1. Dynamic volatility among fossil energy, clean energy and major assets: evidence from the novel DCC-GARCH. (2024). Sharif, Arshian ; Abosedra, Salah ; Ozkan, Oktay ; Alola, Andrew Adewale.
   In: Economic Change and Restructuring.
   RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09696-9.

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2. An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices. (2024). Balli, Faruk ; Billah, Syed Mabruk ; Kapar, Burcu ; Rana, Faisal.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pa:p:1442-1467.

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3. Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Faizliev, Alexey ; Balash, Vladimir.
   In: Energy Economics.
   RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004.

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4. The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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5. Commodity network and predictable returns. (2023). Ye, Yang ; Xu, QI.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1423-1449.

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6. Are DeFi tokens a separate asset class from conventional cryptocurrencies?. (2023). Corbet, Shaen ; Kaskaloglu, Kerem ; Gunay, Samet ; Goodell, John W.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:322:y:2023:i:2:d:10.1007_s10479-022-05150-z.

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7. When the United States and the People’s Republic of China Sneeze: Monetary Policy Spillovers to Asian Economies. (2023). Beirne, John ; Volz, Ulrich ; Renzhi, Nuobu.
   In: Open Economies Review.
   RePEc:kap:openec:v:34:y:2023:i:3:d:10.1007_s11079-022-09695-1.

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8. Unveiling Market Connectedness: Dynamic Returns Spillovers in Asian Emerging Stock Markets. (2023). Mumtaz, Roohi ; Mughal, Khurrum Shahzad ; Kayani, Umar Nawaz ; Khan, Mrestyal.
   In: IJFS.
   RePEc:gam:jijfss:v:11:y:2023:i:3:p:112-:d:1238452.

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9. Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? Evidence from the volatility-spillover effects. (2023). Piljak, Vanja ; Jiang, Junhua ; Cao, LI.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000636.

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10. Foreign exchange market return spillovers and connectedness among African countries. (2023). Osei, Kofi Acheampong ; Kang, Sang Hoon ; Mensah, Lord Kwaku ; Boakye, Robert Owusu.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000212.

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11. Time-varying tail risk connectedness among sustainability-related products and fossil energy investments. (2023). Ren, Boru ; Lucey, Brian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003109.

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12. Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403.

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13. Networks in risk spillovers: A multivariate GARCH perspective. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Frattarolo, Lorenzo ; Billio, Monica.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:28:y:2023:i:c:p:1-29.

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14. Uncertainty index and stock volatility prediction: evidence from international markets. (2022). Xu, Weijun ; Zhang, Weiguo ; Gong, Xue ; Li, Zhe.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00361-6.

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15. Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets. (2022). Wei, Yunjie ; Wang, Shouyang ; Lu, Quanying ; Li, Yuze ; Jiang, Shangrong.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001641.

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16. The study of co-movement risk in the context of the Belt and Road Initiative. (2022). Chien, Fengsheng ; Hsu, Ching-Chi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:80:y:2022:i:c:p:1130-1152.

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17. The dynamics and determinants of liquidity connectedness across financial asset markets. (2022). Goh, Kim-Leng ; Lim, Kian-Ping ; Liew, Ping-Xin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:77:y:2022:i:c:p:341-358.

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18. What influences stock market co-movements between China and its Asia-Pacific trading partners after the Global Financial Crisis?. (2022). Shi, Yujie.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000178.

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19. Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches. (2022). Choi, Sun-Yong.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001093.

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20. 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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21. Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161.

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22. Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193.

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25. Gauging the Effect of Investor Sentiment on Cryptocurrency Market: An Analysis of Bitcoin Currency. (2021). Stnic, Nicolae Cristian ; Sarfraz, Muddassar ; Cioca, Lucian-Ionel ; Ivacu, Larisa ; Naseem, Sobia ; Mohsin, Muhammad.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2021:i:4:p:87-102.

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26. When the United States and the People’s Republic of China Sneeze: International Real and Financial Spillovers in Asia. (2021). Volz, Ulrich ; Beirne, John ; Renzhi, Nuobu.
    In: ADBI Working Papers.
    RePEc:ris:adbiwp:1288.

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27. TRANSMISSION OF CONTEMPORANEOUS SHOCKS FROM THE WORLD TO EMERGING ISLAMIC EQUITY MARKETS: AN APPLICATION OF GEWEKE MEASURE. (2021). Waheed, Ajmal ; Ehsan, Saima ; Ellahi, Nazima ; Hashmi, Waqar Haider.
    In: Bulletin of Business and Economics (BBE).
    RePEc:rfh:bbejor:v:10:y:2021:i:4:p:44-55.

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28. Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; Corbet, Shaen ; Xu, Danyang ; Hu, Yang ; Hou, Yang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:55-81.

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29. The lead–lag relationship between Chinese mainland and Hong Kong stock markets. (2021). Lian, Feng ; Jin, Liwei ; Yuan, Xianghui.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002715.

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30. Extreme linkages between foreign exchange and general financial markets. (2021). Korsakul, Nattawadee ; Chen, Wei-Peng ; Wu, Chih-Chiang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306740.

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31. 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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35. Networks in risk spillovers: A multivariate GARCH perspective. (2020). Pelizzon, Loriana ; Billio, Monica ; Frattarolo, Lorenzo ; Caporin, Massimiliano.
    In: Working Papers.
    RePEc:ven:wpaper:2020:16.

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36. The volatility spillover effects among risk appetite indexes: insight from the VIX and the rise. (2020). Alola, Andrew ; Skenderoglu, Omer ; Akdag, Saffet.
    In: Letters in Spatial and Resource Sciences.
    RePEc:spr:lsprsc:v:13:y:2020:i:1:d:10.1007_s12076-020-00244-3.

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37. China’s growing influence and risk in Asia–Pacific stock markets: evidence from spillover effects and market integration. (2020). Lv, Shuliang ; Huang, Chuanchao ; Zou, Dong ; Ma, Xiaomeng.
    In: Risk Management.
    RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00065-0.

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38. Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model. (2020). Angelopoulos, Jason ; Visvikis, Ilias D ; Sahoo, Satya.
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:133:y:2020:i:c:s1366554519311081.

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39. The effect of global and regional stock market shocks on safe haven assets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Wohar, Mark E.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:54:y:2020:i:c:p:297-308.

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40. Inter- and intra-regional stock market relations for the GCC bloc. (2020). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310013.

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41. Interindustry volatility spillover effects in China’s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632.

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42. Spillovers and diversification potential of bank equity returns from developed and emerging America. (2020). Yoon, Seong-Min ; Hussain, Syed Jawad ; Kang, Sang Hoon ; Hernandez, Jose Arreola.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301169.

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43. Did Globalization Kill Contagion?. (2020). Szafarz, Ariane ; Oosterlinck, Kim ; Burietz, Aurore ; Briere, Marie ; Accominotti, Olivier.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14395.

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44. STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM. (2020). Zhang, Xuekui ; Xing, LI ; Pan, Deng ; Zheng, Xinwei ; Xu, KE.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:43:y:2020:i:2:p:373-406.

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45. Bond market integration of emerging economies and bilateral linkages. (2020). Balli, Faruk ; Rana, Faisal ; Hu, Xuan.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:3:p:2039-2062.

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46. Emerging Markets and Volatility Spillover Effects: Empirical Evidence from Regional Emerging Economies of Pakistan, China, India, and Bangladesh. (2020). Saeed, Muhammad Yasir ; Ghafoor, Muhammad Mudasar ; Hamid, Kashif.
    In: Global Economics Review.
    RePEc:aaw:journl:v:5:y:2020:i:1:p:102-116.

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47. ‘Indian Stock Market Volatility’: A Study of Inter-linkages and Spillover Effects. (2019). Kr, Arup ; Nandy, Suparna.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:18:y:2019:i:2_suppl:p:s183-s212.

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48. The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach. (2019). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201915.

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49. Extreme spillovers of VIX fear index to international equity markets. (2019). Tongurai, Jittima ; Boonchoo, Pattana ; Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-018-0323-6.

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50. 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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51. Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed?. (2019). Bonato, Matteo.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:62:y:2019:i:c:p:184-202.

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52. The asymmetric high-frequency volatility transmission across international stock markets. (2019). Wang, Shengquan ; Luo, Jiawen.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:p:104-109.

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53. Global and regional stock market integration in Asia: A panel convergence approach. (2019). Caporale, Guglielmo Maria ; Chen, Lei ; You, Kefei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:65:y:2019:i:c:s1057521918306665.

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54. Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?. (2019). Ftiti, Zied ; Hadhri, Sinda.
    In: Economic Systems.
    RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302358.

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55. Spillovers and the determinants in Islamic equity markets. (2019). Balli, Faruk ; Hasan, Md Iftekhar ; de Bruin, Anne.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305023.

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56. Does Shanghai-Hong Kong Stock Connect drive market comovement between Shanghai and Hong Kong: A new evidence. (2019). Zhai, Pengxiang ; Cai, Huan ; Deng, Chengtao ; Ma, Rufei .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304492.

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57. Impacts of Chinas crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement. (2019). Huo, Rui ; Ahmed, Abdullahi D.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:79:y:2019:i:c:p:28-46.

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58. Volatility spillovers of unconventional monetary policy to emerging market economies. (2019). Beirne, John ; Apostolou, Apostolos .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:79:y:2019:i:c:p:118-129.

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59. Networks in risk spillovers: A multivariate GARCH perspective. (2018). Pelizzon, Loriana ; Caporin, Massimiliano ; Billio, Monica ; Frattarolo, Lorenzo.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:225.

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60. Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination. (2018). Deisting, Florent ; Jain, Payal ; Sehgal, Sanjay.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-016-0067-y.

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61. Oil and equity: too deep into each other. (2018). Singh, Harmeet ; Delcoure, Natalya.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-017-9387-9.

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62. Portfolio and hedging effectiveness of financial assets of the G7 countries. (2018). Hassan, M. Kabir ; Izadi, Selma.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:8:y:2018:i:2:d:10.1007_s40822-017-0090-0.

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63. The Impact of German Macroeconomic News on Emerging European Forex Markets. (2018). Moravcova, Michala.
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2018:y:2018:i:5:id:670:p:505-521.

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64. Determinants of equity return correlations: a case study of the Amman Stock Exchange. (2018). Tantisantiwong, Nongnuch ; Power, David M ; Alomari, Mohammad.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0622-4.

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65. Modeling financial market volatility in transition markets: a multivariate case. (2018). Oikonomikou, Leoni Eleni .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:45:y:2018:i:c:p:307-322.

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66. Co-movement between equity and bond markets. (2018). Sakemoto, Ryuta.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:53:y:2018:i:c:p:25-38.

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67. Regional pull vs global push factors: China and US influence on Asian financial markets. (2018). He, Dong ; Wang, Honglin ; Dong, Jinyue ; Shu, Chang.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:87:y:2018:i:c:p:112-132.

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68. The intraday volatility spillover index approach and an application in the Brexit vote. (2018). Nishimura, Yusaku ; Sun, Bianxia.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:55:y:2018:i:c:p:241-253.

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69. Identifying contagion: A unifying approach. (2018). Gebka, Bartosz ; Robert, ; Sewraj, Deeya.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:55:y:2018:i:c:p:224-240.

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70. Market integration and financial linkages among stock markets in Pacific Basin countries. (2018). Uddin, Gazi ; Nguyen, Duc Khuong ; Chevallier, Julien ; Siverskog, Jonathan.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:46:y:2018:i:c:p:77-92.

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71. 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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72. Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets. (2018). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:69:y:2018:i:c:p:237-248.

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73. Return and Volatility Spillovers Effects: Study of Asian Emerging Stock Markets. (2018). Ghulam, Abbas ; Shouyang, Wang ; Bhowmik, Roni.
    In: Journal of Systems Science and Information.
    RePEc:bpj:jossai:v:6:y:2018:i:2:p:97-119:n:1.

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74. 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.
    In: Articles published in the Journal of King Abdulaziz University: Islamic Economics..
    RePEc:abd:kauiea:v:31:y:2018:i:1:p:167-178.

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75. 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.
    In: Articles published in the Journal of King Abdulaziz University: Islamic Economics..
    RePEc:abd:kauiea:v:31:y:2018:i:1:no:11:p:167-178.

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77. RETURN AND VOLATILITY SPILLOVER BETWEEN SECTORAL STOCK AND OIL PRICE: EVIDENCE FROM PAKISTAN STOCK EXCHANGE. (2017). Malik, Muhammad Irfan ; Rashid, Abdul.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:12:y:2017:i:02:n:s2010495217500075.

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78. Return and volatility spillovers in the Moroccan stock market during the financial crisis. (2017). SAIDI, Youssef ; El Ghini, Ahmed.
    In: Empirical Economics.
    RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1110-8.

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79. Risk Transmission and Contagion in the Equity Markets: International Evidence from the Global Financial Crisis. (2017). Gencer, Hatice Gaye ; Hurata, Mehmet Yasin.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2017:i:3:p:110-129.

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80. Volatility Spillovers between South Asian Stock Markets: Evidence from Sri Lanka, India and Pakistan. (2017). Withanage, Yeshan ; Jayasinghe, Prabhath .
    In: MPRA Paper.
    RePEc:pra:mprapa:82782.

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81. Assessing the viability of Sukuk for portfolio diversification using MS-DCC-GARCH.. (2017). Masih, Abul ; Adekunle, Salami Saheed .
    In: MPRA Paper.
    RePEc:pra:mprapa:79443.

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82. 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.
    RePEc:osk:wpaper:1701.

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83. Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries. (2017). Nguyen, Duc Khuong ; Chevallier, Julien ; Siverskog, Jonathan ; Uddin, Gazi Salah.
    In: Working Papers.
    RePEc:ipg:wpaper:2017-005.

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84. Impact of FOMC announcement on stock price index in Southeast Asian countries. (2017). Mateus, Cesario ; Bao, Trung Hoang.
    In: China Finance Review International.
    RePEc:eme:cfripp:cfri-06-2016-0051.

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85. Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives. (2017). VISVIKIS, ILIAS ; Alexandridis, G ; Sahoo, S.
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:98:y:2017:i:c:p:82-104.

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86. Dynamic correlations and domestic-global diversification. (2017). Li, Leon.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:39:y:2017:i:pa:p:280-290.

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87. Dynamic conditional correlations between Chinese sector returns and the S&P 500 index: An interpretation based on investment shocks. (2017). Sun, Lingxia ; Kim, Myeonghyeon.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:48:y:2017:i:c:p:309-325.

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88. The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115.

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89. Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies. (2017). Beirne, John ; Apostolou, Apostolos.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172044.

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90. Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem.
    In: Working Papers.
    RePEc:cui:wpaper:0023.

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91. VOLATILITY SPILLOVER BETWEEN OIL PRICES, US DOLLAR EXCHANGE RATES AND INTERNATIONAL AGRICULTURAL COMMODITIES PRICES. (2017). Siami-Namini, Sima ; Hudson, Darren.
    In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama.
    RePEc:ags:saea17:252845.

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92. International Sentiment Spillovers in Equity Returns. (2016). Bredin, Don ; Bathia, Deven ; Nitzsche, Dirk.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:21:y:2016:i:4:p:332-359.

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93. Corporate Behaviour and Market Integration: Evidence from the Asia-Pacific Real Estate Market. (2016). Ma, Guojie.
    In: PhD Thesis.
    RePEc:uts:finphd:35.

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94. Corporate Behaviour and Market Integration: Evidence from the Asia-Pacific Real Estate Market. (2016). Ma, Guojie.
    In: PhD Thesis.
    RePEc:uts:finphd:3-2016.

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95. Examining volatility spillover between Asian countries’ stock markets. (2016). Iqbal, Amjad ; Jebran, Khalil.
    In: China Finance and Economic Review.
    RePEc:spr:chfecr:v:4:y:2016:i:1:d:10.1186_s40589-016-0031-1.

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96. Transmission of News in Eurozone Bank Holdings and European Bank Markets in the Light of the Greek Debt Crisis. (2016). .
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:15:y:2016:i:1:p:1-48.

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97. Financial Contagion in EFA Markets in Crisis Periods: A Multivariate GARCH Dynamic Conditional Correlation Framework. (2016). Ur, Mobeen.
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:21:y:2016:i:2:p:121-151.

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98. Long-Run Comovements in East Asian Stock Market Volatility. (2016). Keddad, Benjamin ; DE TRUCHIS, Gilles.
    In: Open Economies Review.
    RePEc:kap:openec:v:27:y:2016:i:5:d:10.1007_s11079-016-9401-4.

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99. Bad Bad Contagion. (2016). Londono, Juan M.
    In: International Finance Discussion Papers.
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100. Cross-market information transfers of ADR firms: An investigation of emerging market economies. (2016). Senteney, David L ; Bazaz, Mohammad S.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:37:y:2016:i:c:p:655-677.

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101. An investigation of return and volatility linkages among equity markets: A study of selected European and emerging countries. (2016). Yavas, Burhan F ; Dedi, Lidija.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:37:y:2016:i:c:p:583-596.

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102. Foreign news and the structure of co-movement in European equity markets: An intraday analysis. (2016). ben Omrane, Walid ; Hussain, Syed Mujahid.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:37:y:2016:i:c:p:572-582.

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103. Return and volatility interdependences in up and down markets across developed and emerging countries. (2016). Kundu, Srikanta ; Sarkar, Nityananda.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:36:y:2016:i:c:p:297-311.

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104. Risk-return trade-off for European stock markets. (2016). Savva, Christos ; Christiansen, Charlotte ; Aslanidis, Nektarios.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:46:y:2016:i:c:p:84-103.

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105. Information spillover dynamics of the energy futures market sector: A novel common factor approach. (2016). Kuruppuarachchi, Duminda ; Premachandra, I M.
     In: Energy Economics.
     RePEc:eee:eneeco:v:57:y:2016:i:c:p:277-294.

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106. THE IMPACT OF EXCHANGE RATES AND INTEREST RATES ON BANK STOCK RETURNS: EVIDENCE FROM U.S. BANKS. (2016). Verma, Priti .
     In: Studies in Business and Economics.
     RePEc:blg:journl:v:11:y:2016:i:1:p:124-139.

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107. Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets. (2016). He, Dong ; Shu, Chang ; Wang, Honglin .
     In: BIS Working Papers.
     RePEc:bis:biswps:579.

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108. Analysis of Energy and Agricultural Commodity Markets with the Policy Mandated: A Vine Copula-based ARMA-EGARCH Model. (2016). Chen, Kuan-Ju.
     In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
     RePEc:ags:aaea16:236028.

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109. Essays in banking and international finance. (2015). Schafer, Larissa .
     In: Other publications TiSEM.
     RePEc:tiu:tiutis:54db9c22-05fa-4444-97d5-13d1e406580b.

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110. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
     In: MPRA Paper.
     RePEc:pra:mprapa:67470.

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111. An Analysis of Returns and Volatility Spillovers and their Determinants in Emerging Asian and Middle Eastern Countries. (2015). Ghassan, Hassan ; Balli, Faruk ; Alhajhoj, Hassan R. ; Basher, Syed Abul.
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     RePEc:pra:mprapa:63860.

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112. An Analysis of Returns and Volatility Spillovers and their Determinants in Emerging Asian and Middle Eastern Countries. (2015). Ghassan, Hassan ; Balli, Faruk ; Basher, Syed ; Abul, Basher Syed .
     In: MPRA Paper.
     RePEc:pra:mprapa:63847.

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113. Global and Regional Volatility Spillovers to GCC Stock Markets. (2015). Mishra, Anil ; Alotaibi, Abdullah R.
     In: MPRA Paper.
     RePEc:pra:mprapa:61101.

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114. Intraindustry Volatility Spillovers in the MENA Region. (2015). Volkan, Engin ; Ozturk, Serda Selin .
     In: Emerging Markets Finance and Trade.
     RePEc:mes:emfitr:v:51:y:2015:i:6:p:1163-1174.

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115. An investigation of price discovery and volatility spillovers in India’s foreign exchange market. (2015). Deisting, Florent ; Ahmad, Wasim ; Sehgal, Sanjay.
     In: Journal of Economic Studies.
     RePEc:eme:jespps:v:42:y:2015:i:2:p:261-284.

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116. Are prolonged conflict and tension deterrents for stock market integration? The case of Sri Lanka. (2015). Narayan, Seema ; Sriananthakumar, Sivagowry .
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:39:y:2015:i:c:p:504-520.

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117. An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries. (2015). Ghassan, Hassan ; Balli, Faruk ; Basher, Syed ; Hajhoj, Hassan Rafdan .
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:39:y:2015:i:c:p:311-325.

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118. Global risk exposures and industry diversification with Shariah-compliant equity sectors. (2015). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:35:y:2015:i:pb:p:499-520.

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119. Intraday return and volatility spillover mechanism from Chinese to Japanese stock market. (2015). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku.
     In: Journal of the Japanese and International Economies.
     RePEc:eee:jjieco:v:35:y:2015:i:c:p:23-42.

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120. Price linkage between the US and Japanese futures across different time zones: An analysis of the minute-by-minute data. (2015). Kao, Erin H. ; Ho, Tsung-Wu ; Fung, Hung-Gay.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:34:y:2015:i:c:p:321-336.

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121. Liquidity and stock returns: Evidence from international markets. (2015). Chiang, Thomas C ; Zheng, Dazhi.
     In: Global Finance Journal.
     RePEc:eee:glofin:v:27:y:2015:i:c:p:73-97.

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122. The transmission of market shocks and bilateral linkages: Evidence from emerging economies. (2015). Balli, Hatice ; Vo, Tuan Kiet ; Louis, Rosmy Jean.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:42:y:2015:i:c:p:349-357.

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123. Time-varying regional and global integration and contagion: Evidence from style portfolios. (2015). Hyde, Stuart ; Nguyen, Ngoc ; Cho, Sungjun .
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:42:y:2015:i:c:p:109-131.

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124. Policy induced price volatility transmission: Linking the U.S. crude oil, corn and plastics markets. (2015). Tozer, Peter ; Marsh, Thomas ; Jiang, Jingze.
     In: Energy Economics.
     RePEc:eee:eneeco:v:52:y:2015:i:pa:p:217-227.

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125. Regional and global spillovers and diversification opportunities in the GCC equity sectors. (2015). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
     In: Emerging Markets Review.
     RePEc:eee:ememar:v:24:y:2015:i:c:p:160-187.

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126. 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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127. Global and regional volatility spillovers to GCC stock markets. (2015). Mishra, Anil ; Alotaibi, Abdullah R..
     In: Economic Modelling.
     RePEc:eee:ecmode:v:45:y:2015:i:c:p:38-49.

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128. 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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129. Market Volatility Transmission and Central Banking: What Happened during the Subprime Crisis?. (2014). bensafta, kamel malik ; SEMEDO, Gervasio .
     In: International Economic Journal.
     RePEc:taf:intecj:v:28:y:2014:i:4:p:559-588.

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130. Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis. (2014). SAIDI, Youssef ; El Ghini, Ahmed.
     In: MPRA Paper.
     RePEc:pra:mprapa:53439.

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131. Análisis de la volatilidad del índice principal del mercado bursátil mexicano, del índice de riesgo país y de la mezcla mexicana de exportación mediante un modelo GARCH trivariado asimétrico ||. (2014). Flores-Ortega, Miguel ; Villalba Padilla, Fatima Irina, .
     In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration.
     RePEc:pab:rmcpee:v:17:y:2014:i:1:p:3-22.

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132. Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market. (2014). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro.
     In: Discussion Papers in Economics and Business.
     RePEc:osk:wpaper:1401.

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133. A Regional Analysis of Markets Uncertainty Spillover. (2014). bensafta, kamel malik.
     In: LEO Working Papers / DR LEO.
     RePEc:leo:wpaper:2243.

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134. Where Does Price Discovery Occur? An Empirical Study of Taiwan¡¯s ADRs and Their Underlying Foreign Stocks. (2014). Wang, Ming-Chieh ; Wu, Yi-Chen .
     In: International Journal of Financial Research.
     RePEc:jfr:ijfr11:v:5:y:2014:i:3:p:43-53.

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135. Shift-volatility transmission in East Asian Equity Markets. (2014). de Truchis, Gilles ; Aloy, Marcel ; Dufrenot, Gilles.
     In: Working Papers.
     RePEc:ipg:wpaper:2014-500.

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136. The Impact of Financial Crisis on Islamic and Conventional Indices of the GCC Countries. (2014). Chaibi, Anissa ; Sayani, Hameedah ; Miniaoui, Hela.
     In: Working Papers.
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137. A Regional Analysis of Markets Uncertainty Spillover. (2014). bensafta, kamel malik.
     In: Working Papers.
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138. A Regional Analysis of Markets Uncertainty Spillovers. (2014). bensafta, kamel malik.
     In: Working Papers.
     RePEc:hal:wpaper:halshs-01015435.

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139. Transmission de la volatilité et Central-Banking. (2014). bensafta, kamel malik ; SEMEDO, Gervasio .
     In: Working Papers.
     RePEc:hal:wpaper:halshs-01012058.

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140. Internal and external spillover effects for the BRIC countries: Multivariate GARCH-in-mean approach. (2014). Gilenko, Evgenii ; Fedorova, Elena .
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:31:y:2014:i:c:p:32-45.

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141. Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets: A cross-country comparison. (2014). Fawson, Chris ; Wu, An-Chi ; Chen, Mei-Ling ; Wang, Kai-Li.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:27:y:2014:i:c:p:115-137.

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142. Returns and volatility spillover in the European banking industry during global financial crisis: Flight to perceived quality or contagion?. (2014). Jayasekera, Ranadeva ; Choudhry, Taufiq.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:36:y:2014:i:c:p:36-45.

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143. Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets. (2014). Liu, Lu.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:33:y:2014:i:c:p:39-48.

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144. Islamic equity market integration and volatility spillover between emerging and US stock markets. (2014). Mansour, Walid ; Majdoub, Jihed.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:29:y:2014:i:c:p:452-470.

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145. Diversification across ASEAN-wide sectoral and national equity returns. (2014). Balli, Hatice ; Luu, Mong Ngoc .
     In: Economic Modelling.
     RePEc:eee:ecmode:v:41:y:2014:i:c:p:398-407.

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146. “Slow-Burn” Spillover and “Fast and Furious” Contagion: A Study of International Stock Markets. (2014). Xu, Kuan ; Meng, Qingbin ; Wu, Lei.
     In: Working Papers.
     RePEc:dal:wpaper:daleconwp2014-04.

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147. Spillovers in Exchange Rates and the Effects of Global Shocks on Emerging Market Currencies. (2014). Kotze, Kevin ; Kavli, Haakon .
     In: South African Journal of Economics.
     RePEc:bla:sajeco:v:82:y:2014:i:2:p:209-238.

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148. Relations between Volatility and Returns of Exchange Traded Funds of Emerging Markets and of USA. (2014). Yavas, Burhan F. ; Dheeriya, Prakash L. ; Rezayat, Fahimeh.
     In: Review of Economics & Finance.
     RePEc:bap:journl:140104.

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149. The dynamics of regional economic integration in ASEAN + 3 countries. (2014). Kusnadi, Riki Amir ; Sitorus, Romora Edward.
     In: Asian Journal of Empirical Research.
     RePEc:asi:ajoerj:2014:p:439-454.

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150. EARLY WARNING SYSTEMS: ANÁLISE DE UMMODELO PROBIT DE CONTÁGIO DE CRISE DOS ESTADOS UNIDOS PARA O BRASIL(2000-2010). (2014). DA SILVA, CLAUDECI ; Couto, Joaquim Miguel ; MURILLO, HUGO AGUDELO .
     In: Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting].
     RePEc:anp:en2012:110.

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151. Shift-Volatility Transmission in East Asian Equity Markets. (2014). Keddad, Benjamin ; Dufrénot, Gilles ; DE TRUCHIS, Gilles ; ALOY, Marcel ; Dufrenot, Gilles.
     In: AMSE Working Papers.
     RePEc:aim:wpaimx:1402.

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152. Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia. (2013). Niu, Linlin ; Chow, Gregory C ; Huang, Shicheng .
     In: Working Papers.
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153. Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets. (2013). Giles, David ; Li, Yanan.
     In: Econometrics Working Papers.
     RePEc:vic:vicewp:1301.

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154. Stock market liberalization and price response: gradualism versus cold turkey. (2013). Sung, Taeyoon ; Kim, Daehwan.
     In: Applied Economics.
     RePEc:taf:applec:45:y:2013:i:3:p:273-285.

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155. Factor double autoregressive models with application to simultaneous causality testing. (2013). Zhu, Ke ; Ling, Shiqing ; Guo, Shaojun .
     In: MPRA Paper.
     RePEc:pra:mprapa:51570.

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156. Volatility Spillover in India, USA and Japan Investigation of Recession Effects. (2013). Sinha, Pankaj.
     In: MPRA Paper.
     RePEc:pra:mprapa:47190.

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157. Sectoral equity returns and portfolio diversification opportunities across the GCC region. (2013). Balli, Faruk ; Basher, Syed ; Louis, Rosmy Jean.
     In: MPRA Paper.
     RePEc:pra:mprapa:43687.

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158. Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications. (2013). Chiang, Thomas ; Tan, Lin ; Li, Jiandong ; Nelling, Edward .
     In: Multinational Finance Journal.
     RePEc:mfj:journl:v:17:y:2013:i:3-4:p:165-200.

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159. Transmission de la volatilité et central banking : quelles réactions durant la crise des subprimes ?. (2013). bensafta, kamel malik ; SEMEDO, Gervasio .
     In: LEO Working Papers / DR LEO.
     RePEc:leo:wpaper:1694.

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160. Shift-Volatility Transmission in East Asian Equity Markets. (2013). Keddad, Benjamin ; Dufrénot, Gilles ; DE TRUCHIS, Gilles ; ALOY, Marcel ; Dufrenot, Gilles.
     In: Working Papers.
     RePEc:hal:wpaper:halshs-00935364.

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161. Large global volatility shocks, equity markets and globalisation: 1885-2011. (2013). Mehl, Arnaud.
     In: Globalization Institute Working Papers.
     RePEc:fip:feddgw:148.

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162. Testing for contagion: the impact of US structured markets on international financial markets. (2013). Taylor, Nicholas ; Leung, Woon Sau.
     In: Chapters.
     RePEc:elg:eechap:14545_11.

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163. Co-movement of Asia-Pacific with European and US stock market returns: A cross-time-frequency analysis. (2013). Loh, Lixia .
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:29:y:2013:i:c:p:1-13.

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164. Liquidity commonality among Asian equity markets. (2013). Wang, Jianxin.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:21:y:2013:i:1:p:1209-1231.

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165. Is there a reversal in the price discovery process under different market conditions? Evidence from Korean ADRs and their underlying foreign securities. (2013). Wang, Ming-Chieh .
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:21:y:2013:i:1:p:1160-1174.

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166. 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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167. Do contagion effects exist in capital flow volatility?. (2013). Park, Cyn-Young ; Lee, Hyun-Hoon ; Byun, Hyung-suk .
     In: Journal of the Japanese and International Economies.
     RePEc:eee:jjieco:v:30:y:2013:i:c:p:76-95.

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168. 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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169. Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets. (2013). Philippas, Dionisis ; SIRIOPOULOS, COSTAS.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:27:y:2013:i:c:p:161-176.

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170. Sectoral equity returns and portfolio diversification opportunities across the GCC region. (2013). Balli, Faruk ; Basher, Syed ; Louis, Rosmy Jean.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:25:y:2013:i:c:p:33-48.

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171. The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets. (2013). Lin, Chi-Tai ; Chen, Hsin-Fu .
     In: Global Finance Journal.
     RePEc:eee:glofin:v:24:y:2013:i:1:p:30-43.

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172. Measuring the interconnectedness of financial institutions. (2013). Nikolova, Biljana ; Bhar, Ramaprasad.
     In: Economic Systems.
     RePEc:eee:ecosys:v:37:y:2013:i:1:p:17-29.

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173. Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?. (2013). Zhang, Bing ; Li, Xindan ; Yu, Honghai.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:26:y:2013:i:c:p:725-738.

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174. Reexamining the time-varying volatility spillover effects: A Markov switching causality approach. (2013). Zuo, Haomiao ; Zheng, Tingguo .
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:26:y:2013:i:c:p:643-662.

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175. Using CARRX models to study factors affecting the volatilities of Asian equity markets. (2013). SIN, Chor-yiu (CY).
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:26:y:2013:i:c:p:552-564.

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176. Determinants of stock market comovements among US and emerging economies during the US financial crisis. (2013). Min, Hong-Ghi ; Kim, Hyeongwoo ; Hwang, Eugene .
     In: Economic Modelling.
     RePEc:eee:ecmode:v:35:y:2013:i:c:p:338-348.

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177. Large global volatility shocks, equity markets and globalisation: 1885-2011. (2013). Mehl, Arnaud.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20131548.

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178. Time-Varying Spillover Effects on Sectoral Equity Returns. (2013). Balli, Hatice ; Louis, Rosmy Jean.
     In: International Review of Finance.
     RePEc:bla:irvfin:v:13:y:2013:i:1:p:67-91.

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179. An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange. (2013). Bucevska, Vesna.
     In: Business Systems Research.
     RePEc:bit:bsrysr:v:4:y:2013:i:1:p:49-64.

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180. Dynamic correlation analysis of US financial crisis and contagion: evidence from four OECD countries. (2012). Min, Hong-Ghi ; Hwang, Young-Soon.
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:22:y:2012:i:24:p:2063-2074.

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181. Are South East Europe stock markets integrated with regional and global stock markets?. (2012). Ugur, Mehmet ; Guidi, Francesco .
     In: MPRA Paper.
     RePEc:pra:mprapa:44133.

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182. Asymmetric effects of U.S. stock returns on European equities. (2012). Wahab, Mahmoud .
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:21:y:2012:i:1:p:156-172.

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183. 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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184. Volatility spillovers between the Chinese and world equity markets. (2012). Zhou, Xiangyi ; Zhang, Jie.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:20:y:2012:i:2:p:247-270.

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185. The US tech pulse, stock prices, and exchange rate dynamics: Evidence from Asian developing countries. (2012). Kubo, Akihiro .
     In: Journal of Asian Economics.
     RePEc:eee:asieco:v:23:y:2012:i:6:p:680-687.

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186. 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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187. THE DYNAMIC RELATION BETWEEN RETURNS, TRADING VOLUME, AND VOLATILITY: LESSONS FROM SPILLOVERS BETWEEN ASIA AND THE UNITED STATES. (2012). Gebka, Bartosz ; Gbka, Bartosz .
     In: Bulletin of Economic Research.
     RePEc:bla:buecrs:v:64:y:2012:i:1:p:65-90.

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188. Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets. (2012). Trujillo-Barrera, Andres ; Garcia, Philip ; Mallory, Mindy.
     In: Journal of Agricultural and Resource Economics.
     RePEc:ags:jlaare:134275.

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189. Volatility Transmission from Global Stock Exchanges to India. (2011). .
     In: Vision.
     RePEc:sae:vision:v:15:y:2011:i:4:p:347-360.

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190. Return and volatility spillovers: evidence from Indian exchange rates. (2011). Kumar, Manish.
     In: International Journal of Economics and Business Research.
     RePEc:ids:ijecbr:v:3:y:2011:i:4:p:371-387.

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191. Financial contagion: A local correlation analysis. (2011). Inci, Can A. ; McCarthy, Joseph ; Li, H. C..
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:25:y:2011:i:1:p:11-25.

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192. 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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193. Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?. (2011). Balli, Hatice.
     In: Journal of Economics and Business.
     RePEc:eee:jebusi:v:63:y::i:2:p:89-106.

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194. Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?. (2011). Balli, Hatice.
     In: Journal of Economics and Business.
     RePEc:eee:jebusi:v:63:y:2011:i:2:p:89-106.

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195. The effectiveness of the sunshine effect in Taiwans stock market before and after the 1997 financial crisis. (2011). wang, kuan min ; Lee, Yuan-Ming .
     In: Economic Modelling.
     RePEc:eee:ecmode:v:28:y:2011:i:1:p:710-727.

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196. Identifying risks in emerging market sovereign and corporate bond spreads. (2011). Zinna, Gabriele.
     In: Bank of England working papers.
     RePEc:boe:boeewp:0430.

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197. VOLATILITY AND SPILL OVER EFFECTS IN INDIAN COMMODITY MARKETS: A CASE OF PEPPER. (2011). Kushankur, Dey ; Debasish, Maitra .
     In: Studies in Business and Economics.
     RePEc:blg:journl:v:6:y:2011:i:3:p:119-145.

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198. 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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199. The relationship between the Vietnam stock market and its major trading partners - TECM with bivariate asymmetric GARCH model. (2010). Su, Chi-Wei ; Chang, Hsu-Ling.
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:17:y:2010:i:13:p:1279-1283.

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200. Polish stock market and some foreign markets – dependence analysis by regime-switching copulas. (2010). Gurgul, Henryk ; Syrek, Robert.
     In: MPRA Paper.
     RePEc:pra:mprapa:68576.

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201. Volatility Spillover in India, USA and Japan Investigation of Recession Effects. (2010). Sinha, Pankaj.
     In: MPRA Paper.
     RePEc:pra:mprapa:21873.

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202. Cointegration and conditional correlations among German and Eastern Europe equity markets. (2010). Gupta, Rakesh ; Guidi, Francesco.
     In: MPRA Paper.
     RePEc:pra:mprapa:21732.

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203. Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets. (2010). Gupta, Rakesh ; Guidi, Francesco.
     In: MPRA Paper.
     RePEc:pra:mprapa:19853.

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204. 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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205. Is this time different for Asia?: Evidence from stock Markets. (2010). Yoshida, Yushi.
     In: Discussion Papers.
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206. Decomposing European bond and equity volatility. (2010). Christiansen, Charlotte.
     In: International Journal of Finance & Economics.
     RePEc:ijf:ijfiec:v:15:y:2010:i:2:p:105-122.

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207. INTERNATIONAL TRANSMISSION OF STOCK RETURNS: MEAN AND VOLATILITY SPILLOVER EFFECTS IN INDONESIA AND MALAYSIA. (2010). Kakinaka, Makoto ; Le, Trang Nha .
     In: The International Journal of Business and Finance Research.
     RePEc:ibf:ijbfre:v:4:y:2010:i:1:p:115-131.

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208. Volatility transmission: what do Asia-Pacific markets expect?. (2010). Shamiri, Ahmed ; Isa, Zaidi .
     In: Studies in Economics and Finance.
     RePEc:eme:sefpps:v:27:y:2010:i:4:p:299-313.

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209. 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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210. 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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211. Stock market integration and volatility spillover: India and its major Asian counterparts. (2010). Mukherjee, Kedar ; Mishra, Ram Kumar .
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:24:y:2010:i:2:p:235-251.

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212. Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets. (2010). Kitamura, Yoshihiro.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:24:y:2010:i:2:p:158-171.

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213. Time-varying integration, interdependence and contagion. (2010). Inghelbrecht, Koen ; Baele, Lieven.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:29:y:2010:i:5:p:791-818.

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214. Return and volatility spillovers in three euro exchange rates. (2010). McMillan, David G. ; Speight, Alan E. H., .
     In: Journal of Economics and Business.
     RePEc:eee:jebusi:v:62:y::i:2:p:79-93.

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215. Price and volatility spillovers between the Greater China Markets and the developed markets of US and Japan. (2010). Wang, Peijie.
     In: Global Finance Journal.
     RePEc:eee:glofin:v:21:y:2010:i:3:p:304-317.

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216. Price and volatility spillovers across North American, European and Asian stock markets. (2010). Pandey, Ajay ; Singh, Priyanka ; Kumar, Brajesh ; Rajeshkumar, B.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:19:y:2010:i:1:p:55-64.

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217. Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis. (2010). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Beirne, John ; Schulze-Ghattas, Marianne .
     In: Emerging Markets Review.
     RePEc:eee:ememar:v:11:y:2010:i:3:p:250-260.

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218. The Interdependence of Taiwanese and Japanese Stock Prices. (2010). Hamori, Shigeyuki ; Hsieh, Kunlin .
     In: Economics Bulletin.
     RePEc:ebl:ecbull:eb-10-00180.

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219. Volatility Transmission in Emerging European Foreign Exchange Markets. (2010). Kočenda, Evžen ; Bubak, Vit ; Kocenda, Even ; Zikes, Filip.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_3063.

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220. Stock Market Integration between three CEECs, Russia and the UK. (2010). Spagnolo, Nicola ; Caporale, Guglielmo Maria.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_2978.

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221. Monetary Policy and Inflation Expectations in Latin America: Long‐Run Effects and Volatility Spillovers. (2009). Moccero, Diego ; de Mello, Luiz.
     In: Journal of Money, Credit and Banking.
     RePEc:wly:jmoncb:v:41:y:2009:i:8:p:1671-1690.

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222. Modelling Australian Stock Market Volatility: A Multivariate GARCH Approach. (2009). Valadkhani, Abbas ; O'Brien, Martin ; Karunanayake, Indika .
     In: Economics Working Papers.
     RePEc:uow:depec1:wp09-11.

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223. Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets. (2009). McAleer, Michael ; Hakim, Abdul.
     In: CIRJE F-Series.
     RePEc:tky:fseres:2009cf663.

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224. Stock Markets Integration: Examining Linkages between Selected World Markets. (2009). .
     In: Vision.
     RePEc:sae:vision:v:13:y:2009:i:1:p:19-30.

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225. Financial Market Dynamics in an Enlarged European Union. (2009). Kenourgios, Dimitris ; Samitas, Aristeidis.
     In: Journal of Economic Integration.
     RePEc:ris:integr:0471.

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226. Stock market integration: Malaysia and its major trading partners. (2009). Abdul Karim, Zulkefly.
     In: MPRA Paper.
     RePEc:pra:mprapa:26976.

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227. Volatility spillover in Indonesia, USA, and Japan capital market. (2009). Mulyadi, Martin Surya.
     In: MPRA Paper.
     RePEc:pra:mprapa:16914.

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228. Sectoral Equity Returns in the Euro Region: Is There any Room for Reducing the Portfolio Risk?. (2009). Balli, Hatice.
     In: MPRA Paper.
     RePEc:pra:mprapa:14554.

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229. Monetary Policy and Inflation Expectations in Latin America: Long-Run Effects and Volatility Spillovers. (2009). Moccero, Diego ; de Mello, Luiz.
     In: Journal of Money, Credit and Banking.
     RePEc:mcb:jmoncb:v:41:y:2009:i:8:p:1671-1690.

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230. 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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231. 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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232. U.S. and Japanese macroeconomic news and stock market volatility in Asia-Pacific. (2009). Vrugt, Evert.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:17:y:2009:i:5:p:611-627.

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233. Contagion as a domino effect in global stock markets. (2009). van Dijk, Dick ; Kole, Erik ; Markwat, Thijs .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:33:y:2009:i:11:p:1996-2012.

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234. European stock market integration: Fact or fiction?. (2009). Bley, Jorg.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:19:y:2009:i:5:p:759-776.

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235. The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets. (2009). Nguyen, Tho ; Kim, Suk-Joong ; Nguyen, Do Quoc Tho, .
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:19:y:2009:i:3:p:415-431.

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236. Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework. (2009). Nikolova, Biljana ; Bhar, Ramaprasad.
     In: Global Finance Journal.
     RePEc:eee:glofin:v:19:y:2009:i:3:p:203-218.

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237. The distribution of realized variances: Marginal behaviors, asymmetric dependence and contagion effects. (2009). Metais, Carole ; Ane, Thierry .
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:18:y:2009:i:3:p:134-150.

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238. Time-varying Integration and International diversification strategies. (2009). Inghelbrecht, Koen ; Baele, Lieven.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:16:y:2009:i:3:p:368-387.

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239. 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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240. The Determinants of Terrorist Shocks Cross-Market Transmission. (2009). Drakos, Konstantinos.
     In: Economics of Security Working Paper Series.
     RePEc:diw:diweos:diweos17.

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241. Cross-Country Stock Market Reactions to Major Terror Events: The Role of Risk Perception. (2009). Drakos, Konstantinos.
     In: Economics of Security Working Paper Series.
     RePEc:diw:diweos:diweos16.

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242. Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets. (2009). McAleer, Michael ; Hakim, Abdul.
     In: CARF F-Series.
     RePEc:cfi:fseres:cf170.

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243. Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis. (2009). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Beirne, John ; Schulze-Ghattas, Marianne .
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_2794.

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244. Volatility Spillovers and Contagion from Mature to Emerging Stock Markets. (2009). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Beirne, John ; Schulze-Ghattas, Marianne .
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_2545.

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245. Oil Prices and Equity Returns in the BRIC Countries. (2009). Nikolova, Biljana ; Bhar, Ramaprasad.
     In: The World Economy.
     RePEc:bla:worlde:v:32:y:2009:i:7:p:1036-1054.

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246. 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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247. 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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248. Volatility Transmission: What Does Asia-Pacific Markets Expect?. (2008). Shamiri, Ahmed.
     In: MPRA Paper.
     RePEc:pra:mprapa:13706.

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249. Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK. (2008). Guidi, Francesco.
     In: MPRA Paper.
     RePEc:pra:mprapa:11535.

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250. Volatility Spillovers and Contagion from Mature to Emerging Stock Markets. (2008). Caporale, Guglielmo Maria ; Beirne, John ; Spagnolo, Nicola ; Schulze-Ghattas, Marianne .
     In: IMF Working Papers.
     RePEc:imf:imfwpa:2008/286.

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251. Price and Volatility Spillovers across North American, European and Asian Stock Markets: With Special Focus on Indian Stock Market. (2008). Pandey, Ajay ; Singh, Priyanka ; Kumar, Brajesh ; Rajeshkumar, B.
     In: IIMA Working Papers.
     RePEc:iim:iimawp:wp02124.

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252. 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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253. Prediction of index futures returns and the analysis of financial spillovers--A comparison between GARCH and the grey theorem. (2008). Kung, Ling-Ming ; Yu, Shang-Wu.
     In: European Journal of Operational Research.
     RePEc:eee:ejores:v:186:y:2008:i:3:p:1184-1200.

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254. Correlation dynamics between Asia-Pacific, EU and US stock returns. (2007). Hyde, Stuart ; Bredin, Don ; Nguyen, Nghia.
     In: MPRA Paper.
     RePEc:pra:mprapa:9681.

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255. Financial Linkages Between the U.S. and Latin America; Evidence from Daily Data. (2007). Benelli, Roberto ; Ganguly, Srideep D.
     In: IMF Working Papers.
     RePEc:imf:imfwpa:2007/262.

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256. Intra- and inter-regional spillovers between emerging capital markets around the world. (2007). Serwa, Dobromił ; Gebka, Bartosz.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:21:y:2007:i:2:p:203-221.

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257. Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness. (2007). Tay, Anthony S ; Hashmi, Aamir.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:26:y:2007:i:3:p:430-453.

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258. 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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259. Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact?. (2007). Syriopoulos, Theodore.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:16:y:2007:i:1:p:41-60.

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260. 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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261. Decomposing European Bond and Equity Volatility. (2007). Christiansen, Charlotte.
     In: CREATES Research Papers.
     RePEc:aah:create:2007-06.

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262. Leaders and Laggards: International Evidence on Spillovers in Returns, Variance, and Trading Volume. (2006). Gebka, Bartosz.
     In: Working Paper Series.
     RePEc:zbw:euvgra:20061.

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263. East Asian Finance : The Road to Robust Markets. (2006). Ghosh, Swati R..
     In: World Bank Publications.
     RePEc:wbk:wbpubs:7063.

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264. Wavelet Analysis of Price and Volatility Spillovers in Stock Markets: The Case of India and the US. (2006). Mohanty, Prabir Kumar ; Biswal, Pratap Chandra.
     In: Journal of Quantitative Economics.
     RePEc:spr:jqecon:v:4:y:2006:i:2:d:10.1007_bf03546444.

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265. On Volatility Spillovers and Dominant Effects in East Asian: Before and After the 911. (2006). Chan, Tze-Haw ; Hooy, Chee-Wooi.
     In: MPRA Paper.
     RePEc:pra:mprapa:2032.

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266. Consolidating Macroeconomic Adjustment in Brazil. (2006). Moccero, Diego ; de Mello, Luiz.
     In: OECD Economics Department Working Papers.
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267. Does Oil Price Uncertainty Transmit to Stock Markets?. (2006). Ågren, Martin.
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268. Intraday Linkages Across International Equity Markets. (2006). Harju, Kari ; Hussain, Syed Mujahid.
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269. Intraday Seasonalities and Macroeconomic News Announcements. (2006). Harju, Kari ; Hussain, Mujahid.
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270. Spillover effects and conditional dependence. (2006). Labidi, Chiraz ; Ane, Thierry .
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271. Return and volatility linkages between the US and the German stock market. (2006). Jung, Robert ; Baur, Dirk.
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272. Portfolio implications of systemic crises. (2006). Verbeek, Marno ; Kole, Erik ; Koedijk, Kees .
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273. Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis. (2006). Serwa, Dobromił ; Gebka, Bartosz.
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274. Volatility spillovers and dynamic correlation in European bond markets. (2006). Skintzi, Vasiliki ; Refenes, Apostolos N..
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275. Valuing volatility spillovers. (2006). Thorp, Susan ; Milunovich, George.
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276. Price and Volatility Transmission across Borders. (2006). Karolyi, G. ; Gagnon, Louis .
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277. 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 .
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278. Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities. (2005). Shamiri, Ahmed ; Hassan, Abu .
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279. Time-Scale Decomposition of Price Transmission in International Markets. (2005). Fernandez, Viviana.
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280. Information leadership in the advanced Asia-Pacific stock markets: Return, volatility and volume information spillovers from the US and Japan. (2005). Kim, Suk-Joong.
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281. Equity market linkage and multinational trade accords: The case of NAFTA. (2005). Darrat, Ali F. ; Zhong, Maosen.
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282. Contagion and impulse response of international stock markets around the 9-11 terrorist attacks. (2005). Mun, Kyung-Chun .
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283. WHO DRIVES THE RUSSIAN FINANCIAL MARKETS?. (2005). Jalolov, Mirzosharif ; Miyakoshi, Tatsuyoshi.
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284. International transmission of stock market movements: a wavelet analysis. (2004). LEE, Hahn.
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285. Dynamics of Equity Market Integration in Europe: Evidence of Changes over time and with events.. (2004). lucey, brian ; Aggarwal, Raj ; Muckley, Cal ; O'Rourke, Kevin .
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286. Structural effects and spillovers in HSIF, HSI and S&P500 volatility. (2004). gannon, gerard ; Au-Yeung, Siu Pang.
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287. Information transmission between the NASDAQ and Asian second board markets. (2004). Rui, Oliver ; Lee, Bong-Soo ; Wang, Steven Shuye.
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288. Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world. (2004). Firth, Michael ; Wang, Steven Shuye.
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289. Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes. (2004). Voronkova, Svitlana.
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290. A multilateral approach to examining the comovements among major world equity markets. (2004). Hsin, Chin-Wen .
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291. Time-Scale Decomposition of Price Transmission in International Markets. (2004). Fernandez, Viviana.
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292. Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness. (2004). Tay, Anthony S ; Hashmi, Aamir.
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293. Realize the Realized Stock Index Volatility. (2004). Huang, Ho-Chuan ; Nieh, Chien-Chung.
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294. Volatility Spillover Effects in European Equity Markets. (2003). Baele, L.
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295. Volatility Spillover Effects in European Equity Markets. (2003). Baele, Lieven.
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296. Volatility Spillover Effects in European Equity Markets. (2003). Baele, Lieven.
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297. Market Integration and Contagion. (2003). Harvey, Campbell ; Bekaert, Geert.
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298. Volatility-Spillover E ffects in European Bond Markets. (2003). Christiansen, Charlotte.
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299. The spillover effects of US and Japanese public information news in advanced Asia-Pacific stock markets. (2003). Kim, Suk-Joong.
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300. Volatility and shocks spillover before and after EMU in European stock markets. (2003). Pelizzon, Loriana ; Billio, Monica.
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301. Economic integration and stock market comovement in the Americas. (2003). Johnson, Robert .
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302. Spillovers of stock return volatility to Asian equity markets from Japan and the US. (2003). Miyakoshi, Tatsuyoshi.
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303. Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert.
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304. Interdependence and Volatility Spillovers Under Market Liberalization: The Case of Istanbul Stock Exchange. (2003). Benkato, Omar M ; Darrat, Ali F.
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305. Measuring financial and economic integration with equity prices in emerging markets. (2002). Phylaktis, Kate ; Ravazzolo, Fabiola.
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306. Further Evidence on the Link Between Finance and Cyclical Fluctuations. (2001). Haj, Mahmoud ; Darrat, Ali F.
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307. Financial market integration in Europe: on the effects of EMU on stock markets. (2001). Fratzscher, Marcel.
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308. A New Approach to Measuring Financial Contagion. (2000). Stulz, René ; Karolyi, G. ; Bae, Kee-Hong .
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309. The Impact of German Macroeconomic News on Emerging European Forex Markets. (). Moravcova, Michala.
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2. The Impact of Macroeconomic Variables on Corporate Performance - What Shareholders Ought to Know?. (2007). Oxelheim, Lars.
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3. Is Home Bias in Assets Related to Home Bias in Goods?. (2006). Warnock, Francis ; van Wincoop, Eric.
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4. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen K..
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5. The Performance of International Equity Portfolios. (2006). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, .
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6. The Performance of International Equity Portfolios. (2006). Thomas, Charles ; CharlesP. Thomas, .
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7. Evaluating a nonlinear asset pricing model on international data. (2006). Asgharian, Hossein ; Karlsson, Sonnie.
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8. Foreign exchange volatility is priced in equities. (2006). Neely, Christopher ; Guo, Hui.
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9. Home bias in global bond and equity markets: the role of real exchange rate volatility. (2006). Thimann, Christian ; Fratzscher, Marcel ; Fidora, Michael.
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10. Financial integration of new EU Member States. (2006). Manganelli, Simone ; Kadareja, Arjan ; Gerard, Bruno ; Cappiello, Lorenzo.
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11. German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs. (2005). Entorf, Horst ; Jamin, .
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12. Explaining exchange rate dynamics: the uncovered equity return parity condition. (2005). De Santis, Roberto A ; Cappiello, Lorenzo.
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13. La recherche française en finance:une perspective à travers les travaux des enseignants-chercheurs en gestion sur la période 1994-2003. (2005). Schatt, Alain ; Charreaux, Gerard.
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14. Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets. (2005). Zalewska, Ania ; Schotman, Peter C.
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15. Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth. (2005). Sorensen, Bent ; Yosha, Oved ; Zhu, YU ; Wu, Yi-Tsung.
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16. Return-volatility linkages in the international equity and currency markets. (2004). HASAN, IFTEKHAR ; Francis, Bill B. ; Hunter, Delroy M..
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17. TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION. (2004). Shields, K ; Olekalns, Nilss ; Henry, Ólan.
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18. The Performance of International Equity Portfolios. (2004). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, .
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19. That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds. (2004). Thorp, Susan.
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23. International Asset Pricing and the Benefits from World Market Diversification. (2002). Nilsson, Birger.
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