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2. High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests. (2021). GUPTA, RANGAN ; Aye, Goodness C ; Hassapis, Christis ; Christou, Christina.
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1. Time–Frequency Co-Movement of South African Asset Markets: Evidence from an MGARCH-ADCC Wavelet Analysis. (2024). Ferreira-Schenk, Sune ; Matlhaku, Kago ; Moodley, Fabian.
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2. Are REITS hedge or safe haven against oil price fall?. (2024). Andraz, Jorge ; Hanif, Waqas ; Teplova, Tamara ; Gubareva, Mariya.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pa:p:1-16.

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3. Gold market volatility and REITs returns during tranquil and turbulent episodes. (2024). Salisu, Afees ; Hammed, Yinka S ; Akinsomi, Omokolade ; Ametefe, Frank Kwakutse.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002801.

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4. Information spillovers in Hong Kong REITs and related asset markets. (2023). Fu, Yongge ; Chen, Yan ; Liao, Shufei ; Liu, Jian ; Cheng, Cheng.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:92:y:2023:i:c:p:215-229.

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5. Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach. (2022). Wang, Shixuan ; GUPTA, RANGAN ; Bouri, Elie.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2089-2109.

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6. Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UKs Regional Housing Markets. (2021). GUPTA, RANGAN ; Ngene, Geoffrey M.
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   RePEc:pre:wpaper:202115.

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7. Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach. (2021). Tiwari, Aviral ; Raheem, Ibrahim ; Hille, Erik.
   In: MPRA Paper.
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8. Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market. (2021). Kallinterakis, Vasileios ; Charteris, Ailie.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000703.

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9. Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions. (2021). Owusu Junior, Peterson ; Oyedokun, Tunbosun ; Ijasan, Kola ; Tweneboah, George ; Adam, Anokye M.
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10. Forecasting oil futures market volatility in a financialized world: Why speculative activities matter. (2020). Chan, Leo H ; Nguyen, Chi M.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818301153.

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11. On the global integration of REITs market returns: A multiresolution analysis. (2019). Owusu Junior, Peterson ; Omane-Adjepong, Maurice ; Ijasan, Kola ; Tweneboah, George.
    In: Cogent Economics & Finance.
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12. Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Bouri, Elie.
    In: Working Papers.
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13. Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market. (2019). Uwilingiye, Josine ; GUPTA, RANGAN ; Demirer, Riza ; Cakan, Esin.
    In: Advances in Decision Sciences.
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14. US Crashes of 2008 and 1929 How did the French market react? An empirical study.. (2016). Hekimian, Raphael ; le Bris, David.
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15. “Causality and Contagion in EMU Sovereign Debt Markets”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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16. News spillovers from the Greek debt crisis: Impact on the Eurozone financial sector. (2014). Burns, Natasha ; Williams, Michael ; Bhanot, Karan ; Hunter, Delroy.
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    RePEc:eee:jbfina:v:38:y:2014:i:c:p:51-63.

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17. History of Credit Crisis as a Mirror: An International Perspective on the Impact of the Sub-Prime Crisis on the Performance of Investment and Commercial Banks. (2013). Lu, Yang-Cheng ; Chang, Shu-Lien ; Fang, Hao.
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18. Liquidity Shocks and Hedge Fund Contagion. (2011). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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19. The contagion effect: evidences from former Soviet Economies in Eastern Europe. (2010). KORKMAZ, Abdurrahman ; Insel, Aysu.
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20. Sovereign Credit Ratings, Transparency and International Portfolio Flows. (2010). Parsley, David ; Gande, Amar.
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21. CONTAGION OF FINANCIAL CRISES WITH SPECIAL EMPHASIS ON CEE ECONOMIES: A METAANALYSIS. (2010). PAAS, TIIU ; Kuusk, Andres .
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22. Exchange Rate Flexibility across Financial Crises. (2010). Mignon, Valérie ; COUHARDE, Cécile ; Coudert, Virginie.
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23. Failing and Merging as Competing Alternatives during Times of Financial Distress: Evidence from the Colombian Financial Crisis. (2010). Mendoza, juan ; Gomez-Gonzalez, Jose.
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24. Failing and Merging as Competing Alternatives during Times of Financial Distress: Evidence from the Colombian Financial Crisis. (2010). Mendoza, juan ; Gomez-Gonzalez, Jose.
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25. Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR: Evidence from Stock Markets. (2009). Zhang, Xiaojing ; Sun, Tao.
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26. Time-varying correlations and optimal allocation in emerging market equities for the US investors. (2009). Jithendranathan, Thadavillil ; Cha, Heung-Joo .
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27. Empirical evidence on jumps in the term structure of the US Treasury Market. (2009). Smith, L. Vanessa ; McKenzie, Michael ; Dungey, Mardi.
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28. Are Banking Systems Increasingly Fragile ? Investigating Financial Institutions’ CDS Returns Extreme Co-Movements. (2009). Rahman, Dima.
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29. Measuring Stock Market Contagion with an Application to the Sub-prime Crisis. (2009). Mierau, Jochen.
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30. The Dark Side of Global Integration: Increasing Tail Dependence. (2009). Vermeulen, Robert ; Cosma, Antonio ; Beine, Michel ; antonio. cosma@uni. lu, .
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31. The center and the periphery: The globalization of financial turmoil. (2008). Reinhart, Carmen ; Kaminsky, Graciela.
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32. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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33. The Dark Side of Global Integration: Increasing Tail Dependence. (2008). Vermeulen, Robert ; Cosma, Antonio ; Beine, Michel ; Antonio, Cosma ; Michel, Beine.
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34. Extreme US stock market fluctuations in the wake of 9|11. (2008). Wolff, Christian ; Verschoor, Willem ; Straetmans, Stefan ; W. F. C. Verschoor, ; S. T. M. Straetmans, ; C. C. P. Wolff, .
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35. How Bad Must Conditions Be To Make Investors Flee?. (2008). Baur, Dirk.
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36. Contagion effects of the US Subprime Crisis on Developed Countries. (2008). Vieira, Isabel ; Horta, Paulo ; Mendes, Carlos .
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37. Correlation dynamics between Asia-Pacific, EU and US stock returns. (2007). Hyde, Stuart ; Bredin, Don ; Nguyen, Nghia.
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38. Banking System Stability. A Cross-Atlantic Perspective. (2007). Straetmans, Stefan ; Hartmann, Philipp ; de Vries, Casper.
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39. Model-free evaluation of directional predictability in foreign exchange markets. (2007). Hong, Yongmiao ; Chung, Jaehun .
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40. Unravelling financial market linkages during crises. (2007). Martin, Vance.
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41. Financial contagion and tests using instrumental variables. (2007). Pick, Andreas.
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42. Identification and Estimation in an Incoherent Model of Contagion. (2007). Massacci, D..
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43. Extreme Coexceedances in New EU Member States’ Stock Markets. (2007). Ranaldo, Angelo ; Christiansen, Charlotte.
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44. Is There Hedge Fund Contagion?. (2006). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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45. The day-of-the-week effect in conditional correlation. (2006). Chandra, Mahendra.
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46. A Web Of Shocks: Crises Across Asian Real Estate Markets. (2006). Fry-McKibbin, Renee ; Bond, Shaun.
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47. Systemic Risk in the Dutch Financial Sector. (2006). .
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48. Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa. (2006). lucey, brian ; Lagoarde-Segot, Thomas ; Lagoarde-Ségot, Thomas.
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49. Cross-border bank contagion in Europe. (2006). Gropp, Reint ; lo Duca, Marco ; Vesala, Jukka.
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50. Selecting Copulas for Risk Management. (2006). Verbeek, Marno ; Kole, Erik ; Koedijk, Kees.
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51. Asymmetric Information in the Stock Market: Economic News and Co-movement. (2006). Vega, Clara ; Albuquerque, Rui.
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52. Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets. (2005). Lizieri, Colin ; Satchell, Stephen.
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53. Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations. (2005). Krahnen, Jan ; Franke, Günter.
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54. Banking System Stability: A Cross-Atlantic Perspective. (2005). Straetmans, Stefan ; Hartmann, Philipp ; de Vries, Casper.
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55. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
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56. Banking system stability: a cross-Atlantic perspective. (2005). Hartmann, Philipp ; de Vries, Casper ; Straetmans, Stefan.
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57. Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
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58. European stock market dependencies when price changes are unusually large. (2004). Schich, Sebastian.
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59. The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles. (2004). Manganelli, Simone ; Cappiello, Lorenzo ; Gerard, Bruno.
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60. Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note.. (2004). Duck, Nigel W. ; Acker, Daniella.
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61. Measurement of contagion in banks equity prices. (2003). Gropp, Reint ; Moerman, Gerard .
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62. Are Financial Assets Priced Locally or Globally?. (2002). Stulz, René ; Karolyi, G..
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