1. Identification and forecasting of bull and bear markets using multivariate returns. (2024). Maheu, John ; Song, Yong ; Liu, Jia.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:39:y:2024:i:5:p:723-745.

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2. Co-movements between heterogeneous crude oil and food markets: Does temperature change really matter?. (2024). Cao, Yan ; Li, Xinran ; Cheng, Sheng.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002398.

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3. Is a correlation-based investment strategy beneficial for long-term international portfolio investors?. (2023). Ren, Yi-Shuai ; Narayan, Seema Wati ; Ur, Mobeen ; Ma, Chaoqun.
   In: Financial Innovation.
   RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00471-9.

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4. Exchange Rate Interdependence in ASEAN Markets: A Wavelet Analysis. (2023). Qureshi, Saba ; Aftab, Muhammad.
   In: Global Business Review.
   RePEc:sae:globus:v:24:y:2023:i:6:p:1180-1204.

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5. Identification and Forecasting of Bull and Bear Markets using Multivariate Returns. (2023). Maheu, John ; Song, Yong ; Liu, Jia.
   In: MPRA Paper.
   RePEc:pra:mprapa:119515.

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6. Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. (2023). Wadud, Sania ; Lee, Seungho ; Durand, Robert B ; Gronwald, Marc.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000844.

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7. Comovement across BRICS and the US Stock Markets: A Multitime Scale Wavelet Analysis. (2022). Uwilingiye, Josine ; Batondo, Musumba.
   In: IJFS.
   RePEc:gam:jijfss:v:10:y:2022:i:2:p:27-:d:791757.

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8. Safe-haven investments against stock returns in Pakistan: a role of real estate, gold, oil and US dollar. (2022). Imran, Zulfiqar Ali ; Ahad, Muhammad.
   In: International Journal of Housing Markets and Analysis.
   RePEc:eme:ijhmap:ijhma-12-2021-0134.

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9. What drives individual investors in the bear market?. (2022). Liu, Yaodong ; Xu, Rong ; Hu, Nan ; Guo, Jie.
   In: The British Accounting Review.
   RePEc:eee:bracre:v:54:y:2022:i:6:s0890838922000427.

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10. Russia’s invasion of Ukraine increased the synchronisation of global commodity prices. (2022). Rubin, Ofir ; Nivievskyi, Oleg ; Barnahum, Ziv ; Ihle, Rico.
    In: Australian Journal of Agricultural and Resource Economics.
    RePEc:bla:ajarec:v:66:y:2022:i:4:p:775-796.

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11. Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan. (2021). Ahad, Muhammad ; Imran, Zulfiqar Ali.
    In: MPRA Paper.
    RePEc:pra:mprapa:107613.

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12. Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics. (2021). Rodrigues, Paulo ; Nicolau, Joo ; Cruz, Joo.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09324-2.

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13. Stock market volatility and jumps in times of uncertainty. (2021). Vlastakis, Nikolaos ; Triantafyllou, Athanasios ; Megaritis, Anastasios.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000048.

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14. Can home-biased investors diversify interregionally in the long run?. (2021). Narayan, Seema ; Ur, Mobeen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:97:y:2021:i:c:p:167-181.

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15. Trend‐cycle Estimation Using Fuzzy Transform and Its Application for Identifying Bull and Bear Phases in Markets. (2020). Novak, Vilem ; Mirshahi, Soheyla ; Nguyen, Linh.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:27:y:2020:i:3:p:111-124.

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16. Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Xie, Wenjing ; Vieito, Joo Paulo.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:20:p:8581-:d:429235.

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17. The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies. (2020). Monge, Manuel ; Gil-Alana, Luis.
    In: Risks.
    RePEc:gam:jrisks:v:8:y:2020:i:4:p:130-:d:455636.

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18. The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model. (2020). Menzietti, Massimiliano ; Costabile, Massimo ; Pirra, Marco ; Baiardi, Lorenzo Cerboni ; Massabo, Ivar ; Lamantia, Fabio ; Russo, Emilio ; de Giovanni, Domenico ; Leccadito, Arturo ; Staino, Alessandro.
    In: Risks.
    RePEc:gam:jrisks:v:8:y:2020:i:3:p:71-:d:379251.

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19. A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification. (2020). Tiwari, Aviral ; Nasreen, Samia ; Ali, Syed Asif ; Raza, Syed Ale ; Hammoudeh, Shawkat.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:63-:d:338385.

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20. A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek.
    In: Papers.
    RePEc:arx:papers:2003.14110.

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21. Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies. (2019). Liow, Kim ; Zhou, Xiaoxia ; Huang, Yuting.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:36:y:2019:i:1:p:27-58.

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22. Chinas “New normal”: Will Chinas growth slowdown derail the BRICS stock markets?. (2019). Selmi, Refk ; MIFTAH, AMAL ; bouoiyour, jamal.
    In: Post-Print.
    RePEc:hal:journl:hal-02408713.

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23. The Influence of Domestic and Foreign Shocks on Portfolio Diversification Gains and the Associated Risks. (2019). Narayan, Seema.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:160-:d:274897.

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24. Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets. (2019). Živkov, Dejan ; Manic, Slavica ; Urakovic, Jasmina.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:69:y:2019:i:2:p:211-235.

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25. Dynamic interdependence between the US and the securitized real estate markets of the Asian-Pacific economies. (2019). Liow, Kim ; Huang, Yuting ; Zhou, Xiaoxia.
    In: Journal of Property Investment & Finance.
    RePEc:eme:jpifpp:jpif-07-2018-0048.

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26. Does Intra‐regional Trade Matter in Regional Stock Markets? New Evidence from the Asia‐Pacific Region. (2019). Kim, Young Min ; Choi, Moon Jung.
    In: Asian Economic Journal.
    RePEc:bla:asiaec:v:33:y:2019:i:3:p:253-280.

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27. Co-movements of Lithuanian and Central European Stock Markets Across Different Time Horizons: A Wavelet Approach. (2018). Arvydas, Kregd ; Karolina, Kionait.
    In: Ekonomika (Economics).
    RePEc:vrs:ekonom:v:97:y:2018:i:2:p:55-69:n:4.

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28. Oil prices and African stock markets co-movement: A time and frequency analysis. (2018). Mendy, Pierre ; Zamereith, Grakolet Arnold.
    In: Journal of African Trade.
    RePEc:spr:jouafr:v:5:y:2018:i:1:d:10.1016_j.joat.2018.03.002.

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29. Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics. (2018). Rodrigues, Paulo ; Nicolau, Joo ; Cruz, Joo.
    In: Working Papers.
    RePEc:ptu:wpaper:w201814.

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30. Morfologia cyklu indeksu WIG oraz jego współzależność z cyklem sfery realnej gospodarki w Polsce. (2018). Semczak, Arkadiusz.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:49:y:2018:i:6:p:557-594.

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31. Information transmission across stock indices and stock index futures: International evidence using wavelet framework. (2018). Yarovaya, Larisa ; Aloui, Chaker ; Keung, Marco Chi ; Hkiri, Besma.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:411-421.

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32. A top-down approach to identifying bull and bear market states. (2018). Hanna, Alan J.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:55:y:2018:i:c:p:93-110.

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33. STOCK€ BOND CO€ MOVEMENTS AND FLIGHT€ TO€ QUALITY IN G7 COUNTRIES: A TIME€ FREQUENCY ANALYSIS. (2018). demiralay, sercan ; Bayraci, Selcuk ; Gencer, Hatice Gaye.
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:70:y:2018:i:1:p:e29-e49.

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34. A fresh look at integration of risks in the international stock markets: A wavelet approach. (2017). Marfatia, Hardik A.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:34:y:2017:i:1:p:33-49.

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35. A fresh look at integration of risks in the international stock markets: A wavelet approach. (2017). Marfatia, Hardik.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:34:y:2017:i:c:p:33-49.

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36. Further evidence on bear market predictability: The role of the external finance premium. (2017). Chen, Shiu-Sheng ; Chou, Yu-Hsi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:50:y:2017:i:c:p:106-121.

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37. Frequency aspects of information transmission in a network of three western equity markets. (2017). Schmidbauer, Harald ; Uluceviz, Erhan ; Rosch, Angi.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:486:y:2017:i:c:p:933-946.

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38. Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach. (2017). Zeitun, Rami ; Shahzad, Syed Jawad Hussain ; Mensi, walid ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Ur, Mobeen.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:32:y:2017:i:c:p:130-147.

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39. Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis. (2017). Masih, Abul ; Dewandaru, Ginanjar.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:65:y:2017:i:c:p:30-40.

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40. CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Manjit.
    In: Economic Annals.
    RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

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41. Time-Varying Linkages of Economic Activities in China and the Stock Markets in ASEAN-5. (2016). Lean, Hooi Hooi ; Chua, Soo Y ; Yen, Siew Hwa ; Teng, Kee Tuan.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:440.

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42. The responses of BRICS Equities to Chinas Slowdown: A Multi-Scale Causality Analysis. (2016). Selmi, Refk ; bouoiyour, jamal.
    In: Working Papers.
    RePEc:tac:wpaper:2015-2016_7.

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43. Cointegration of Stock Market Returns: A Case of Asian Countries. (2016). Saeed, Tahir ; Hussain, Atif.
    In: Pakistan Journal of Applied Economics.
    RePEc:pje:journl:article16winiii.

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44. Time-Frequency Adapted Market Integration Measure Based on Hough Transformed Multiscale Decompositions. (2016). Dionysopoulos, Thomas ; Caicedo-Llano, Juliana ; Tzagkarakis, George.
    In: Computational Economics.
    RePEc:kap:compec:v:48:y:2016:i:1:d:10.1007_s10614-015-9518-3.

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45. The responses of BRICS Equities to Chinas Slowdown: A Multi-Scale Causality Analysis. (2016). Selmi, Refk ; bouoiyour, jamal.
    In: Working papers of CATT.
    RePEc:hal:wpcatt:hal-01880323.

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46. The responses of BRICS Equities to Chinas Slowdown: A Multi-Scale Causality Analysis. (2016). Selmi, Refk ; bouoiyour, jamal.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01880323.

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47. Contagion and interdependence across Asia-Pacific equity markets: An analysis based on multi-horizon discrete and continuous wavelet transformations. (2016). Masih, Abul ; Dewandaru, Ginanjar.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:43:y:2016:i:c:p:363-377.

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48. Continuous wavelet transform and rolling correlation of European stock markets. (2016). Tiwari, Aviral ; Mutascu, Mihai ; Albulescu, Claudiu.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:42:y:2016:i:c:p:237-256.

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49. Revisiting the bull and bear markets notions in the Tunisian stock market: New evidence from multi-state duration-dependence Markov-switching models. (2016). Bejaoui, Azza ; Karaa, Adel.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:59:y:2016:i:c:p:529-545.

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50. What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets. (2016). Masih, Abul ; Dewandaru, Ginanjar ; Mansur, A.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:981-996.

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51. Does Intra-Regional Trade Matter in Regional Stock Markets?: New Evidence from Asia-Pacific Region. (2016). Kim, Sei-Wan ; Choi, Moon Jung.
    In: Working Papers.
    RePEc:bok:wpaper:1611.

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52. A Wavelet-based MRA-EDCC-GARCH Methodology for the Detection of News and Volatility Spillover across Sectoral Indices€”Evidence from the Indian Financial Market. (2015). .
    In: Global Business Review.
    RePEc:sae:globus:v:16:y:2015:i:1:p:35-49.

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53. Intertemporal risk–return relationships in bull and bear markets. (2015). Lee, Wei-Ming ; Wu, Shue-Jen .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:38:y:2015:i:c:p:308-325.

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54. Investment horizon heterogeneity and wavelet: Overview and further research directions. (2015). Dubey, Rameshwar ; De, Anupam ; Chakrabarty, Anindya ; Gunasekaran, Angappa.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:429:y:2015:i:c:p:45-61.

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55. Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets. (2015). Masih, Abul ; Masih, A. Mansur M., ; Dewandaru, Ginanjar.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:419:y:2015:i:c:p:241-259.

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56. Crises and contagion in Asia Pacific — Islamic v/s conventional markets. (2015). Rizvi, Syed Aun R. ; Alam, Nafis ; Aun, Syed ; Arshad, Shaista.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:34:y:2015:i:c:p:315-326.

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57. Bull and bear markets in commodity prices and commodity stocks: Is there a relation?. (2015). Ntantamis, Christos ; Zhou, Jun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:43:y:2015:i:c:p:61-81.

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58. Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis. (2015). Hammoudeh, Shawkat ; Aloui, Chaker ; ben Hamida, Hela.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:34:y:2015:i:c:p:69-79.

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59. Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators. (2015). Lee, Wei-Ming ; Wu, Shue-Jen .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:13:y:2015:i:c:p:196-204.

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60. Performance of European socially responsible funds during market crises: Evidence from France. (2015). Leite, Paulo ; Cortez, Maria Ceu.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:40:y:2015:i:c:p:132-141.

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61. Predicting exchange rate cycles utilizing risk factors. (2015). Straetmans, Stefan ; Ahmed, Jameel.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:34:y:2015:i:c:p:112-130.

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62. Fare Thee Well? An Analysis of Buyout Funds’ Exit Strategies. (2015). Furth, Sven ; Rauch, Christian.
    In: Financial Management.
    RePEc:bla:finmgt:v:44:y:2015:i:4:p:811-849.

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63. Detecting financial contagion in a multivariate system. (2014). Candelon, Bertrand ; Blatt, Dominik ; Manner, Hans.
    In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100411.

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64. Comovement of East and West Stock Market Indexes. (2014). Masih, Abul ; Yusoff, Yuzlizawati .
    In: MPRA Paper.
    RePEc:pra:mprapa:58872.

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65. Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis. (2014). ULUYOL, BURHAN ; Masih, Abul ; Bacha, Obiyathulla ; Saiti, Buerhan.
    In: MPRA Paper.
    RePEc:pra:mprapa:57064.

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66. Causality between Stock Market Index and Macroeconomic Variables: A Case Study for Malaysia. (2014). ULUYOL, BURHAN ; Masih, Abul ; Masih, Abul Mansur M., ; Saiti, Buerhan ; Abdullah, Ahmad Monir.
    In: MPRA Paper.
    RePEc:pra:mprapa:56987.

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67. Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices. (2014). Masih, Abul ; Bacha, Obiyathulla ; Dewandaru, Ginanjar ; Alaoui, AbdelKader .
    In: MPRA Paper.
    RePEc:pra:mprapa:56888.

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68. Predicting and Capitalizing on Stock Market Bears in the U.S.. (2014). Candelon, Bertrand ; Ahmed, Jameel ; Straetmans, Stefan.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-409.

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69. Palm Oil Price, Exchange Rate, and Stock Market: A Wavelet Analysis on the Malaysian Market. (2014). ULUYOL, BURHAN ; Sajilan, Sulaiman ; Abdullah, Naziruddin ; Saiti, Buerhan ; Ali, Azlan.
    In: Eurasian Journal of Economics and Finance.
    RePEc:ejn:ejefjr:v:2:y:2014:i:1:p:13-27.

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70. The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market. (2014). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:31:y:2014:i:c:p:21-33.

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71. 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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72. Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis. (2014). Rizvi, Syed Aun R. ; Masih, Abul ; Alhabshi, Syed Othman ; Rizvi, Syed Aun R., ; Dewandaru, Ginanjar.
    In: Economic Systems.
    RePEc:eee:ecosys:v:38:y:2014:i:4:p:553-571.

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73. Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis. (2014). Aloui, Chaker ; Hkiri, Besma.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:36:y:2014:i:c:p:421-431.

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74. Causality between Regional Stock Markets: A Frequency Domain Approach. (2013). Gradojevic, Nikola ; Gradojevia, Nikola ; Dobardia, Eldin .
    In: Panoeconomicus.
    RePEc:voj:journl:v:60:y:2013:i:5:p:633-647.

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75. The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market. (2013). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1319.

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76. Short-term and long-term dependencies of the S&P 500 index and commodity prices. (2013). Graham, Michael ; Nikkinen, Jussi ; Kiviaho, Jarno.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:13:y:2013:i:4:p:583-592.

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77. The Synchronisation of ASEAN-5 Stock Markets with the Growth Rate Cycles of Selected Emerging and Developed Economies. (2013). .
    In: Margin: The Journal of Applied Economic Research.
    RePEc:sae:mareco:v:7:y:2013:i:1:p:1-28.

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78. Further evidence on bear market predictability: The role of the external finance premium. (2013). Chen, Shiu-Sheng ; Chou, Yu-Hsi.
    In: MPRA Paper.
    RePEc:pra:mprapa:49093.

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79. How to Identify and Forecast Bull and Bear Markets?. (2013). van Dijk, Dick ; Kole, Erik ; van Dijk, D. J. C., ; Kole, H. J. W. G., .
    In: ERIM Report Series Research in Management.
    RePEc:ems:eureri:41558.

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80. Predicting bear and bull stock markets with dynamic binary time series models. (2013). Nyberg, Henri.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:9:p:3351-3363.

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81. Predicting and capitalizing on stock market bears in the U.S.. (2012). Straetmans, Stefan ; Candelon, Bertrand ; Ahmed, Jameel ; Stefan, Straetmans .
    In: Research Memorandum.
    RePEc:unm:umamet:2012019.

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82. Industry herding and market states: evidence from Chinese stock markets. (2012). Lee, Chien-Chiang ; Chen, Mei-Ping ; Hsieh, Kuan-Mien.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:13:y:2012:i:7:p:1091-1113.

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83. Consumer confidence and stock returns over market fluctuations. (2012). Chen, Shiu-Sheng.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:12:y:2012:i:10:p:1585-1597.

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84. A wavelet-based assessment of market risk: The emerging markets case. (2012). Rua, António ; Nunes, Luis.
    In: Working Papers.
    RePEc:ptu:wpaper:w201203.

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85. Revisiting the empirical linkages between stock returns and trading volume. (2012). Chen, Shiu-Sheng.
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86. Predicting swings in exchange rates with macro fundamentals. (2012). Chen, Shiu-Sheng ; Shiu-Sheng, Chen.
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87. Extreme Financial Cycles. (2012). Gaulier, Guillaume ; Hurlin, Christophe ; Candelon, Bertrand.
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88. The Dynamics of Return Comovement and Spillovers Between the Czech and European Stock Markets in the Period 1997–2010. (2012). Dajcman, Silvo.
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89. A wavelet-based assessment of market risk: The emerging markets case. (2012). Rua, António ; Nunes, Luis.
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90. Revisiting the empirical linkages between stock returns and trading volume. (2012). Chen, Shiu-Sheng.
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91. Integration of 22 emerging stock markets: A three-dimensional analysis. (2012). Graham, Michael ; Nikkinen, Jussi ; Kiviaho, Jarno.
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92. Cross dynamics of oil-stock interactions: A redundant wavelet analysis. (2012). JAMMAZI, RANIA.
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93. Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach. (2012). JAMMAZI, RANIA.
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94. Predicting the U.S. bear stock market using the consumption-wealth ratio. (2012). .
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95. Modeling and Estimation of Synchronization in Multistate Markov-Switching Models. (2011). van Dijk, Dick ; Paap, Richard ; Çakmaklı, Cem ; Dick J. C. van Dijk, ; Cakmakli, Cem.
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96. Shock transmission among the European Stock markets - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE>. (2011). Lupu, Radu.
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97. Lack of consumer confidence and stock returns. (2011). Chen, Shiu-Sheng.
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98. Mean reversion in stock market prices: New evidence based on bull and bear markets. (2010). Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, J. ; de Gracia, Fernando Perez.
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99. Unobservable shocks as carriers of contagion. (2010). Thorp, Susan ; Milunovich, George ; Dungey, Mardi.
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100. Do higher oil prices push the stock market into bear territory?. (2010). Chen, Shiu-Sheng.
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101. TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME‐VARYING COPULAS. (2010). Candelon, Bertrand ; Manner, Hans.
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102. An overview of Asian equity markets. (2010). Hsieh, Joyce ; Nieh, Chien-Chung.
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103. Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach. (2009). Candelon, Bertrand ; Beine, Michel ; Piplack, Jan .
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104. Testing for exceptional bulls and bears: a non-parametric perspective. (2009). Metiu, Norbert ; Candelon, Bertrand.
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105. An Econometric Analysis of Some Models for Constructed Binary Time Series. (2009). pagan, adrian ; Harding, Don.
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106. International comovement of stock market returns: a wavelet analysis. (2009). Rua, António ; Nunes, Luis.
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107. An econometric analysis of some models for constructed binary time series. (2009). pagan, adrian ; Harding, Don.
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108. Political regimes, business cycles, seasonalities, and returns. (2009). Smith, Tom ; Whaley, Robert E. ; Powell, John G. ; Shi, Jing.
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109. Predicting the bear stock market: Macroeconomic variables as leading indicators. (2009). Chen, Shiu-Sheng.
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110. Contagion as a domino effect in global stock markets. (2009). van Dijk, Dick ; Kole, Erik ; Markwat, Thijs.
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111. International comovement of stock market returns: A wavelet analysis. (2009). Rua, António ; Nunes, Luis.
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112. Multivariate Business Cycle Synchronization in Small Samples*. (2009). Straetmans, Stefan ; Candelon, Bertrand ; Piplack, Jan .
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113. Testing for asset market linkages: a new approach based on time-varying copulas. (2007). Candelon, Bertrand ; Manner, Hans.
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114. The Post-Crisis Sequencing of Economic Integration in Asia: Trade as a Complement to a Monetary Future. (2007). Wignaraja, Ganeshan ; Plummer, Michael.
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115. The Post-Crisis Sequencing of Economic Integration in Asia: Trade as a Complement to a Monetary Future. (2007). Plummer, Michael ; Wignaraja, Ganeshan.
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47. Tests of equal forecast accuracy and encompassing for nested models. (1999). McCracken, Michael ; Clark, Todd.
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48. Are oil shocks inflationary? Asymmetric and nonlinear specifications versus changes in regime. (1999). Hooker, Mark A..
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49. Are \deep\ parameters stable? the Lucas critique as an empirical hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo.
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50. Modest policy interventions. (1999). Zha, Tao ; Leeper, Eric.
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51. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
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52. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain.
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53. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain ; Ghysels, Eric.
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54. Slowdowns and Meltdowns: Postwar Growth Evidence from 74 Countries. (1997). Papell, David ; Ben-David, Dan.
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55. The bank lending channel of monetary policy transmission: evidence from a model of bank behavior that incorporates long-term customer relationships.. (1997). Gibson, Michael S..
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56. What Does the Bundesbank Target?. (1996). Mihov, Ilian ; Bernanke, Ben.
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57. Moving endpoints and the internal consistency of agents ex ante forecasts. (1996). Kozicki, Sharon.
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58. Structural Change and Asset Pricing in Emerging Markets. (1996). Ghysels, Eric ; Garcia, René.
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59. Modelling Federal Reserve Discount Policy. (1996). Baum, Christopher ; Karasulu, Meral.
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60. CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications. (1995). Hostland, Doug.
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61. Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate. (1995). van Norden, Simon ; Amano, Robert.
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62. On Stable Factor Structures in the Pricing of Risk. (1995). Ghysels, Eric.
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63. Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models. (1995). Garcia, René.
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64. An Analysis of the Real Interest Rate Under Regime Shifts. (1995). Perron, Pierre ; Garcia, René.
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65. Are stock markets really like beauty contests? Empirical evidence of higher order beliefs impact on asset prices. (). Monnin, Pierre.
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66. Moving Endpoints in Macrofinance. (). Kozicki, Sharon.
    In: Computing in Economics and Finance 1996.
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67. Ex Post and Ex Ante Analysis of Provisional Data. (). Marcellino, Massimiliano ; Gallo, Giampiero.
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68. Too much cocited documents. This list is not complete

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