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2. Covariance Matrix Estimation for Positively Correlated Assets. (2025). Liu, Weilong.
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1. The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

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2. Bayesian smoothing for time-varying extremal dependence. (2024). Avila, Julio ; de Carvalho, Miguel ; Lee, Junho ; Rua, Antnio.
   In: Working Papers.
   RePEc:ptu:wpaper:w202406.

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3. The Impact of Heterogeneous Market Sentiments on Corporate Risk-Taking and Governance. (2024). Liu, Hangbo ; Guo, Xuemeng ; Sheng, Dachen.
   In: Mathematics.
   RePEc:gam:jmathe:v:12:y:2024:i:22:p:3505-:d:1517532.

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4. Industry regulation and the comovement of stock returns. (2023). Griffith, Todd G ; Whitby, Ryan J ; Blau, Benjamin M.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:73:y:2023:i:c:p:206-219.

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5. Forecasting stock market movements using Google Trend searches. (2020). Rojas, Randall R ; Convery, Patrick D ; Huang, Melody Y.
   In: Empirical Economics.
   RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01725-1.

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6. Central Bank Communication and Financial Market Comovements in the Euro Area. (2020). Horvath, Roman ; Gertler, Pavel ; Jonaova, Julia.
   In: Open Economies Review.
   RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09561-7.

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7. Givers or Recipients? Co-Movements between Stock Markets of CEE-3 and Developed Countries. (2019). Grabowski, Wojciech.
   In: Sustainability.
   RePEc:gam:jsusta:v:11:y:2019:i:22:p:6495-:d:288258.

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8. Decomposing the predictive power of local and global financial valuation ratios. (2018). Zorn, Josef ; Lawrenz, Jochen.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:70:y:2018:i:c:p:137-149.

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9. Country transparency and the global transmission of financial shocks. (2018). Brandao Marques, Luis ; Gelos, R. Gaston ; Melgar, Natalia ; Brandao-Marques, Luis.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:96:y:2018:i:c:p:56-72.

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10. Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets. (2018). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:69:y:2018:i:c:p:237-248.

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11. Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets. (2017). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro.
    In: Discussion Papers in Economics and Business.
    RePEc:osk:wpaper:1701.

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12. Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach. (2016). Sim, Nicholas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:31-45.

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13. Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. (2016). Yarovaya, Larisa ; Apergis, Nicholas ; Keung, Marco Chi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:50-59.

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14. Transmission of sovereign risk in the Euro crisis. (2015). Sauré, Philip ; Brutti, Filippo ; Saure, Philip.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:97:y:2015:i:2:p:231-248.

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15. Risk aversion and monetary policy in a global context. (2015). Nave, Juan M ; Ruiz, Javier.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:20:y:2015:i:c:p:14-35.

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16. Why does Chinas stock market have highly synchronous stock price movements? An information supply perspective. (2015). Karim, Khondkar E ; Lin, Karen Jingrong ; Carter, Clairmont.
    In: Advances in accounting.
    RePEc:eee:advacc:v:31:y:2015:i:1:p:68-79.

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17. Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns. (2014). Weber, Enzo ; Ülkü, Numan ; Ulku, Numan.
    In: Review of Finance.
    RePEc:oup:revfin:v:18:y:2014:i:4:p:1541-1581..

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18. Currency jumps and crises: Do developed and emerging market currencies jump together?. (2014). Treepongkaruna, Sirimon ; Chan, Kam Fong ; Powell, John G..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:30:y:2014:i:c:p:132-157.

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19. Country world betas: The link between the stock market beta and macroeconomic beta. (2014). Ülkü, Numan ; Baker, Saleh ; Ulku, Numan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:11:y:2014:i:1:p:36-46.

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20. Order flow and volatility: An empirical investigation. (2014). van der Wel, Michel ; van Dijk, Dick ; Taylor, Nick ; Opschoor, Anne.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:28:y:2014:i:c:p:185-201.

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21. Spread the news: The impact of news on the European sovereign bond markets during the crisis. (2013). Giuliodori, Massimo ; de Jong, Frank ; Beetsma, Roel ; Widijanto, Daniel .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:34:y:2013:i:c:p:83-101.

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22. Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data. (2013). Weber, Enzo ; Ülkü, Numan ; Ulku, Numan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:2733-2749.

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23. The impact of foreign macroeconomic news on financial markets in the Czech Republic, Hungary, and Poland. (2012). Neuenkirch, Matthias ; Hayo, Bernd ; Buttner, David.
    In: Empirica.
    RePEc:kap:empiri:v:39:y:2012:i:1:p:19-44.

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24. The Impact of Foreign Macroeconomic News on Financial Markets in the Czech Republic, Hungary, and Poland. (2009). Neuenkirch, Matthias ; Hayo, Bernd ; Buttner, David.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:200903.

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