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2. Crisis and the Chinese miracle: A network—GVAR model. (2022). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Chatzieleftheriou, Livia ; Prelorentzos, Arseniosgeorgios N.
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3. Spatial Price Transmission and Price Dynamics of Global Butter Export Market under Economic Shocks. (2021). Su, Wen-Hao ; Wang, Liming ; Xue, Huidan ; Li, Chenguang.
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4. Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach. (2018). Tsionas, Mike ; Michaelides, Panayotis ; Konstantakis, Konstantinos.
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5. Bayesian GVAR with k-endogenous dominants & input–output weights: Financial and trade channels in crisis transmission for BRICs. (2016). Tsionas, Mike ; Michaelides, Panayotis ; Konstantakis, Konstantinos.
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6. Does the halo effect still hold? The (post-) crisis perspective for the euro candidates. (2014). Szczypińska, Agnieszka ; Szczypiska, Agnieszka.
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7. Toward a Better Understanding of Macroeconomic Interdependence. (2014). Chudik, Alexander.
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8. Linking distress of financial institutions to macrofinancial shocks. (2014). di Mauro, Filippo ; Dees, Stephane ; Janokova, Martina ; Al-Haschimi, Alexander.
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9. Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Pesaran, Mohammad ; Chudik, Alexander.
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1. Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden.
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2. Predictability of risk appetite in Turkey: Local versus global factors. (2023). Gok, Remzi ; Gemici, Eray ; Bouri, Elie.
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3. Intermediary asset pricing in currency carry trade returns. (2021). Yin, Libo ; Nie, Jing.
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4. The Non-U.S. Bank Demand for U.S. Dollar Assets. (2020). Adrian, Tobias ; Xie, Peichu.
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5. Global Price of Risk and Stabilization Policies. (2019). Adrian, Tobias ; Vogt, Erik ; Stackman, Daniel.
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6. Global liquidity, house prices and policy responses. (2019). Phylaktis, Kate ; Banti, Chiara.
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7. Global Price of Risk and Stabilization Policies. (2019). Adrian, Tobias ; Vogt, Erik ; Stackman, Daniel.
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8. Exchange Rate Disconnect in General Equilibrium. (2017). Itskhoki, Oleg ; Mukhin, Dmitry.
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9. Cross-asset return predictability: Carry trades, stocks and commodities. (2016). Lu, Helen ; Jacobsen, Ben.
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10. Heterogeneous agents, the financial crisis and exchange rate predictability. (2016). Buncic, Daniel ; Piras, Gion Donat .
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11. Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability. (2015). Buncic, Daniel ; Piras, Gion Donat .
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12. FX market liquidity, funding constraints and capital flows. (2015). Phylaktis, Kate ; Banti, Chiara.
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13. Exchange Rate Predictability. (2015). Rossi, Barbara.
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14. The Usefulness of Financial Variables in Predicting Exchange Rate Movements. (2014). Rossi, Jose ; Rossi, Jose Luiz Junior, .
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15. Countercyclical currency risk premia. (2014). Verdelhan, Adrien ; Roussanov, Nikolai ; Lustig, Hanno.
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16. Liquidity and Exchange Rates. (2013). Rossi, Jose ; Rossi, Jose Luiz Junior, .
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17. What drives currency predictability?. (2013). Potì, Valerio ; Poti, Valerio ; Siddique, Akhtar.
    In: Journal of International Money and Finance.
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18. Predictability of currency carry trades and asset pricing implications. (2013). Bakshi, Gurdip ; Panayotov, George.
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19. How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro’s creation?. (2013). Mehl, Arnaud ; Chudik, Alexander ; Bussiere, Matthieu ; Alexander, Chudik .
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20. What are the Driving Factors Behind the Rise of Spreads and CDS of Eurozone Sovereign Bonds? A Panel VAR Analysis. (2012). Mamatzakis, Emmanuel ; Remoundos, Panos.
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21. Comment on Endogenous and Systemic Risk. (2012). Mizrach, Bruce.
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22. Probabilities of Default and the Market Price of Risk in a Distressed Economy. (2011). Espinoza, Raphael A ; Segoviano, Miguel A.
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23. How have global shocks impacted the real effective exchange rates of individual Euro area countries since the Euros creation?. (2011). Mehl, Arnaud ; Chudik, Alexander ; Bussiere, Matthieu.
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24. How have global shocks impacted the real effective exchange rates of individual euro area countries since the euros creation?. (2011). Mehl, Arnaud ; Chudik, Alexander ; Bussiere, Matthieu.
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25. Global Funding Liquidity, Equity Returns and Crash Risk: Implications for Monetary Policy. (2010). Corcoran, Aidan.
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26. Funding liquidity risk and the cross-section of stock returns. (2010). Etula, Erkko ; Adrian, Tobias.
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27. Financial amplification of foreign exchange risk premia. (2010). Groen, Jan ; Etula, Erkko ; Adrian, Tobias ; Jan J. J. Groen, .
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28. Prices and Quantities in the Monetary Policy Transmission Mechanism. (2009). Shin, Hyun Song ; Adrian, Tobias.
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29. Liquidity, Risk Appetite and Exchange Rate Movements During the Financial Crisis of 2007-2009. (2009). Genberg, Hans ; Chung, Tsz-Kin ; Hui, Cho-Hoi.
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30. Broker-dealer risk appetite and commodity returns. (2009). Etula, Erkko.
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