1. Time-Varying Spot and Futures Oil Price Dynamics. (2014). Girardi, Alessandro ; Caporale, Guglielmo Maria ; Ciferri, Davide.
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2. PRICE DISCOVERY IN THE ITALIAN SOVEREIGN BONDS MARKET: THE ROLE OF ORDER FLOW. (2013). Girardi, Alessandro ; Impenna, Claudio.
   In: Working Papers LuissLab.
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3. Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system. (2013). Girardi, Alessandro ; Caporale, Guglielmo Maria.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:37:y:2013:i:2:p:227-240.

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4. Price discovery in the Italian sovereign bonds market: the role of order flow. (2013). Girardi, Alessandro ; Impenna, Claudio.
   In: Temi di discussione (Economic working papers).
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5. Quoted spreads and trade imbalance dynamics in the European Treasury bond market. (2012). Paesani, Paolo ; Girardi, Alessandro ; Caporale, Guglielmo Maria.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:52:y:2012:i:2:p:173-182.

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6. A SVECM Model of the UK Economy and The Term Premium. (2011). Vehbi, Tugrul M.
   In: Working Papers.
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7. Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System. (2011). Girardi, Alessandro ; Caporale, Guglielmo Maria.
   In: Discussion Papers of DIW Berlin.
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8. Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System. (2011). Girardi, Alessandro ; Caporale, Guglielmo Maria.
   In: CESifo Working Paper Series.
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9. Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market. (2010). Paesani, Paolo ; Girardi, Alessandro ; Caporale, Guglielmo Maria.
   In: CESifo Working Paper Series.
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10. Transmission of shocks across global financial markets : The role of contagion and investors risk appetite. (2008). Gonzalez-Hermosillo Gonzalez, B. M., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:d684f3c7-7ad8-4e93-88cf-aa4aec8ccace.

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11. The Informational Content of Trades on the EuroMTS Platform.. (2008). Girardi, Alessandro.
    In: ISAE Working Papers.
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12. SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998. (2005). Martin, Vance ; Fry-McKibbin, Renee ; Gonzales-Hermosillo, Brenda .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2005-15.

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1. Feedback effects and endogenous risk in financial markets. (2016). Wagalath, Lakshithe.
   In: Finance.
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2. 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.
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3. Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes. (2014). Tang, Chrismin ; Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee.
   In: Open Economies Review.
   RePEc:kap:openec:v:25:y:2014:i:3:p:521-570.

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4. The two-sided Weibull distribution and forecasting financial tail risk. (2013). Gerlach, Richard H. ; Chen, Qian.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:29:y:2013:i:4:p:527-540.

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5. Actually This Time Is Different. (2011). Tang, Chrismin ; Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee.
   In: CAMA Working Papers.
   RePEc:een:camaaa:2011-12.

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6. Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences. (2011). Drehmann, Mathias ; Borio, Claudio.
   In: Central Banking, Analysis, and Economic Policies Book Series.
   RePEc:chb:bcchsb:v15c04pp063-123.

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7. Liquidity Risk in Financial Markets. (2010). Driessen, Joost.
   In: Other publications TiSEM.
   RePEc:tiu:tiutis:d03ff62e-ec3c-43ba-879c-f87bf19906a6.

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8. Rollover Risk and Credit Risk. (2010). Xiong, Wei ; He, Zhiguo.
   In: NBER Working Papers.
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9. A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?. (2009). Guidolin, Massimo ; Rinaldi, Francesca.
   In: Working Papers.
   RePEc:fip:fedlwp:2009-020.

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

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11. Liquidity and leverage. (2008). Shin, Hyun Song ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:328.

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12. ARE FINANCIAL CRISES ALIKE?. (2008). Tang, Chrismin ; Martin, Vance ; Fry-McKibbin, Renee ; Gonzales-Hermosillo, Brenda .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2008-15.

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13. Information flows during the Asian crisis: Evidence from closed-end funds. (2008). Remolona, Eli ; Cohen, Benjamin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:4:p:636-653.

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14. Estimating hedge fund leverage. (2008). Tsatsaronis, Kostas ; McGuire, Patrick.
    In: BIS Working Papers.
    RePEc:bis:biswps:260.

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15. Higher-Order Simulations: Strategic Investment Under Model-Induced Price Patterns. (2007). Peffer, Gilbert ; Bàrbara Llacay, .
    In: Journal of Artificial Societies and Social Simulation.
    RePEc:jas:jasssj:2006-23-2.

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16. Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises. (2007). Martin, Vance ; Fry-McKibbin, Renee ; Gonzalez-Hermosillo, Brenda.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:18:y:2007:i:2:p:155-174.

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17. Distress selling and asset market feedback. (2007). von Peter, Goetz ; SHIM, ILHYOCK.
    In: BIS Working Papers.
    RePEc:bis:biswps:229.

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18. Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure. (2007). Siregar, Reza ; Pontines, Victor.
    In: School of Economics Working Papers.
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19. Correlation, Contagion, and Asian Evidence. (2006). Martin, Vance ; Fry-McKibbin, Renee.
    In: Asian Economic Papers.
    RePEc:tpr:asiaec:v:5:y:2006:i:2:p:32-72.

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

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21. SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998. (2005). Martin, Vance ; Fry-McKibbin, Renee ; Gonzales-Hermosillo, Brenda .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2005-15.

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22. Time-varying exposures and leverage in hedge funds. (2005). Tsatsaronis, Kostas ; Remolona, Eli ; McGuire, Patrick.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:0503f.

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23. Flight to quality, flight to liquidity, and the pricing of risk. (2004). Vayanos, Dimitri.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:456.

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24. Financial markets in times of stress. (2002). Reinhart, Carmen ; Kaminsky, Graciela.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:69:y:2002:i:2:p:451-470.

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25. The changing information content of market interest rates. (2002). Reinhart, Vincent ; Sack, Brian.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:0206e.

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26. The changing information content of market interest rates. (2002). Reinhart, Vincent ; Sack, Brian.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:12-16.

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27. How resilient are financial markets to stress? Bund futures and bonds during the 1998 turbulence. (2002). Werner, Thomas ; Upper, Christian.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:12-06.

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28. .

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29. Foreshadowing LTCM: The Crisis of 1763. (2001). Shin, Hyun Song ; Schnabel, Isabel ; Goedde, Isabel.
    In: Sonderforschungsbereich 504 Publications.
    RePEc:xrs:sfbmaa:02-46.

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30. Contagion as a Wealth Effect. (2001). Kyle, Albert S..
    In: Journal of Finance.
    RePEc:bla:jfinan:v:56:y:2001:i:4:p:1401-1440.

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31. Evaluating changes in correlations during periods of high market volatility. (2000). Loretan, Mico ; English, William B.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:0006e.

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32. Tax Smoothing Implications of the Federal Debt Paydown. (2000). Hall, George ; Krieger, Stefan.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:31:y:2000:i:2000-2:p:253-302.

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