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Regime dependent dynamics and European stock markets: Is asset allocation really possible?. (2015). Bhanumurthy, N R ; Ahmad, Wasim ; Sehgal, Sanjay.
In: Empirica.
RePEc:kap:empiri:v:42:y:2015:i:1:p:77-107.

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  1. Regime dependent volatilities and correlation in international securitized real estate markets. (2018). Liow, Kim ; Ye, Qing.
    In: Empirica.
    RePEc:kap:empiri:v:45:y:2018:i:3:d:10.1007_s10663-017-9368-4.

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  2. Expected downside risk and asset prices: characteristics of emerging and developed European markets. (2017). Ormos, Mihály ; Timotity, Dusan.
    In: Empirica.
    RePEc:kap:empiri:v:44:y:2017:i:3:d:10.1007_s10663-016-9329-3.

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  3. Banking industry performance in the wake of the global financial crisis. (2016). Ramos, Sofia ; Bhimjee, Diptes ; Dias, Jose G.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:376-387.

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  4. Time-Varying Bond Market Integration in EMU. (2015). Gupta, Priyanshi ; Deisting, Florent ; Sehgal, Sanjay.
    In: Journal of Economic Integration.
    RePEc:ris:integr:0674.

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  5. Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods. (2014). Gupta, Priyanshi ; Deisting, Florent ; Sehgal, Sanjay.
    In: MPRA Paper.
    RePEc:pra:mprapa:64078.

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