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2. Climate Risks and Real Gold Returns over 750 Years. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee ; Polat, Onur.
   In: Forecasting.
   RePEc:gam:jforec:v:6:y:2024:i:4:p:47-967:d:1506762.

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1. Forecasting Equity Premium in the Face of Climate Policy Uncertainty. (2025). Ali, Hyder ; Naz, Salma.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:44:y:2025:i:2:p:513-546.

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2. Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk. (2025). GUPTA, RANGAN ; Bouri, Elie ; Olaniran, Abeeb.
   In: Working Papers.
   RePEc:pre:wpaper:202519.

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3. Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks. (2025). GUPTA, RANGAN ; Plakandaras, Vasilios ; Ji, Qiang ; Foglia, Matteo.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004604.

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4. Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Caraiani, Petre ; Caporin, Massimiliano.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000460.

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5. Climate Risks and Real Gold Returns over 750 Years. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Polat, Onur ; Majumdar, Anandamayee.
   In: Working Papers.
   RePEc:pre:wpaper:202436.

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6. Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Liphadzi, Asingamaanda.
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   RePEc:pre:wpaper:202424.

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7. Can Municipal Bonds Hedge US State-Level Climate Risks?. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Ji, Qiang ; Polat, Onur.
   In: Working Papers.
   RePEc:pre:wpaper:202419.

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8. Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks. (2024). Plakandaras, Vasilios ; GUPTA, RANGAN ; Foglia, Matteo ; Ji, Qiang.
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9. Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Caporin, Massimiliano ; Caraiani, Petre.
   In: Working Papers.
   RePEc:pre:wpaper:202407.

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10. Climate Risks and Real Gold Returns over 750 Years. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee ; Polat, Onur.
    In: Forecasting.
    RePEc:gam:jforec:v:6:y:2024:i:4:p:47-967:d:1506762.

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11. Can municipal bonds hedge US state-level climate risks?. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Ji, Qiang ; Polat, Onur.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009450.

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12. Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; Karmakar, Sayar ; Wu, Kejin.
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13. Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets. (2014). Ananchotikul, Nasha ; Zhang, Longmei.
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14. Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. (2014). Lyócsa, Štefan ; Baumohl, Eduard.
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15. EARLY WARNING SYSTEMS: ANÁLISE DE UMMODELO PROBIT DE CONTÁGIO DE CRISE DOS ESTADOS UNIDOS PARA O BRASIL(2000-2010). (2014). Couto, Joaquim Miguel ; MURILLO, HUGO AGUDELO ; da Silva, Claudeci.
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16. Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?. (2013). Bhanumurthy, N R ; Ahmad, Wasim ; Sehgal, Sanjay.
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17. Contagion effect due to Lehman Brothers’ bankruptcy and the global financial crisis - From the perspective of the Credit Default Swaps’ G14 dealers. (2013). Salloy, Suzanne ; Kazi, Irfan Akbar.
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18. Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009. (2011). Vaihekoski, Mika ; Antell, Jan.
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19. Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries. (2011). Kim, Hyeongwoo.
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20. Stock market integration between new EU member states and the Euro-zone. (2010). Savva, Christos ; Aslanidis, Nektarios.
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21. Sovereign Bonds and Socially Responsible Investment. (2010). Drut, Bastien.
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22. Dynamic Correlation Analysis of Financial Spillover to Asian and Latin American Markets in Global Financial Turmoil. (2010). Ho, Wai-Yip Alex ; Yiu, Matthew S. ; Jin, LU.
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23. A Comparative Analysis of the Returns on Provincial and Federal Canadian Bonds. (2009). Galvani, Valentina ; Behnamian, Aslan .
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24. Forecasting time-varying covariance with a range-based dynamic conditional correlation model. (2009). Chou, Ray ; Liu, Nathan ; Wu, Chun-Chou.
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25. Financial Spillovers to Emerging Markets During the Global Financial Crisis. (2009). Frank, Nathaniel ; Hesse, Heiko.
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26. The Dependence Structure of Macroeconomic Variables in the US. (2009). Ning, Cathy ; Chollete, Loran.
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27. International Diversification: An Extreme Value Approach. (2009). de la Pena, Victor ; Chollete, Loran ; Lu, Ching-Chih.
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28. Comparing univariate and multivariate models to forecast portfolio value-at-risk. (2009). Santos, Andre ; Ruiz, Esther ; Nogales, Francisco J. ; Andre A. P., .
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29. What Drives International Equity Correlations? Volatility or Market Direction?. (2009). Taamouti, Abderrahim ; Amira, Khaled ; Tsafack, Georges.
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30. Multivariate regimeswitching GARCH with an application to international stock markets. (2008). Mittnik, Stefan ; Haas, Markus.
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31. What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?. (2008). Vargas, Gregorio.
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32. Volatility Threshold Dynamic Conditional Correlations: An International Analysis. (2008). Caporin, Massimiliano ; Kasch, Maria .
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33. The Propagation of Financial Extremes: An Application to Subprime Market Spillovers. (2008). Chollete, Loran.
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34. The impact of EMU on growth and employment. (2008). Liadze, Iana ; Holland, Dawn ; Gottschalk, Sylvia ; Barrell, Ray ; Pomerantz, Olga ; Khoman, Ehsan.
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35. Model Averaging in Risk Management with an Application to Futures Markets. (2008). Zaffaroni, Paolo ; Schleicher, Christoph ; Pesaran, Mohammad.
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36. Model Averaging in Risk Management with an Application to Futures Markets. (2008). Zaffaroni, Paolo ; Schleicher, Christoph ; Pesaran, Mohammad.
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37. Glossary to ARCH (GARCH). (2008). Bollerslev, Tim.
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38. Multivariate GARCH models. (2008). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo.
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39. Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model. (2008). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo.
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40. Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data. (2007). Kočenda, Evžen ; Égert, Balázs.
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41. Correlation dynamics between Asia-Pacific, EU and US stock returns. (2007). Hyde, Stuart ; Bredin, Don ; Nguyen, Nghia.
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42. Identifying common spectral and asymmetric features in stock returns. (2007). Crato, Nuno ; Caiado, Jorge.
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43. An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model. (2006). Vargas, Gregorio.
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44. Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar. (2006). Siourounis, Gregorios ; Portes, Richard ; Papaioannou, Elias.
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45. The Euro and Financial Integration. (2006). Waelti, Sébastien ; Lane, Philip ; Walti, Sebastien.
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46. Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area. (2006). Potì, Valerio ; Poti, Valerio.
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47. Optimal currency shares in international reserves: the impact of the euro and the prospects for the dollar. (2006). Siourounis, Gregorios ; Portes, Richard ; Papaioannou, Elias.
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48. Financial integration of new EU Member States. (2006). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno ; Kadareja, Arjan.
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49. Sector diversification during crises: a European perspective. (2006). Szafarz, Ariane ; Beine, Michel ; Preumont, Pierre-Yves .
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50. Optimal Currency Shares in International Reserves: The Impact of the Euro and the Prospects for the Dollar. (2006). Siourounis, Gregorios ; Portes, Richard ; Papaioannou, Elias.
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51. Valuing Volatility Spillovers. (2005). Thorp, Susan ; Milunovich, George.
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52. On Risk Premia and Volatility Transmission Across the Stock and Bond Markets. (2005). Vitek, Francis.
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53. Asymmetric Risk and International Portfolio Choice. (2005). Thorp, Susan ; Milunovich, George.
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54. Free trade agreements and equity market integration: the case of the US and Jordan. (2005). Maghyereh, Aktham ; Al-Zoubi, Haitham ; Al-Zuobi, Hiatham.
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55. Volatility, spillover Effects and Correlations in US and Major European Markets. (2005). Savva, Christos ; Osborn, Denise ; Gill, Len.
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56. Decomposing European bond and equity volatility. (2005). Christiansen, Charlotte.
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57. Bond Market and Stock Market Integration in Europe. (2005). Berben, Robert-Paul.
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58. Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management. (2005). Zaffaroni, Paolo ; Pesaran, Mohammad.
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59. The Effect of Monetary Unification on Public Debt and its Real Return. (2005). Beetsma, Roel ; Vermeylen, Koen .
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60. The Euro and European Financial Market Integration. (2004). Bartram, Söhnke ; Wang, Yaw-Huei ; Taylor, Stephen.
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61. Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets. (2004). Potì, Valerio ; Poti, Valerio.
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62. Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management. (2004). Zaffaroni, Paolo ; Pesaran, Mohammad.
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