1. 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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2. Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies. (2008). Hyde, Stuart ; Bredin, Don.
   In: European Financial Management.
   RePEc:bla:eufman:v:14:y:2008:i:2:p:315-346.

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1. An International Comparison of Implied, Realized, and GARCH Volatility Forecasts. (2016). Symeonidis, Lazaros ; Markellos, Raphael ; Kourtis, Apostolos.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:36:y:2016:i:12:p:1164-1193.

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2. Volatility Spillovers between Equity and Bond Markets: Evidence from G7 and BRICS. (2013). Zhang, Yue ; Wang, Juan.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2013:i:4:p:205-217.

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3. The European Union, the Euro, and equity market integration. (2013). Siegel, Stephan ; Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:109:y:2013:i:3:p:583-603.

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4. Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers. (2012). Skintzi, Vasiliki ; Angelidis, Timotheos ; Andrikopoulos, Andreas.
   In: MPRA Paper.
   RePEc:pra:mprapa:40003.

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5. Continuous time regime switching model applied to foreign exchange rate.. (2012). ZOU, Benteng ; Goutte, Stéphane.
   In: Working Papers.
   RePEc:hal:wpaper:hal-00643900.

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6. Spillover Effects in the Volatility of Financial Markets. (2012). Otranto, Edoardo.
   In: Working Paper CRENoS.
   RePEc:cns:cnscwp:201217.

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7. Modelling asset correlations: A nonparametric approach. (2011). Casas, Isabel ; Aslanidis, Nektarios.
   In: Working Papers.
   RePEc:syd:wpaper:2123/7171.

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8. Contagion between United States and european markets during the recent crises. (2011). Márquez Cebrián, M.Dolores ; Muoz, Pilar M ; Marquez, Maria Dolores ; Sanchez, Josep A..
   In: MPRA Paper.
   RePEc:pra:mprapa:35993.

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9. Foreign exchange rates under Markov Regime switching model. (2011). ZOU, Benteng ; Heinen, Andréas ; Goutte, Stéphane.
   In: DEM Discussion Paper Series.
   RePEc:luc:wpaper:11-16.

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10. A review of hedge funds and their investor activism: do they help or hurt other equity investors?. (2011). Schneider, Marguerite ; Ryan, Lori .
    In: Journal of Management & Governance.
    RePEc:kap:jmgtgv:v:15:y:2011:i:3:p:349-374.

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11. How do exchange rates co-move? A study on the currencies of five inflation-targeting countries. (2011). Li, Xiao-Ming.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:2:p:418-429.

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12. Exchange rate volatility across financial crises. (2011). Mignon, Valérie ; COUHARDE, Cécile ; Coudert, Virginie.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:3010-3018.

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13. Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis. (2011). Hayes, Dermot ; Du, Xiaodong ; Yu, Cindy L..
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:3:p:497-503.

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14. Global crises and equity market contagion. (2011). Mehl, Arnaud ; Fratzscher, Marcel ; Ehrmann, Michael ; Bekaert, Geert.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111381.

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15. Volatility Spillover Effects in Emerging MENA Stock Markets. (2011). Abou-Zaid, Ahmed S..
    In: Review of Applied Economics.
    RePEc:ags:reapec:143429.

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16. The determinants of increasing equity market comovement: economic or financial integration?. (2010). Baele, Lieven ; Soriano, Pilar.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:146:y:2010:i:3:p:573-589.

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17. Co-movements between US and UK stock prices: the role of time-varying conditional correlations. (2010). Sensier, Marianne ; Osborn, Denise ; Aslanidis, Nektarios.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:15:y:2010:i:4:p:366-380.

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18. 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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19. Equity Interconnections in Major European Markets. (2010). Alexakis, Panayiotis ; Vasila, Anna.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xiii:y:2010:i:3:p:109-132.

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20. Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade. (2010). Mylonidis, Nikolaos ; Kollias, Christos.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:9:p:2056-2064.

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21. Time-shift asymmetric correlation analysis of global stock markets. (2010). Izotov, Sergey S. ; Aityan, Sergey K. ; Ivanov-Schitz, Alexey K..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:5:p:590-605.

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22. What Segments Equity Markets?. (2009). Siegel, Stephan ; Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14802.

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23. 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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24. The transmission of emerging market shocks to global equity markets. (2009). Thimann, Christian ; Fratzscher, Marcel ; Cuadro Sáez, Lucía ; Cuadro-Saez, Lucia.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:1:p:2-17.

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

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26. The Volatility Spillover Effects and Optimal Hedging Strategy in the Corn Market. (2009). Guan, Zhengfei ; Wu, Feng.
    In: 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin.
    RePEc:ags:aaea09:49453.

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27. Financial market integration under EMU. (2008). Pagano, Marco ; Jappelli, Tullio.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200833.

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28. Financial Market Integration Under EMU. (2008). Pagano, Marco ; Jappelli, Tullio.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:197.

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29. Financial Market Integration under EMU. (2008). Pagano, Marco ; Jappelli, Tullio.
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0312.

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30. Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). Otranto, Edoardo ; Gallo, Giampiero.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026.

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31. Financial Market Integration Under EMU. (2008). Pagano, Marco ; Jappelli, Tullio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7091.

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32. Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies. (2008). Hyde, Stuart ; Bredin, Don.
    In: European Financial Management.
    RePEc:bla:eufman:v:14:y:2008:i:2:p:315-346.

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33. 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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34. Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach. (2007). Otranto, Edoardo ; Gallo, Giampiero.
    In: Econometrics Working Papers Archive.
    RePEc:fir:econom:wp2007_11.

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35. The Euro and European financial market dependence. (2007). Bartram, Söhnke ; Wang, Yaw-Huei ; Taylor, Stephen J..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:5:p:1461-1481.

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36. The relationship between risk and expected return in Europe. (2007). Nave, Juan M. ; Rubio, Gonzalo ; Leon, Angel.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:2:p:495-512.

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

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38. Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates. (2007). Christiansen, Charlotte.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-05.

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39. The Euro Introduction and Non-Euro Currencies. (2006). van Dijk, Dick ; Munandar, Haris ; Hafner, Christian.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050044.

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40. Structural versus Temporary Drivers of Country and Industry Risk. (2006). Inghelbrecht, Koen ; Baele, Lieven.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:06/413.

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41. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12697.

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42. The EMU and German Cross-Border Portfolio Flows. (2006). Berkel, Barbara.
    In: MEA discussion paper series.
    RePEc:mea:meawpa:06110.

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43. Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa. (2006). lucey, brian ; Lagoarde-Segot, Thomas ; Lagoarde-Ségot, Thomas.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp114.

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44. Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen.
    In: Working Papers.
    RePEc:ecl:upafin:06-6.

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45. The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?. (2006). Sarkissian, Sergei ; Errunza, Vihang ; Carrieri, Francesca.
    In: Working Papers.
    RePEc:ecl:upafin:06-4.

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46. International Stock Return Comovements. (2006). zhang, xiaoyan ; Hodrick, Robert ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5955.

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47. Structural versus Temporary Drivers of Country and Industry Risk. (2005). Inghelbrecht, Koen ; Baele, Lieven.
    In: International Finance.
    RePEc:wpa:wuwpif:0511005.

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48. International Stock Return Comovements. (2005). zhang, xiaoyan ; Hodrick, Robert ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11906.

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49. International Stock Return Comovements. (2005). zhang, xiaoyan ; Hodrick, Robert ; Bekaert, Geert.
    In: Working Papers.
    RePEc:ecl:upafin:06-3.

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50. Bond Market and Stock Market Integration in Europe. (2005). Berben, Robert-Paul.
    In: Working Papers.
    RePEc:dnb:dnbwpp:060.

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