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2. Efficient estimation and testing of oil futures contracts in a mutual offset system. (2004). McAleer, Michael ; Sequeira, J. M..
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1. Economic effects by merger and acquisition types in the renewable energy sector: An event study approach. (2013). Heo, Eunnyeong ; Lee, Youah ; Yoo, Kyungjin .
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2. Evolution of security transaction tax in India. (2012). Sinha, Pankaj ; Mathur, Kritika.
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3. Market Instability and Revision Error in Risk Premium. (2011). .
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4. International money and stock market contingent claims. (2010). Monfort, Alain ; gourieroux, christian ; Sufana, R..
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:29:y:2010:i:8:p:1727-1751.

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5. Information transmission and spillover in currency markets: A generalized variance decomposition analysis. (2007). Kocagil, Ahmet E. ; Mansur, Iqbal ; Elyasiani, Elyas.
   In: The Quarterly Review of Economics and Finance.
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6. Valuing Volatility Spillovers. (2005). Thorp, Susan ; Milunovich, George.
   In: International Finance.
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7. Tail behaviour of the euro. (2005). cotter, john.
   In: Applied Economics.
   RePEc:taf:applec:v:37:y:2005:i:7:p:827-840.

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8. International Asset Excess Returns and Multivariate Conditional Volatilities. (2005). Yang, Sheng-Yung ; Chiang, Thomas.
   In: Review of Quantitative Finance and Accounting.
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9. Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets. (2004). Mendoza-Velázquez, Alfonso.
   In: Econometrics.
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10. Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review. (2004). Xekalaki, Evdokia ; Degiannakis, Stavros.
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11. Looking for risk premium and contagion in Asia-Pacific foreign exchange markets. (2004). Tai, Chu-Sheng .
    In: International Review of Financial Analysis.
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12. The Empirical Relationship Between Exchange Rates and Interest Rates in Post-Crisis Asia. (2004). Kim, Yoonbai ; Chow, Hwee Kwan.
    In: Econometric Society 2004 Far Eastern Meetings.
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13. Risk premia on foreign exchange: a direct approach. (2003). Morgan, George Emir ; Mun, Kyung-Chun .
    In: Journal of Multinational Financial Management.
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14. Can currency risk be a source of risk premium in explaining forward premium puzzle?: Evidence from Asia-Pacific forward exchange markets. (2003). Tai, Chu-Sheng .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:13:y:2003:i:4:p:291-311.

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15. Asset Pricing with Observable Stochastic Discount Factors.. (2002). Wickens, Michael ; Smith, Peter.
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16. Dynamic Effects of Currency Depreciation on Stock Market Returns during the Asian Financial Crisis. (2002). Miller, Stephen ; Fang, WenShwo.
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17. Crack spread hedging: accounting for time-varying volatility spillovers in the energy futures markets. (2002). Holt, Matthew ; Haigh, Michael S..
    In: Journal of Applied Econometrics.
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18. Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns. (2002). BERA, Anil K. ; Kim, Sangwhan.
    In: Journal of Empirical Finance.
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19. A multivariate GARCH in mean approach to testing uncovered interest parity: evidence from Asia-Pacific foreign exchange markets. (2001). Tai, Chu-Sheng .
    In: The Quarterly Review of Economics and Finance.
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20. Jumps and time-varying correlations in daily foreign exchange rates. (2001). Chang, Kook-Hyun ; Kim, Myung-Jig.
    In: Journal of International Money and Finance.
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21. The effect of barge and ocean freight price volatility in international grain markets. (2001). Bryant, Henry L. ; Haigh, Michael S..
    In: Agricultural Economics.
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22. The Foreign Exchange Risk Premium: Real and Nominal Factors. (2001). Hollifield, Burton ; Yaron, Amir.
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23. Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models. (2000). Karanasos, Menelaos.
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24. Modeling the Currency Forward Risk Premium: Theory and Evidence. (2000). Chiarella, Carl ; Bhar, Ram ; Pham, Toan.
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25. New results on the rationality of survey measures of exchange-rate expectations. (2000). Osterberg, William P..
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26. The forward premium anomaly is not as bad as you think. (2000). Bollerslev, Tim ; Baillie, Richard.
    In: Journal of International Money and Finance.
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27. The relationship between the monetary regime and output volatility: a multivariate GARCH-M model of the Japanese experience, 1919-1996. (2000). Kim, Jongwoo .
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28. PRICE AND PRICE RISK DYNAMICS IN BARGE AND OCEAN FREIGHT MARKETS AND THE EFFECTS ON COMMODITY TRADING. (2000). Bryant, Henry L. ; Haigh, Michael S..
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29. The Covariance Structure of Component and Multivariate Garch Models. (1999). Karanasos, Menelaos.
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30. The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate. (1999). Smith, Constance ; Landon, Stuart.
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31. Time-varying risk premia in foreign exchange and equity markets: evidence from Asia-Pacific countries. (1999). Tai, Chu-Sheng .
    In: Journal of Multinational Financial Management.
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32. Forecast bias and accuracy of exchange rates in emerging markets. (1999). Martin, A. D. ; Wiley, Marilyn ; Madura, Jeff.
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33. Interest Rate Transmission and Volatility Transmission along the Yield Curve.. (1999). Jondeau, Eric ; Avouyi-Dovi, Sanvi.
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34. Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark. (1998). McNelis, Paul ; Lim, Guay.
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35. Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis. (1998). Ackert, Lucy ; Racine, Marie D..
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36. International transmission of information: evidence from the Euroyen and Eurodollar futures markets. (1998). Tse, Yiuman.
    In: Journal of International Money and Finance.
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37. Monte Carlo inference in econometric models with symmetric stable disturbances. (1998). Tsionas, Efthymios.
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38. MARKET EFFICIENCY IN AGRICULTURAL FUTURES MARKETS. (1998). Holt, Matthew ; McKenzie, Andrew M..
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39. Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches. (1997). Garcia, Philip ; Bera, Anil ; Roh, Jae-Sun .
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40. Price and volatility spillovers in Scandinavian stock markets. (1997). Booth, Geoffrey G. ; Tse, Yiuman ; Martikainen, Teppo .
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41. Central bank intervention and risk in the forward market. (1997). Baillie, Richard ; Osterberg, William P..
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42. High frequency data in financial markets: Issues and applications. (1997). Goodhart, Charles A. E., ; O'Hara, Maureen .
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43. Análisis de variabilidad de la prima de riesgo. (1996). Mª Carmen Lorenzo Lago, ; Ayuso, Zenon Jimenez-Ridruejo .
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44. Measuring risk in the mining sector with ARCH models with important observations on sample size. (1996). Boscan, Atahualpa ; McClain, Katherine T. ; Humphreys, Brett H..
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45. The forward discount anomaly and the risk premium: A survey of recent evidence. (1996). Engel, Charles.
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46. Exchange rate uncertainty and the efficiency of the forward market for foreign exchange. (1994). Zietz, Joachim ; Homaifar, Ghassem .
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47. On Biases in the Measurement of Foreign Exchange Risk Premiums. (1991). Hodrick, Robert ; Bekaert, Geert.
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48. Exchange Rate Volatility and International Prices. (1991). Feenstra, Robert ; Kendall, Jon D..
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49. Heteroskedasticity in Stock Returns. (1989). Schwert, G. ; Seguin, Paul J..
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50. Testing Uncovered Interest Rate Parity: The Spanish case. (). Sonia Pangusión Espinosa., .
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