1. Non-Extensive Value-at-Risk Estimation During Times of Crisis. (2021). Tehrani, Reza ; Asadi, Nazanin ; Namaki, Ali ; Hajihasani, Ahmad.
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2. Conditional Extreme Values Theory and Tail-related Risk Measures: Evidence from Latin American Stock Markets. (2019). Santillán-Salgado, Roberto ; Santillan-Salgado, Roberto J ; de Jesus-Gutierrez, Raul.
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3. The dependence structure between Chinese and other major stock markets using extreme values and copulas. (2018). Li, Steven ; Hussain, Saiful Izzuan.
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4. A Comparative Study of GARCH and EVT Model in Modeling Value-at-Risk. (2017). Li, Longqing.
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5. Overnight returns of stock indexes: Evidence from ETFs and futures. (2017). Tse, Yiuman ; Liu, Qingfu.
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6. Model selection for merger and acquisition analysis in Asian emerging markets. (2016). Chu, Yun ; Geng, Mingzhai ; Ma, Jianyu.
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7. Managing extreme risk in some major stock markets: An extreme value approach. (2015). Karmakar, Madhusudan ; Shukla, Girja K..
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8. Adjusting MV-efficient portfolio frontier bias for skewed and non-mesokurtic returns. (2014). Lin, Shin-Hung ; Huang, Hung-Hsi ; Wang, Ching-Ping ; Chiu, Chia-Yung .
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9. Long Memory Analysis: An Empirical Investigation. (2014). Naderi, Esmaeil ; Amiri, Ashkan ; Nazarian, Rafik ; Alikhani, Nadiya G..
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10. Forecasting Stock Market Volatility: A Forecast Combination Approach. (2013). Naderi, Esmaeil ; gandali alikhani, nadiya ; Nazarian, Rafik ; Amiri, Ashkan .
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11. Does long memory matter in forecasting oil price volatility?. (2013). Naderi, Esmaeil ; gandali alikhani, nadiya ; Delavari, Majid .
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12. Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets. (2013). Nartea, Gilbert ; Yao, Lee J. ; Yu, Hao ; Gan, Christopher.
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13. Implementing option pricing models when asset returns follow an autoregressive moving average process. (2012). Tzang, Shyh-Weir ; Wang, Chou-Wen ; Wu, Chin-Wen.
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1. Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?. (2013). Bhanumurthy, N R ; Ahmad, Wasim ; Sehgal, Sanjay.
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2. German, US and Central and Eastern European Stock Market Integration. (2010). Kouretas, Georgios ; Syllignakis, Manolis .
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3. What Segments Equity Markets?. (2009). Siegel, Stephan ; Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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4. The accounting dimension in financial integration: International pricing under different accounting standards. (2008). López-Espinosa, Germán ; Gómez Biscarri, Javier ; Gomezbiscarri, Javier ; Lopezespinosa, German.
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5. Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks. (2007). Karolyi, G. ; Gagnon, Louis.
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6. The risk and return characteristics of developed and emerging stock markets: the recent evidence. (2006). Kohers, Theodor.
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7. Capital Structure with Risky Foreign Investment. (2006). Hines, James ; Desai, Mihir A. ; Foley, Fritz C..
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8. Global asset prices and FOMC announcements. (2006). Wongswan, Jon ; Hausman, Joshua.
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9. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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10. Emerging Markets, Financial Openness and Financial Development. (2006). Huang, Wei.
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11. Do frontier equity markets exhibit common trends and still provide diversification opportunities?. (2005). Miles, William.
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12. 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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13. Liquidity and Expected Returns: Lessons From Emerging Markets. (2005). Lundblad, Christian ; Bekaert, Geert.
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14. Capital Controls, Sudden Stops and Current Account Reversals. (2005). Edwards, Sebastian.
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15. The Evolution of International Political Risk 1956-2001. (2005). Clark, Ephraim ; Tunaru, Radu.
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16. Supply matters for asset prices: evidence from IPOs in emerging markets. (2005). Larrain, Borja ; Braun, Matias.
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17. Housekeeping and plumbing - the investability of emerging markets. (2004). Zervos, Sara ; Ladekarl, Jeppe.
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18. Global Growth Opportunities and Market Integration. (2004). Siegel, Stephan ; Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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19. Growth Volatility and Financial Liberalization. (2004). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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20. The Stock Market and Investment: Evidence from FDI Flows. (2004). Wurgler, Jeffrey ; Baker, Malcolm ; Foley, Fritz C..
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21. DETERMINANTS OF INVESTMENT FLOWS INTO EMERGING MARKETS. (2004). Rowland, Peter ; Carlos Andres Amaya G., .
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22. Determinants of Investment Flows into Emerging Markets. (2004). Rowland, Peter ; Amaya, Carlos Andres .
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23. Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market. (2003). Islam, Anisul ; Hassan, M. Kabir ; Basher, Syed.
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24. World market integration through the lens of foreign direct investors. (2003). Servén, Luis ; Loayza, Norman ; Albuquerque, Rui.
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25. Convertibility, currency controls and the cost of capital in Western Europe, 1950-1999. (2003). Voth, Hans-Joachim.
    In: International Journal of Finance & Economics.
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26. Are Foreign Institutional Investors Good for Emerging Markets?. (2003). Menkhoff, Lukas ; Frenkel, Michael.
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27. Equity market liberalization in emerging markets. (2003). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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28. Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market. (2002). Islam, Anisul ; Hassan, M. Kabir ; Basher, Syed.
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29. Do Spanish Stock Market Prices Follow a Random Walk?. (2002). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Gil-Alana, Luis.
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30. Capital Account Liberalization and Economic Performance: Survey and Synthesis. (2002). Slok, Torsten ; Ricci, Luca ; Klein, Michael ; Edison, Hali.
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31. Emerging market liberalization and the impact on uncovered interest rate parity. (2002). HASAN, IFTEKHAR ; Hunter, Delroy ; Francis, Bill.
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32. Convertibility, currency controls and the cost of capital in Western Europe, 1950-1999. (2001). Voth, Hans-Joachim.
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33. Does Financial Liberalization Spur Growth?. (2001). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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34. A Simple Measure of the Intensity of Capital Controls. (2001). Warnock, Francis ; Edison, Hali.
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35. Confidence Building in Emerging Stock Markets. (2000). Perotti, Enrico ; Laeven, Luc ; van Oijen, Pieter.
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36. Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time. (2000). Madhavan, Ananth ; Domowitz, Ian ; Glen, Jack.
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37. Capital Markets and Foreign Ownership Restrictions: An Empirical Analysis of Emerging Stock Markets. (2000). Javed, Tariq M. ; Anwar, Javed.
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38. Assessing the impact of short-sale constraints on the gains from international diversification. (1999). Wang, Zhenyu ; Sarkar, Asani ; Li, Kai.
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39. Privatization, Political Risk and Stock Market Development. (1999). Perotti, Enrico ; van Oijen, Pieter.
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40. Volatility in Arab Stock Market. (1999). Dahel, Riad .
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41. Capital Flows and the Behavior of Emerging Market Equity Returns. (1998). Harvey, Campbell ; Bekaert, Geert.
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42. Foreign Speculators and Emerging Equity Markets. (1997). Harvey, Campbell ; Bekaert, Geert.
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43. A measure of stock market integration for developed and emerging markets. (1995). Korajczyk, Robert.
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44. Time-Varying World Market Integration. (1994). Harvey, Campbell ; Bekaert, Geert.
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45. Predictable Risk and Returns in Emerging Markets. (1994). Harvey, Campbell.
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46. The Effect of Equity Barriers on Foreign Investment in Developing Countries. (1993). Claessens, Stijn ; Rhee, Moon-Whoan .
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47. Econometrics of the Effects of Stock Market Development on Growth and Private Investment in Lower Income Countries. (). Durham, J. Benson.
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48. Econometrics of the Real Effects of Cross-Border Capital Flows in Emerging Markets. (). Durham, J. Benson.
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49. Emerging Stock Market Liberalisation, Total Returns, and Real Effects: Some Sensitivity Analyses. (). Durham, J. Benson.
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50. A Survey of the Econometric Literature on the Real Effects of International Capital Flows in Lower Income Countries. (). Durham, J. Benson.
    In: QEH Working Papers.
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