1. Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis. (2021). Vuković, Darko ; Maiti, Moinak ; Lapshina, Kseniya A ; Vukovic, Darko B.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000838.

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2. Comparing different methods for the estimation of interbank intraday yield curves. (2018). Jeleskovic, Vahidin ; Demertzidis, Anastasios.
   In: MAGKS Papers on Economics.
   RePEc:mar:magkse:201839.

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3. The determinants of co-movement dynamics between sukuk and conventional bonds. (2018). Hassan, M. Kabir ; Miani, Stefano ; Paltrinieri, Andrea ; Sclip, Alex ; Dreassi, Alberto.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:68:y:2018:i:c:p:73-84.

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4. Financial connectedness of BRICS and global sovereign bond markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin J.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:37:y:2018:i:c:p:1-16.

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5. Oil price shocks and volatility spillovers in the Nigerian sovereign bond market. (2017). Ndako, Umar B ; Onipede, Samuel F ; Tule, Moses K.
   In: Review of Financial Economics.
   RePEc:wly:revfec:v:35:y:2017:i:1:p:57-65.

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6. Is there a Long-Term Relationship among European Sovereign Bond Yields?. (2017). Ramirez, Miguel ; Schaeffer, Ian .
   In: Working Papers.
   RePEc:tri:wpaper:1701.

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7. Is there a Long-Term Relationship among European Sovereign Bond Yields?. (2017). Ramirez, Miguel ; Schaeffer, Ian .
   In: Business and Economic Research.
   RePEc:mth:ber888:v:7:y:2017:i:1:p:68-86.

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8. Oil price shocks and volatility spillovers in the Nigerian sovereign bond market. (2017). tule, moses ; Ndako, Umar ; Onipede, Samuel F.
   In: Review of Financial Economics.
   RePEc:eee:revfin:v:35:y:2017:i:c:p:57-65.

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

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10. Volatility transmission between stock and bond markets. (2006). Steeley, James.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:16:y:2006:i:1:p:71-86.

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11. Dynamics of bond market integration between established and accession European Union countries. (2006). Wu, Eliza ; lucey, brian ; Kim, Suk-Joong.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:16:y:2006:i:1:p:41-56.

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12. Dynamics of Bond Market Integration between Existing And Accession EU Countries. (2005). Wu, Eliza ; lucey, brian ; Kim, Suk-Joong.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp025.

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13. Volatility-Spillover E ffects in European Bond Markets. (2003). Christiansen, Charlotte.
    In: Finance Working Papers.
    RePEc:hhb:aarfin:2003_008.

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1. Measuring time-varying financial market integration: An unobserved components approach. (2013). Berger, Tino ; Pozzi, Lorenzo.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:37:y:2013:i:2:p:463-473.

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2. Housing market volatility in the OECD area: Evidence from VAR based return decompositions. (2013). Pedersen, Thomas ; Engsted, Tom.
   In: CREATES Research Papers.
   RePEc:aah:create:2013-04.

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3. 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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4. On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries. (2012). Menezes, Rui ; Hassani, Hossein ; Dionisio, Andreia.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:52:y:2012:i:4:p:369-384.

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5. Pitfalls in VAR based return decompositions: A clarification. (2012). Pedersen, Thomas ; Engsted, Tom ; Tanggaard, Carsten .
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:36:y:2012:i:5:p:1255-1265.

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6. A new model-based approach to measuring time-varying financial market integration. (2011). Berger, Tino ; Pozzi, L..
   In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
   RePEc:rug:rugwps:11/714.

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7. Transition to the Euro and its impact on country portfolio diversification. (2011). Smimou, K..
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:25:y:2011:i:1:p:88-103.

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8. 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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9. Explaining international stock correlations with CPI fluctuations and market volatility. (2009). Chou, Ray ; Cai, Yijie ; Li, Dan.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:33:y:2009:i:11:p:2026-2035.

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10. Changes in the international comovement of stock returns and asymmetric macroeconomic shocks. (2009). Pierdzioch, Christian ; Kizys, Renatas.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:2:p:289-305.

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11. The Role of Portfolio Constraints in the International Propagation of Shocks. (2008). Rigobon, Roberto ; Pavlova, Anna.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6647.

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

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

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

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16. Can Fundamentals Explain Cross-Country Correlations of Asset Returns?. (2006). Rodriguez, Rosa ; Restoy, Fernando.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:142:y:2006:i:3:p:585-598.

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17. Is the Impact of ECB Monetary Policy on EMU Stock Market Returns asymmetric?. (2006). Napolitano, Oreste.
    In: Discussion Papers.
    RePEc:prt:dpaper:1_2006.

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

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

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20. Financial integration of new EU Member States. (2006). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno ; Kadareja, Arjan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006683.

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

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22. The response of global equity indexes to U.S. monetary policy announcements. (2005). Wongswan, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:844.

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23. Wealth Transfers, Contagion and Portfolio Constraints. (2005). Rigobon, Roberto ; Pavlova, Anna.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5117.

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24. Can fundamentals explain cross-country correlations of asset returns?. (2005). Rodriguez, Rosa ; Restoy, Fernando.
    In: Working Papers.
    RePEc:bde:wpaper:0540.

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

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26. Cash flows and discount rates, industry and country effects, and co-movement in stock returns. (2004). Wongswan, Jon ; Ammer, John.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:818.

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27. The effect of the Euro on country versus industry portfolio diversification. (2004). Flavin, Thomas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:23:y:2004:i:7-8:p:1137-1158.

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28. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0803.

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29. Modelling the linkages between US and Latin American stock markets. (2003). Sosvilla-Rivero, Simon.
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:12:p:1423-1434.

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30. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9817.

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

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32. The structure of interdependence in international stock markets. (2003). Yang, Jian ; Bessler, David.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:22:y:2003:i:2:p:261-287.

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33. International market linkages. (2003). Bailey, Warren ; Choi, Jay J..
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:55:y:2003:i:5-6:p:399-404.

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34. U.S. multinationals and the home bias puzzle: an empirical analysis. (2003). Salehizadeh, Mehdi.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:14:y:2003:i:3:p:303-318.

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35. The persistence of international diversification benefits before and during the Asian crisis. (2003). Rose, Lawrence ; Meyer, Thomas O..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:14:y:2003:i:2:p:217-242.

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36. The empirical relationship between risk and return: evidence from the UK stock market. (2003). Xing, Xuejing ; Howe, John S..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:12:y:2003:i:3:p:329-346.

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37. A Bayesian analysis of a variance decomposition for stock returns. (2003). Li, Kai ; Koop, Gary ; Hollifield, Burton.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:5:p:583-601.

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38. Measuring financial and economic integration with equity prices in emerging markets. (2002). Phylaktis, Kate ; Ravazzolo, Fabiola.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:6:p:879-903.

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39. The effects of the introduction of the euro on the volatility of European stock markets. (2002). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:10:p:2047-2064.

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40. Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns. (2002). Christodoulakis, George ; Satchell, Stephen E..
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:139:y:2002:i:2:p:351-370.

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41. Market efficiency, asset returns, and the size of the risk premium in global equity markets. (2002). Lundblad, Christian ; Bansal, Ravi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:109:y:2002:i:2:p:195-237.

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

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43. Global equity styles and industry effects: the pre-eminence of value relative to size. (2001). Kuo, Weiyu ; Satchell, Stephen E..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:11:y:2001:i:1:p:1-28.

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44. Financial Development and the Sensitivity of Stock Markets to External Influences. (2000). Dellas, Harris ; Hess, Martin K..
    In: Working Papers.
    RePEc:szg:worpap:0006.

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45. Country and industry factors in returns: evidence from emerging markets stocks. (2000). Serra, Ana Paula.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:1:y:2000:i:2:p:127-151.

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46. Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?. (2000). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
    In: Working Papers.
    RePEc:ecl:upafin:00-2.

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47. An analysis of the relationship between international bond markets. (2000). Lekkos, Ilias ; Clare, Andrew.
    In: Bank of England working papers.
    RePEc:boe:boeewp:123.

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48. Competitiveness and the convergence of international business practice: North American evidence after NAFTA. (1999). Traichal, Patrick A. ; Braun, Gary P..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:10:y:1999:i:1:p:107-122.

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49. Economic determinants of evolution in international stock market integration. (1999). Koch, Paul D. ; Bracker, Kevin ; Docking, Diane Scott .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:6:y:1999:i:1:p:1-27.

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50. The relationship between international bond markets and international stock markets. (1998). Swanson, Peggy E. ; Gallo, John G. ; Lim, Edward S..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:7:y:1998:i:2:p:181-190.

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