1. Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; Uddin, Gazi Salah.
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2. Asymmetric interdependence between currency markets volatilities across frequencies and time scales. (2021). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yahya, Muhammad ; Rahman, Md Lutfur ; Hernandez, Jose Arreola ; Hussain, Syed Jawad.
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   RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2436-2457.

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3. Exchange rates and fundamentals: Further evidence based on asymmetric causality test. (2021). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi.
   In: International Economics.
   RePEc:eee:inteco:v:165:y:2021:i:c:p:67-84.

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4. Price discovery in dual‐class shares across multiple markets. (2018). Fernandes, Marcelo ; Scherrer, Cristina M.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:38:y:2018:i:1:p:129-155.

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5. Linear and Non-Linear Causality Tests of Stock Price and Real Exchange Rate Interactions in Turkey. (2018). Gozde, Zafer Adali.
   In: Fiscaoeconomia.
   RePEc:fis:journl:180105.

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6. Disequilibrium in the real estate market: Evidence from Poland. (2018). Wiśniewski, Radosław ; Wisniewski, Radoslaw ; Figurska, Marta ; Brzezicka, Justyna.
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7. The multiscale relationship between exchange rates and fundamentals differentials: Empirical evidence from Scandinavia. (2017). Habimana, Olivier.
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8. A comparative analysis of monetary responses to global oil price changes: net oil producing vs. net oil consuming countries. (2016). Worthington, Andrew ; Sotoudeh, M-Ali.
   In: International Economics and Economic Policy.
   RePEc:kap:iecepo:v:13:y:2016:i:4:d:10.1007_s10368-015-0315-1.

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9. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
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   RePEc:pra:mprapa:67470.

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10. Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests. (2014). Nguyen, Duc Khuong ; El Montasser, Ghassen ; Ajmi, Ahdi Noomen.
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11. How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Ajmi, Ahdi Noomen ; Sarafrazi, Soodabeh.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:28:y:2014:i:c:p:213-227.

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12. The Contribution of Observed and Unobserved Fundamentals to Exchange Rate Movements in Iran. (2013). Eslamloueyan, Karim ; Yazdanpanah, Hamideh.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:8:y:2013:i:3:p:89-115.

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13. How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests. (2013). Sarafrazi, Soodabeh ; Hammoudeh, Shawkat ; Ajmi, Ahdi Noomen.
    In: Working Papers.
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14. How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests. (2013). Nguyen, Duc Khuong ; Ajmi, Ahdi Noomen ; Sarafrazi, Soodabeh ; Hammoudeh, Shawkat.
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15. How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests. (2013). Sarafrazi, Soodabeh ; Hammoudeh, Shawkat.
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    RePEc:ipg:wpaper:2013-035.

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16. Testing for Nonlinear Adjustment in the Portuguese Target Zone: Is there a Honeymoon Effect?. (2013). Portugal Duarte, António ; Andrade, João.
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    RePEc:gmf:wpaper:2013-03..

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17. The multiscale causal dynamics of foreign exchange markets. (2013). Marcellino, Massimiliano ; Bekiros, Stelios.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:33:y:2013:i:c:p:282-305.

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18. Nonlinear relationship between the real exchange rate and economic fundamentals: Evidence from China and Korea. (2013). Tang, Xiaolei ; Zhou, Jizhong.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:304-323.

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19. Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests. (2013). Nguyen, Duc Khuong ; El Montasser, Ghassen ; Ajmi, Ahdi Noomen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:126-133.

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20. Analysing the Dynamics between U.S. Inflation and Dow Jones Index Using Non-Linear Methods. (2011). KYRTSOU, Catherine ; Karagianni, Stella.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:15:y:2011:i:2:n:4.

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21. Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries. (2010). Liew, Venus ; Ling, Tai-Hu ; Chia, Ricky.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:17:y:2010:i:11:p:1073-1077.

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22. New evidence on the relation between return volatility and trading volume. (2010). Wong, Wing-Keung ; Qiao, Zhuo ; Chiang, Thomas.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:29:y:2010:i:5:p:502-515.

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23. A Target-Zone Model with Two Types of Assets. (2010). Ma, Yue ; Ho, Wai-Yip Alex ; Tsang, Shu-ki ; Yiu, Matthew S..
    In: Working Papers.
    RePEc:hkm:wpaper:302010.

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24. An Analytical Framework for the Hong Kong Dollar Exchange Rate Dynamics under Strong Capital Inflows. (2010). Ma, Yue ; Ho, Wai-Yip Alex ; Tsang, Shu-ki ; Yiu, Matthew S..
    In: Working Papers.
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25. Exchange Rate Target Zones: A Survey of the Literature. (2010). Portugal Duarte, António ; Andrade, João.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2010-14.

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26. The crude oil market and the gold market: Evidence for cointegration, causality and price discovery. (2010). Zhang, Yue-Jun ; Wei, Yi-Ming.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:35:y:2010:i:3:p:168-177.

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27. Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling. (2010). Mignon, Valérie ; López Villavicencio, Antonia ; Béreau, Sophie ; Bereau, Sophie.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:1:p:404-416.

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28. Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries. (2009). Liew, Venus ; Ling, Tai-Hu ; Chia, Ricky.
    In: MPRA Paper.
    RePEc:pra:mprapa:15794.

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29. Forecasting The Exchange Rate Series With Ann: The Case Of Turkey. (2009). kadilar, cem ; Simsek, Muammer ; Aladag, Cagdas Hakan.
    In: Istanbul University Econometrics and Statistics e-Journal.
    RePEc:ist:ancoec:v:9:y:2009:i:1:p:17-29.

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30. Is There Any International Diversification Benefits in ASEAN Stock Markets?. (2009). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08f30074.

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31. On Equilibrium Exchange Rates: Is Emerging Asia Different?. (2009). Mignon, Valérie ; López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia.
    In: Working Papers.
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32. External Shocks, Balance Sheet Contagion, and Speculative Attack on the Pegged Exchange Rate System. (2009). Ma, Yue.
    In: Review of Development Economics.
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33. The crude oil market and the gold market: Evidence for cointegration, causality and price discovery. (2009). Zhang, Yue-Jun ; Wei, Yi-Ming.
    In: CEEP-BIT Working Papers.
    RePEc:biw:wpaper:5.

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34. Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Additional Evidence. (2008). Liow, Kim.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:25:y:2008:i:2:p:127-155.

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35. Parametric and nonparametric Granger causality testing: Linkages between international stock markets. (2008). Gooijer, Jan G. ; Sivarajasingham, Selliah ; De Gooijer, Jan G..
    In: Physica A: Statistical Mechanics and its Applications.
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36. Policy change and lead-lag relations among Chinas segmented stock markets. (2008). Wong, Wing-Keung ; Qiao, Zhuo ; Li, Yuming.
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    RePEc:eee:mulfin:v:18:y:2008:i:3:p:276-289.

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37. The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing. (2008). Diks, Cees ; Bekiros, Stelios.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:4:p:1641-1650.

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38. MODELLING THE SLOW MEAN‐REVERSION OF THE CENTRAL AND EASTERN EUROPEAN COUNTRIES REAL EXCHANGE RATES*. (2008). Mignon, Valérie ; Dufrénot, Gilles ; Dufrenot, Gilles ; EUGÉNIE LATIL, ; Grimaud, Elisabeth .
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39. Testing for stock market bubbles using nonlinear models and fractional integration. (2007). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Cuñado, Juncal.
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40. A non-parametric analysis of ERM exchange rate fundamentals. (2007). Torres, Jose.
    In: Empirical Economics.
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41. Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration. (2006). PEGUIN-FEISSOLLE, Anne ; Mignon, Valérie ; mathieu, laurent ; Dufrénot, Gilles.
    In: Applied Economics.
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42. Evidence for chaotic dependence between US inflation and commodity prices. (2006). KYRTSOU, Catherine ; Labys, Walter C..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:28:y:2006:i:1:p:256-266.

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43. A new statistic and practical guidelines for nonparametric Granger causality testing. (2006). Panchenko, Valentyn ; Diks, Cees.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:9-10:p:1647-1669.

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44. Do exchange rates in caribbean and latin american countries exhibit nonlinearities?. (2006). Francis, Brian.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:6:y:2006:i:14:p:1-20.

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45. Balance of Payments Surplus and Renminbi Revaluation Pressure. (2005). Ma, Yue ; Sun, Huayu.
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46. Policy strategies to deal with revaluation pressures on the renminbi. (2005). Ma, Yue.
    In: China Economic Review.
    RePEc:eee:chieco:v:16:y:2005:i:2:p:103-117.

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47. Non-linearity and the Purchasing Power Parity Hypothesis for Exchange Rate JPY/USD. (2005). Tomasz, Koliski ; Bruzda, Joanna.
    In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making.
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48. Testing for Linearity in Regressions with I(1) processes. (2004). Arai, Yoichi.
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49. Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting. (2004). Ma, Yue ; Kanas, Angelos.
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50. European and international asymmetry in the volatility transmission mechanism: the German Dominance Hypothesis revisited. (2004). Laopodis, Nikiforos.
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51. Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective. (2004). Chaouachi, Slim.
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52. Testing for Linearity in Regressions with I (1) processes. (2004). Arai, Yoichi.
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53. A Non-parametric reassessment of target zone nonlinearities: The Spanish Peseta/Deutsche Mark exchange rate. (2004). Torres, Jose ; Amian, Consuelo Gamez .
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54. A Non-parametric analysis of ERM exchange rate fundamentals. (2004). Torres, Jose.
    In: Economic Working Papers at Centro de Estudios Andaluces.
    RePEc:cea:doctra:e2004_25.

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55. Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective. (2003). Mignon, Valérie ; Dufrénot, Gilles ; chaouachi, slim.
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56. Exchange Rates Forecasting Model: An Alternative Estimation Procedure. (2003). Liew, Venus ; Lim, Kian-Ping ; Baharumshah, Ahmad Zubaidi ; Ping, Lim Kian.
    In: International Finance.
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57. International Diversification Benefits in ASEAN Stock Markets: a Revisit. (2003). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
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58. Non-linear cointegration between stock prices and dividends. (2003). Kanas, Angelos.
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    RePEc:taf:apeclt:v:10:y:2003:i:7:p:401-405.

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59. The Purchasing Power Parity Puzzle in Indonesia: Insights from ESTAR Model. (2003). Liew, Venus ; Lim, Kian-Ping ; Baharumshah, Ahmad Zubaidi.
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60. Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective. (2003). Mignon, Valérie ; Dufrénot, Gilles ; chaouachi, slim ; Dufrenot, G..
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61. Non-Linearities, Regime Switching and the Relationship Between Asian Equity and Foreign Exchange Markets. (2002). Holmes, Mark ; Nabil, Maghrebi.
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62. The Full Convertibility of Renminbi: Sequencing and Influence. (2002). Ma, Yue ; Zhao, Zhijun ; Kueh, Yak-yeow ; Liu, Shucheng ; Tsang, Shu-ki .
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63. Banking Deregulation and Macroeconomic Impact in China: A Theoretical Analysis and Implications of WTO Accession to the Mainland and Hong Kong. (2002). Ma, Yue ; Zhao, Zhi-Jun ; Kueh, Yak-yeow ; Liu, Shucheng ; Tsang, Shu-ki .
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64. A Currency Board Model of Hong Kong. (2002). Ma, Yue ; Meredith, Guy.
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65. Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration. (2002). PEGUIN-FEISSOLLE, Anne ; Mignon, Valérie ; mathieu, laurent ; Dufrénot, Gilles ; Dufrenot, G..
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66. Nominal exchange-rate prediction: evidence from a nonlinear approach. (2001). Wu, Jyh-lin ; Chen, Show-Lin.
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1. Asymmetry in the Purchasing Power Parity in the Context of South Africa. (2025). Nzimande, Ntokozo ; Nyati, Malibongwe Cyprian ; Muzindutsi, Paul-Francois ; Msomi, Simiso ; Kisten, Reuben Jerome.
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3. Interest linkages between the US, UK and German interest rates: should the UK join the European Monetary Union?. (2010). Joyeux, Roselyne ; Bryant, William.
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4. The hypothesis of a unit root in OECD inflation revisited. (2009). Usabiaga, Carlos ; Romero-Ávila, Diego ; Romero-Vila, Diego.
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5. The Hypothesis of a Unit Root in OECD Inflation Revisited. (2008). Usabiaga, Carlos ; Romero-Avila, Diego.
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6. Inflation Persistence under Semi-Fixed Exchange Rate Regimes: The European Evidence 1974–1998. (2005). Kool, Clemens ; Lammertsma, Alex .
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7. Inflation Persistence under Semi-Fixed Exchange Rate Regimes:The European Evidence 1974-1998. (2004). Stam, Erik ; Kool, Clemens ; Clemens J. M. Kool, ; Lammertsma, Alex .
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8. Evidence on the stationarity of ERM exchange rates. (2003). Zhou, S..
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9. Mean-reversion vs. adjustment to PPP: the two regimes of exchange rate dynamics under the EMS, 1979-1998. (2003). Bessec, Marie.
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10. Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration. (2002). PEGUIN-FEISSOLLE, Anne ; Mignon, Valérie ; mathieu, laurent ; Dufrénot, Gilles ; Dufrenot, G..
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11. Mean Reversion of Inflation Rates: Evidence from 13 OECD Countries. (2001). Wu, Jyh-lin ; LEE, HSIU-YUN .
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12. The ERM Effect, Conflict and Inflation in the European Union. (2000). Stewart, Chris ; Nicholas Sarantis, Chris Stewart, .
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13. Systematic sampling and real exchange rates. (2000). Sarno, Lucio.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
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14. Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM. (2000). Ma, Yue ; Kanas, Angelos.
    In: Journal of International Money and Finance.
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15. Mean-Reversion versus PPP Adjustment: The Two Regimes of Exchange Rate Dynamics Under the EMS, 1979-1998. (2000). Bessec, Marie.
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16. The linkage of interest rates within the EMS. (1998). Zhang, Wenda.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
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17. Money, prices and the transition to EMU. (1997). Kool, Clemens ; KOEDIJK, K. G. ; GROENEVELD, J. M. ; C. J. M. Kool, .
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18. Money, prices and the transition to EMU. (1997). Kool, Clemens ; KOEDIJK, K. G. ; GROENEVELD, J. M. ; C. J. M. Kool, .
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19. Inflation convergence in the EMS: Some additional evidence. A reply. (1995). pittis, nikitas ; Caporale, Guglielmo Maria.
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20. Purchasing power parity under the European Monetary System. (1995). Cheung, Yin-Wong ; Lo, Wai-chung ; Lai, Kon S. ; Fung, Hung-Gay.
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21. Common stochastic trends and inflation convergence in the EMS. (1993). pittis, nikitas ; Caporale, Guglielmo Maria.
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