ; Pagan, Jose A..
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:10:y:2001:i:2:p:175-185.

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408. Dynamic interdependence and volatility transmission of Asian stock markets: Evidence from the Asian crisis. (2001). Viney, Christopher ; Kim, Sangbae ; Yoon, Jai Hyung .
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     RePEc:eee:finana:v:10:y:2001:i:1:p:87-96.

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409. Alaska North Slope crude oil price and the behavior of diesel prices in California. (2001). Ripple, Ronald ; Raffiee, Kambiz ; Chatrath, Arjun ; Adrangi, Bahram .
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410. Stock market integration and macroeconomic fundamentals: an empirical analysis, 1980-95. (2000). Dickinson, David G..
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411. Price discovery in strategically-linked markets: the case of the gold-silver spread. (2000). Chatrath, Arjun ; ChristieDavid, Rohan ; Adrangi, Bahram .
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412. Ownership, Occupation and Risk: A View of the City of London Office Market. (2000). Lizieri, Colin.
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413. A New Approach to Measuring Financial Contagion. (2000). Stulz, René ; Karolyi, G. ; Bae, Kee-Hong .
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414. Is implied correlation worth calculating? Evidence from foreign exchange options and historical data. (2000). Lopez, Jose ; Walter, Christian.
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415. An analysis of Japanese stock return dynamics conditional on U.S. Monday holiday closures. (2000). maberly, edwin ; Hiraki, Takato .
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416. Volatility spillover effects from Japan and the US to the Pacific-Basin. (2000). Ng, Angela.
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     RePEc:eee:jimfin:v:19:y:2000:i:2:p:207-233.

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417. Cross-sectional variations in the degree of global integration: the case of Russian equities. (2000). Sarkissian, Sergei ; Fedorov, Pavel.
     In: Journal of International Financial Markets, Institutions and Money.
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418. Return behavior and pricing of American depositary receipts. (2000). Patro, Dilip Kumar.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:10:y:2000:i:1:p:43-67.

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419. Determinants of American Depositary Receipts and their underlying stock returns: Implications for international diversification. (2000). Kim, Dong-Soon ; Choi, Yoon K..
     In: International Review of Financial Analysis.
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420. Stochastic correlation across international stock markets. (2000). Ball, Clifford A. ; Torous, Walter N..
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421. Extreme correlation of international equity markets. (2000). Solnik, Bruno ; Longin, Franois .
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422. Systemic Risk: A Survey. (2000). Hartmann, Philipp ; DE BANDT, OLIVIER.
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423. Extreme Correlation of International Equity Markets. (2000). Solnik, Bruno H ; Longin, Franois .
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424. Impact of Capital Controls and Transaction Costs on the Return Distribution of Dually Traded Securities: Evidence from Chile and Argentina. (2000). Silva, Ana ; Susmel, Raul ; Rabinovitch, Ramon .
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425. On the Measurement of the International Propagation of Shocks. (1999). Rigobon, Roberto.
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426. The Role of Equity Markets in International Capital Flows. (1999). Hatsopoulos, George N. ; Friedman, Stephen ; Stulz, Rene M. ; Tesar, Linda L..
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427. Cross-autocorrelation in Asian stock markets. (1999). Chang, Eric C. ; Pinegar, Michael J. ; McQueen, Grant R..
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428. Seasonality in the rates of return on Japanese ADRs. (1999). Hoban, James P. ; Matsumoto, Keishiro.
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429. Cross-correlations and cross-bicorrelations in Sterling exchange rates. (1999). Hinich, Melvin ; Brooks, Chris.
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430. Economic determinants of evolution in international stock market integration. (1999). Docking, Diane Scott ; Koch, Paul D. ; Bracker, Kevin.
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431. Existence d’une relation d’équilibre entre variables économiques et variables financières sur le marché français. (1999). Pras, Isabelle .
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432. Desempeño Económico Agregado y Mercado Accionario: Un Análisis Empírico para el Caso Chileno. (1998). Gregoire, Jorge ; Letelier, Leonardo .
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433. Another look at the role of the industrial structure of markets for international diversification strategies. (1998). Karolyi, G. ; Griffin John M., .
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434. Correlation Structure of International Equity Markets During Extremely Volatile Periods. (1998). Franois, LONGIN ; Bruno, SOLNIK.
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435. International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns. (1997). Stulz, René ; Griffin, John M..
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436. Evaluating forecasts of correlation using option pricing. (1997). BOYER, BRIAN H. ; Gibson, Michael S..
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437. Pitfalls in tests for changes in correlations. (1997). Loretan, Mico ; BOYER, BRIAN H. ; Gibson, Michael S..
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438. Emerging equity market volatility. (1997). Harvey, Campbell ; Bekaert, Geert.
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439. The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US. (1996). Karolyi, G. ; Stephen R. Foerster and, .
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