1. The Efficient Market Hypothesis: Evidence from Turkey. (2016). Buğan, Mehmet ; Kilic, Yunus.
   In: International Journal of Academic Research in Business and Social Sciences.
   RePEc:hur:ijarbs:v:6:y:2016:i:10:p:262-272.

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2. On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations. (2014). Rossen, Anja.
   In: HWWI Research Papers.
   RePEc:zbw:hwwirp:157.

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1. Causality Relationship Between Economic, Financial, Political Risk and Growth: The Case of Turkey. (2022). Ozgur, Munise Ilikkan ; Yildirim, Esra Soyu ; Demirta, Cuma.
   In: Journal of Economic Policy Researches.
   RePEc:ist:iujepr:v:9:y:2022:i:1:p:165-186.

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2. A note on time-varying causality between natural gas consumption and economic growth in Turkey. (2019). Erdoan, Seyfettin ; Kirca, Mustafa ; Gedikli, Ayfer.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719306385.

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3. Evolving Efficiency of Dually-Listed Indian Stocks: A Nonlinear Perspective. (2018). Madhavan, Vinodh ; Ray, Partha.
   In: Journal of Quantitative Economics.
   RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-017-0076-5.

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4. Causality between credit depth and economic growth: evidence from 24 OECD countries. (2017). Stolbov, Mikhail.
   In: Empirical Economics.
   RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1142-0.

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5. Analysis of Exchange Rate-Foreign Trade Relationship with Asymmetric Causality Tests: Sample of Gaziantep. (2017). Eren, Mehmet Vahit ; Cutcu, Ibrahim.
   In: International Journal of Academic Research in Business and Social Sciences.
   RePEc:hur:ijarbs:v:7:y:2017:i:10:p:157-171.

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6. ‘Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India’ — A failed replication (negative Type 1 and Type 2). (2016). Trachanas, Emmanouil ; de Vita, Glauco.
   In: Energy Economics.
   RePEc:eee:eneeco:v:56:y:2016:i:c:p:150-160.

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7. Causality between credit depth and economic growth: Evidence from 24 OECD countries. (2015). Stolbov, Mikhail.
   In: BOFIT Discussion Papers.
   RePEc:zbw:bofitp:bdp2015_015.

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8. Causality between credit depth and economic growth: Evidence from 24 OECD countries. (2015). Stolbov, Mikhail.
   In: BOFIT Discussion Papers.
   RePEc:bof:bofitp:urn:nbn:fi:bof-201505061169.

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9. Causality between credit depth and economic growth: Evidence from 24 OECD countries. (2015). Stolbov, Mikhail.
   In: BOFIT Discussion Papers.
   RePEc:bof:bofitp:2015_015.

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10. Asymmetric Behaviour of Inflation around the Target in Inflation-Targeting Countries. (2015). Akdoğan, Kurmaş ; Akdoan, Kurma.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:62:y:2015:i:5:p:486-504.

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11. Do Exchange Rate Series Present General Dependence? Some Results using Recurrence Quantification Analysis. (2013). Aparicio, Teresa ; Saura, Dulce.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:5:y:2013:i:10:p:678-686.

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12. Real Sector and Banking System: Real and Feedback Effects. A Non-Linear VAR Approach. (2013). Puddu, Stefano.
    In: IRENE Working Papers.
    RePEc:irn:wpaper:13-01.

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13. DETECTION OF NONLINEAR EVENTS IN TURKISH STOCK MARKET. (2012). yilanci, Veli.
    In: Journal of Applied Economic Sciences.
    RePEc:ush:jaessh:v:7:y:2012:i:1(18)_spring2012:p:93.

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14. Testing For Nonlinearity In G7 Macroeconomic Time Series. (2012). yilanci, Veli ; Yavuz, Nilgun il .
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2012:i:3:p:69-79.

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15. Terremoto y sus efectos sobre el bienestar: un análisis multidimensional. (2012). Sanhueza, Claudia ; Denis, Angela ; Contreras, Dante ; Gorigoitia, Juan ; Maquieira, Carlos.
    In: Working Papers.
    RePEc:ptl:wpaper:35.

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16. Stock returns in emerging markets and the use of GARCH models. (2011). Sepulveda, Jean ; Bonilla, Claudio.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:18:y:2011:i:14:p:1321-1325.

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17. Estructuras no lineales en mercados eficientes: el caso IBEX-35. (2011). Coronado-Ramirez, Semei L ; Porras-Serrano, Jesus ; Venegas-Martinez, Francisco.
    In: Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional.
    RePEc:ipn:capitu:075.

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18. Are daily and weekly load and spot price dynamics in Australias National Electricity Market governed by episodic nonlinearity?. (2010). Wild, Phillip ; Foster, John ; HINICH, MELVIN J..
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:5:p:1082-1091.

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19. On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note. (2009). Lim, Kian-Ping ; Brooks, Robert.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:16:y:2009:i:6:p:649-652.

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20. The Weak-form Efficiency of Chinese Stock Markets. (2009). Lim, Kian-Ping ; Habibullah, Muzafar Shah.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:8:y:2009:i:2:p:133-163.

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21. Income and CO2 emissions: Evidence from panel unit root and cointegration tests. (2009). Lee, Chien-Chiang.
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:2:p:413-423.

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22. Nonlinear behaviour of emerging market bonds spreads: the Latin American case. (2008). Maquieira, Carlos ; Bonilla, Claudio ; Romero-Meza, Rafael.
    In: Applied Economics.
    RePEc:taf:applec:v:40:y:2008:i:20:p:2697-2702.

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23. Are Daily and Weekly Load and Spot Price Dynamics in Australias National Electricity Market Governed by Episodic Nonlinearity?. (2008). Wild, Phillip ; Foster, John ; HINICH, MELVIN J..
    In: Discussion Papers Series.
    RePEc:qld:uq2004:368.

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24. The Use of Trimming to Improve the Performance of Tests for Nonlinear Serial Dependence with Application to the Australian National Electricity Market. (2008). Wild, Phillip ; Foster, John ; HINICH, MELVIN J..
    In: Discussion Papers Series.
    RePEc:qld:uq2004:367.

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25. Nonlinear event detection in the Chilean stock market. (2007). Bonilla, Claudio ; Romero-Meza, Rafael.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:14:y:2007:i:13:p:987-991.

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26. Episodic nonlinearity in Latin American stock market indices. (2006). Bonilla, Claudio ; Romero-Meza, Rafael ; HINICH, MELVIN J..
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:13:y:2006:i:3:p:195-199.

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27. Non-linear Market Behavior: Events Detection in the Malaysian Stock Market. (2005). Lim, Kian-Ping.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2005:i:6:p:1-5.

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28. Cross-temporal universality of non-linear dependencies in Asian stock markets. (2005). Lim, Kian-Ping.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2005:i:1:p:1-6.

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29. Cross-temporal universality of non-linear dependencies in Asian stock markets. (2005). Lim, Kian-Ping ; HINICH, MELVIN J..
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-04g10005.

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30. Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches. (2005). HINICH, MELVIN J. ; Stone, Lewi ; Mendes, Eduardo M..
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:9:y:2005:i:4:n:3.

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31. Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange. (2003). Liew, Venus ; Lim, Kian-Ping ; Wong, Hock-Tsen.
    In: Finance.
    RePEc:wpa:wuwpfi:0312012.

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32. GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysias Stock Market. (2003). Liew, Venus ; Lim, Kian-Ping.
    In: Finance.
    RePEc:wpa:wuwpfi:0307013.

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