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   In: Computational Economics.
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2. Comparing the impact of Chinese and U.S. economic policy uncertainty on the volatility of major global stock markets. (2023). Shi, Yujie ; Wang, Liming.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:57:y:2023:i:c:s1044028323000558.

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3. Predictability of risk appetite in Turkey: Local versus global factors. (2023). Gok, Remzi ; Gemici, Eray ; Bouri, Elie.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237.

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4. Stock market dynamics and the relative importance of domestic, foreign, and common shocks. (2022). Horn, Wolfram ; Ademmer, Martin ; Quast, Josefine.
   In: International Journal of Finance & Economics.
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5. Contagion or decoupling? Evidence from emerging stock markets. (2022). Bonga-Bonga, Lumengo ; Ndiweni, Zinzile Lorna.
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6. Regional Integration and Decoupling in the Asia Pacific: A Bayesian Panel VAR Approach. (2022). Davidson, Sharada.
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7. Optimal Robust Monetary Policy in a Small Open Economy. (2022). Medina-Espidio, Sebastian ; André, Marine ; Sebastian, Medina Espidio.
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8. The Determinants of Securities Trading Activity: Evidence from four European Equity Markets. (2019). Camilleri, Silvio ; Galea, Francelle.
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9. Modeling financial market volatility in transition markets: a multivariate case. (2018). Oikonomikou, Leoni Eleni.
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10. Contagion of the eurozone debt crisis. (2017). Samarakoon, Lalith P.
    In: Journal of International Financial Markets, Institutions and Money.
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11. Monetary policies of industrial countries, emerging market credit cycles and feedback effects. (2016). Schnabl, Gunther ; Hoffmann, Andreas.
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    RePEc:eee:jpolmo:v:38:y:2016:i:5:p:855-873.

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12. Do different time-horizons in volatility have any significance for the emerging markets?. (2016). Gormus, Alper N.
    In: Economics Letters.
    RePEc:eee:ecolet:v:145:y:2016:i:c:p:29-32.

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13. Volatile oil and the U.S. economy. (2016). Atinc, Guclu ; Gormus, Alper N.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:50:y:2016:i:c:p:62-73.

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14. Volatility transmission between energy-related asset classes. (2014). Soytas, Ugur ; Diltz, David J. ; Gormus, Alper N..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:25:y:2014:i:3:p:246-259.

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15. Timescale-dependent stock market comovement: BRICs vs. developed markets. (2014). Heimonen, Kari ; Lehkonen, Heikki.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:28:y:2014:i:c:p:90-103.

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16. Is there life in the old dogs yet? Making break-tests work on financial contagion. (2013). Gebka, Bartosz ; Karoglou, Michail ; Gbka, Bartosz.
    In: Review of Quantitative Finance and Accounting.
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17. Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange. (2012). Unal, Gozde ; Onay, Ceylan.
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    RePEc:fau:fauart:v:62:y:2012:i:1:p:66-90.

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18. THE DYNAMIC RELATION BETWEEN RETURNS, TRADING VOLUME, AND VOLATILITY: LESSONS FROM SPILLOVERS BETWEEN ASIA AND THE UNITED STATES. (2012). Gebka, Bartosz ; Gbka, Bartosz.
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19. Is this time different for Asia?: Evidence from stock Markets. (2010). Yoshida, Yushi.
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20. Financial crisis, exchange rate and stock market integration. (2009). Yoshida, Yushi.
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21. New Strategies for Emerging Domestic Sovereign Bond Markets. (2007). Santiso, Javier ; Blommestein, Hans.
    In: OECD Development Centre Working Papers.
    RePEc:oec:devaaa:260-en.

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43. FDI and Trade – Two Way Linkages?. (2005). Noy, Ilan ; Aizenman, Joshua.
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44. FDI and Trade – Two Way Linkages?. (2005). Noy, Ilan ; Aizenman, Joshua.
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45. FDI and Trade – Two Way Linkages?. (2005). Noy, Ilan ; Aizenman, Joshua.
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