1. How do stock markets in emerging economies respond to World Bank loan approvals?. (2024). Kilby, Christopher ; Kersting, Erasmus.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:63:y:2024:i:c:s156601412400102x.

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2. Working Paper 367 - Debt Distress and Recovery Episodes in Africa: Good Policy or Good Luck?. (2022). Kopoin, Alexandre ; Chuku, Chuku.
   In: Working Paper Series.
   RePEc:adb:adbwps:2493.

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3. Currency news and international bond markets. (2021). Abuelfadl, Moustafa ; Yamani, Ehab.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001649.

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4. Foreign Exchange Manipulation and the Equity Returns of Global Banks. (2020). Balasubramnian, Bhanu ; Whyte, Ann Marie ; Akhigbe, Aigbe.
   In: Journal of Financial Services Research.
   RePEc:kap:jfsres:v:57:y:2020:i:2:d:10.1007_s10693-018-0301-1.

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5. The more the Merrier? The reaction of euro area stock markets to new members. (2020). Hartwell, Christopher ; Grigaliuniene, Zana ; Celov, Dmitrij.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300792.

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6. Does the World Bank Move Markets?. (2019). Kilby, Christopher ; Kersting, Erasmus.
   In: Villanova School of Business Department of Economics and Statistics Working Paper Series.
   RePEc:vil:papers:42.

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7. The impact of institutional volatility on financial volatility in transition economies. (2018). Hartwell, Christopher.
   In: Journal of Comparative Economics.
   RePEc:eee:jcecon:v:46:y:2018:i:2:p:598-615.

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8. Worldwide impact of IMF policies during the Asian crisis: who does the IMF help, creditors or crisis countries?. (2016). Yu, Zhong ; Muradolu, Yaz Gulnur ; Kutan, Ali M.
   In: Journal of Economic Policy Reform.
   RePEc:taf:jpolrf:v:19:y:2016:i:2:p:116-147.

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9. Does U.S. Macroeconomic News Make the South African Stock Market Riskier?. (2016). GUPTA, RANGAN ; Cakan, Esin.
   In: Working Papers.
   RePEc:pre:wpaper:201646.

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10. Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test. (2016). GUPTA, RANGAN ; Cakan, Esin ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201631.

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11. Financial and real sector returns, IMF-related news, and the Asian crisis. (2016). Muradoglu, Yaz ; Kutan, Ali ; Muradolu, Yaz G.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:16:y:2016:i:c:p:28-37.

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12. Political Volatility and Capital Markets: Evidence from Transition. (2015). Hartwell, Christopher.
    In: HKUST IEMS Working Paper Series.
    RePEc:hku:wpaper:201515.

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13. Investor response to public news, sentiment and institutional trading in emerging markets: A review. (2015). Kutan, Ali ; Brzeszczynski, Janusz ; Gajdka, Jerzy ; Brzeszczyski, Janusz.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:40:y:2015:i:c:p:338-352.

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14. The impact of the EU/ECB/IMF bailout programs on the financial and real sectors of the ASE during the Greek sovereign crisis. (2015). Kosmidou, Kyriaki ; Kousenidis, Dimitrios ; Negakis, Christos I..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:50:y:2015:i:c:p:440-454.

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15. The impact of institutional volatility on financial volatility in transition economies: a GARCH family approach. (2014). Hartwell, Christopher.
    In: BOFIT Discussion Papers.
    RePEc:zbw:bofitp:bdp2014_006.

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16. Investor wealth, the IMF, and the Asian crisis. (2014). Muradoglu, Yaz ; Kutan, Ali.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:33:y:2014:i:c:p:130-137.

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17. The impact of institutional volatility on financial volatility in transition economies : a GARCH family approach. (2014). Hartwell, Christopher.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2014_006.

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18. Federal Reserve Communications and Emerging Equity Markets. (2012). Neuenkirch, Matthias ; Kutan, Ali ; Hayo, Bernd.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:78:y:2012:i:3:p:1041-1056.

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19. IMF programs, financial and real sector performance, and the Asian crisis. (2012). Muradoglu, Yaz ; Kutan, Ali ; Sudjana, Brasukra G..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:1:p:164-182.

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20. IMF surveillance and financial markets--A political economy analysis. (2011). Reynaud, Julien ; Fratzscher, Marcel.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:27:y:2011:i:3:p:405-422.

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21. A test of the news model of stock price determination in an emerging market: the case of Kuwait. (2010). Al-Abduljader, Sulaiman ; Moosa, Imad.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:20:y:2010:i:5:p:397-405.

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22. Does the global fireman inadvertently add fuel to the fire? New evidence from institutional investors response to IMF program announcements. (2010). Wei, Shang-Jin ; Du, Qingyuan ; Zhang, Zhiwei.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:4:p:728-741.

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23. IMF Surveillance and Financial Markets - A Political Economy Analysis. (2010). Reynaud, Julien ; Fratzscher, Marcel.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3089.

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24. The Financial Impact of the IDB’s Liquidity Program for Growth Sustainability.. (2010). Bebczuk, Ricardo.
    In: IIE, Working Papers.
    RePEc:akh:wpaper:079.

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25. Federal Reserve Communications and Emerging Equity Markets. (2009). Neuenkirch, Matthias ; Kutan, Ali ; Hayo, Bernd.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:200923.

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26. Recovering from bond market distress: Good luck and good policy. (2009). Waelti, Sébastien ; Walti, Sebastien ; Weder, Ghislaine.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:10:y:2009:i:1:p:36-50.

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27. EMU-related News and Financial Markets in the Czech Republic, Hungary and Poland. (2008). Hayo, Bernd ; Buttner, David.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:200815.

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28. Impact of IMF-related news on capital markets: Further evidence from bond spreads in Indonesia and Korea. (2008). Kutan, Ali ; Evrensel, Ayse Y..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:18:y:2008:i:2:p:147-160.

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29. How do IMF announcements affect financial markets in crises?: Evidence from forward exchange markets. (2008). Kutan, Ali ; Evrensel, Ayse .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:4:y:2008:i:2:p:121-134.

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30. IMF-related announcements and stock market returns: Evidence from financial and non-financial sectors in Indonesia, Korea, and Thailand. (2007). Kutan, Ali ; Evrensel, Ayse Y..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:15:y:2007:i:1:p:80-104.

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31. THE IMF: A BIRDS EYE VIEW OF ITS ROLE AND OPERATIONS. (2007). Bird, Graham.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:21:y:2007:i:4:p:683-745.

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32. Creditor moral hazard in stock markets: Empirical evidence from Indonesia and Korea. (2006). Kutan, Ali ; Evrensel, Ayse Y..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:4:p:640-654.

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33. The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets. (2004). Kutan, Ali ; Hayo, Bernd.
    In: Finance.
    RePEc:wpa:wuwpfi:0403002.

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34. Financial Sector Returns and Creditor Moral Hazard: Evidence from Indonesia, Korea, and Thailand. (2004). xu, Chenggang ; Tong, Jian.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2004-687.

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35. Testing Creditor Moral Hazard in Sovereign Bond Markets: A Unified Theoretical Approach and Empirical Evidence. (2004). Kutan, Ali ; Evrensel, Aye Y..
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2004-665.

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36. Creditor Moral Hazard in Equity Markets: A Theoretical Framework and Evidence from Indonesia and Korea. (2004). Kutan, Ali ; Evrensel, Ayse Y..
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2004-659.

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37. Worsening of the Asian Financial Crisis: Who is to Blame?. (2004). Kutan, Ali ; Sudjana, Brasukra G..
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2004-658.

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38. The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets. (2004). Kutan, Ali ; Hayo, Bernd.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2004-656.

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1. 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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2. Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate. (2015). Yoon, Seong-Min ; Mensi, walid ; Hammoudeh, Shawkat.
   In: Energy Economics.
   RePEc:eee:eneeco:v:48:y:2015:i:c:p:46-60.

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3. Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries. (2013). Çevik, Emrah ; Koseoglu, Sinem Derindere ; Cevik, Emrah Ismail.
   In: Czech Journal of Economics and Finance (Finance a uver).
   RePEc:fau:fauart:v:63:y:2013:i:1:p:65-86.

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4. Volatility transmission between gold and oil futures under structural breaks. (2013). Ewing, Bradley ; Malik, Farooq.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:25:y:2013:i:c:p:113-121.

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5. The change-point problem and segmentation of processes with conditional heteroskedasticity. (2013). Peña, Daniel ; Kaiser, Regina ; Pea, Daniel ; Badagian, Ana .
   In: DES - Working Papers. Statistics and Econometrics. WS.
   RePEc:cte:wsrepe:ws131718.

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6. Return and volatility spillovers among CIVETS stock markets. (2012). Korkmaz, Turhan ; Çevik, Emrah ; Atukeren, Erdal.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:13:y:2012:i:2:p:230-252.

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7. On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries. (2011). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan.
   In: MPRA Paper.
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8. VOLATILITY AND SPILL OVER EFFECTS IN INDIAN COMMODITY MARKETS: A CASE OF PEPPER. (2011). , MaitraDebasish ; Kushankur, Dey .
   In: Studies in Business and Economics.
   RePEc:blg:journl:v:6:y:2011:i:3:p:119-145.

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9. Modelling Stock Returns Volatility In Nigeria Using GARCH Models. (2010). Kalu O., Emenike ; Emenike, Kalu O..
   In: MPRA Paper.
   RePEc:pra:mprapa:22723.

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10. Predictive Content of Output and Inflation For Stock Returns and Volatility: Evidence from Selected Asian Countries. (2009). Habibullah, Muzafar Shah ; Abdul Hamid, Baharom ; Fong, Kin Hing ; Baharom, A. H..
    In: MPRA Paper.
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11. An empirical analysis of structural changes in emerging market volatility. (2008). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:6:y:2008:i:10:p:1-10.

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12. Inflation targeting in Latin America: Empirical analysis using GARCH models. (2008). Broto, Carmen.
    In: Working Papers.
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13. A switching ARCH (SWARCH) model of stock market volatility: some evidence from Latin America. (2007). Canarella, Giorgio ; Pollard, Stephen.
    In: International Review of Economics.
    RePEc:spr:inrvec:v:54:y:2007:i:4:p:445-462.

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14. Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models. (2007). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert ; Don U A Galagedera, .
    In: MPRA Paper.
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15. The behavior of stock returns in the Asia-Pacific mining industry following the Iraq war. (2007). Fernandez, Viviana.
    In: Documentos de Trabajo.
    RePEc:edj:ceauch:243.

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16. Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L. (2006). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Cuado, Juncal.
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17. Portfolio management implications of volatility shifts: Evidence from simulated data. (2006). lucey, brian ; Fernandez, Viviana.
    In: The Institute for International Integration Studies Discussion Paper Series.
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18. Portfolio management implications of volatility shifts: Evidence from simulated data. (2006). lucey, brian ; Fernandez, Viviana.
    In: Documentos de Trabajo.
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19. Spillover Effects among the Greater China Region Stock Markets. (2006). Johansson, Anders ; Ljungwall, Christer.
    In: Microeconomics Working Papers.
    RePEc:eab:microe:22046.

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20. Rank-based unit root testing in the presence of structural change under the null: simulation results and an application to US inflation. (2005). Cook, Steven.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:6:p:607-617.

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21. Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan. (2005). Glascock, John ; Cheng, Hwahsin.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:24:y:2005:i:4:p:343-357.

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22. Structural Breakpoints in Volatility in International Markets. (2005). Fernandez, Viviana.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp076.

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23. Stock Markets Turmoil: Worldwide Effects of Middle East Conflicts. (2005). Fernandez, Viviana.
    In: Documentos de Trabajo.
    RePEc:edj:ceauch:215.

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24. An Analysis of Political Changes on Nikkei 225 Stock Returns and Volatilities. (2005). Wang, Yi-Hsien ; Lin, Chin-Tsai.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2005:v:6:i:1:p:169-183.

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25. The Effects of Transition and Political Instability On Foreign Direct Investment Inflows: Central Europe and the Balkans. (2004). Yigit, Taner ; Kutan, Ali ; Brada, Josef.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2004-729.

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26. Long range dependence in daily stock returns. (2004). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:6:p:375-383.

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27. Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts. (2004). Smyth, Russell ; Narayan, Paresh.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:14:p:991-1004.

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28. Financial Liberalization and Emerging Stock Market Volatility. (2004). Gómez Biscarri, Javier ; de Gracia, Prez F. ; J. Cuñado; J. Gómez, .
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:124.

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29. SPURIOUS AND HIDDEN VOLATILITY. (2004). Ruiz, Esther ; Peña, Daniel ; Carnero, M. Angeles ; Pea, Daniel.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2004-45.

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30. Detection of Breakpoints in Volatility. (2004). Fernandez, Viviana.
    In: Documentos de Trabajo.
    RePEc:edj:ceauch:194.

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31. Effects of Level Outliers on the Identification and Estimation of GARCH Models. (2004). Ruiz, Esther ; Carnero, M. Angeles ; Pereira, D..
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:21.

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32. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0803.

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33. Testing for Changes in the Unconditional Variance of Financial Time Series. (2003). Sansó, Andreu ; Carrion-i-Silvestre, Josep ; Arago, Vicent.
    In: DEA Working Papers.
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34. The effects of macroeconomic shocks on sector-specific returns. (2003). Payne, James ; Ewing, Bradley ; Forbes, Shawn M..
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:2:p:201-207.

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35. Modelling the linkages between US and Latin American stock markets. (2003). Sosvilla-Rivero, Simon.
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:12:p:1423-1434.

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36. Inflation and output as predictors of stock returns and volatility: international evidence. (2003). Kutan, Ali ; Davis, Nicole.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:9:p:693-700.

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37. A contemporary analysis of Mexican stock market volatility. (2003). Spencer, Roger W. ; Gonzalez, Jorge G. ; Walz, Daniel T..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:10:p:741-745.

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38. Behaviour of cointegration tests in the presence of structural breaks in variance. (2003). Kim, Tae-Hwan ; Noh, Jaesun.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:15:p:999-1002.

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39. Empirical evidence on the robustness of the weighted symmetric unit root test. (2003). Cook, Steven.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:12:p:761-763.

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40. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9817.

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41. Public Information Arrival and the Fisher Effect in Emerging Markets: Evidence from Stock and Bond Markets in Turkey. (2003). Kutan, Ali ; Aksoy, Tansu .
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:23:y:2003:i:3:p:225-239.

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42. Interest Rate Volatility and Nominalization. (2003). Fernandez, Viviana.
    In: Documentos de Trabajo.
    RePEc:edj:ceauch:153.

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43. Macroeconomic news and the returns of financial companies. (2002). Ewing, Bradley.
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:23:y:2002:i:8:p:439-446.

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44. Do Spanish Stock Market Prices Follow a Random Walk?. (2002). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Gil-Alana, Luis.
    In: Faculty Working Papers.
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48. Detecting Multiple Breaks in Financial Market Volatility Dynamics. (2001). Ghysels, Eric ; Andreou, Elena.
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49. Detecting Mutiple Breaks in Financial Market Volatility Dynamics. (2001). Ghysels, Eric ; Andreou, Elena.
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