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1. News-based economic policy uncertainty and financial contagion: An international evidence. (2023). Hadhri, Sinda.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:90:y:2023:i:c:p:63-76.

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2. A banks optimal capital ratio: A time-varying parameter model to the partial adjustment framework. (2022). Joo, Sunghoon ; Han, Sumin ; Lee, Kangbok ; Baik, Hyeoncheol.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:142:y:2022:i:c:s037842662200142x.

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3. Integration and risk contagion in financial crises: Evidence from international stock markets. (2019). Gkillas, Konstantinos ; Vortelinos, Dimitrios I ; Tsagkanos, Athanasios.
   In: Journal of Business Research.
   RePEc:eee:jbrese:v:104:y:2019:i:c:p:350-365.

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4. Infinite-Variance Error Structure in Finance and Economics. (2018). Serttaş, Fatma ; Serttas, Fatma Ozgu.
   In: International Econometric Review (IER).
   RePEc:erh:journl:v:10:y:2018:i:1:p:14-23.

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5. On Modelling and Forecasting Predictable Components in European Stock Markets. (2016). Kiani, Khurshid.
   In: Computational Economics.
   RePEc:kap:compec:v:48:y:2016:i:3:d:10.1007_s10614-015-9510-y.

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6. The 2008 financial crisis: Stock market contagion and its determinants. (2015). Vu, Quang Viet ; Luchtenberg, Kimberly F..
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:33:y:2015:i:c:p:178-203.

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7. Forecasting Brazilian inflation by its aggregate and disaggregated data: a test of predictive power by forecast horizon. (2013). Marçal, Emerson ; Carlos, Thiago C. ; Maral, Emerson Fernandes.
   In: Textos para discussão.
   RePEc:fgv:eesptd:346.

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8. Can signal extraction help predict risk premia in foreign exchange rates. (2013). Kiani, Khurshid.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:33:y:2013:i:c:p:926-939.

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9. Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods. (2012). Wang, Zhiguang ; Bidarkota, Prasad.
   In: Empirical Economics.
   RePEc:spr:empeco:v:42:y:2012:i:1:p:21-51.

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10. Financial amplification of foreign exchange risk premia. (2011). Groen, Jan ; Etula, Erkko ; Adrian, Tobias ; Groen, Jan J. J., .
    In: European Economic Review.
    RePEc:eee:eecrev:v:55:y:2011:i:3:p:354-370.

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11. Essays on infinite-variance stable errors and robust estimation procedures. (2010). Serttaş, Fatma ; Serttas, Fatma Ozgu.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:201001010800002742.

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12. Financial amplification of foreign exchange risk premia. (2010). Groen, Jan ; Etula, Erkko ; Adrian, Tobias ; Jan J. J. Groen, .
    In: Staff Reports.
    RePEc:fip:fednsr:461.

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13. THE INFLUENCE OF FUNDAMENTALS ON EXCHANGE RATES: FINDINGS FROM ANALYSES OF NEWS EFFECTS. (2010). Rebitzky, Rafael R..
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:24:y:2010:i:4:p:680-704.

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14. Inflation in Transition Economies: An Empirical Analysis. (2009). Kiani, Khurshid.
    In: Transition Studies Review.
    RePEc:spr:trstrv:v:16:y:2009:i:1:p:34-46.

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15. Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach. (2009). Schröder, Michael ; Menkhoff, Lukas ; Rebitzky, Rafael R. ; Schroder, Michael.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:70:y:2009:i:1-2:p:241-252.

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16. Asset pricing with incomplete information and fat tails. (2009). McCulloch, J. Huston ; Bidarkota, Prasad ; DUPOYET, Brice V..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:6:p:1314-1331.

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17. LEARNING, THE FORWARD PREMIUM PUZZLE, AND MARKET EFFICIENCY. (2009). Chakraborty, Avik.
    In: Macroeconomic Dynamics.
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18. An empirical investigation of investor expectations in the currency market. (2008). Murphy, Austin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:1:p:108-133.

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19. Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach. (2008). Schröder, Michael ; Menkhoff, Lukas ; Rebitzky, Rafael R. ; Schroder, Michael.
    In: CESifo Working Paper Series.
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20. DETERMINATION OF VOLATILITY AND MEAN RETURNS: AN EVIDENCE FROM AN EMERGING STOCK MARKET. (2007). Kiani, Khurshid.
    In: International Journal of Applied Econometrics and Quantitative Studies.
    RePEc:eaa:ijaeqs:v:4:y2007:i:1_7.

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21. Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index. (2006). Kiani, Khurshid.
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:45:y:2006:i:3:p:369-381.

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22. Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations. (2006). Sarantis, Nicholas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:7:p:1168-1186.

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23. Asset price based estimates of sterling exchange rate risk premia. (2006). Groen, Jan ; Balakrishnan, Ravi.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:1:p:71-92.

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24. On Tail Index Estimation for Dependent, Heterogenous Data. (2005). Hill, Jonathan.
    In: Econometrics.
    RePEc:wpa:wuwpem:0505005.

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25. The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation. (2005). McCulloch, J. Huston.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:239.

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26. Let’s Take a Break: Trends and Cycles in US Real GDP?. (2005). Wada, Tatsuma ; Perron, Pierre ; Verdelhan, Adrien.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-031.

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27. Testing for persistence in stock returns with GARCH-stable shocks. (2004). McCulloch, J. Huston ; Bidarkota, Prasad.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:4:y:2004:i:3:p:256-265.

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28. Signal Extraction can Generate Volatility Clusters. (2003). McCulloch, J. Huston ; Bidarkota, Prasad.
    In: Computing in Economics and Finance 2003.
    RePEc:sce:scecf3:59.

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29. Signal Extraction Can Generate Volatility Clusters From IID Shocks. (2002). McCulloch, J. Huston ; Bidarkota, Prasad.
    In: Working Papers.
    RePEc:osu:osuewp:02-04.

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30. The Inflation Premium implicit in the US Real and Nominal. (2001). McCulloch, J. Huston.
    In: Computing in Economics and Finance 2001.
    RePEc:sce:scecf1:210.

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31. State-Space Times Series Modeling of Structural Breaks. (2000). McCulloch, J. Huston.
    In: Working Papers.
    RePEc:osu:osuewp:00-11.

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32. The Inflation Premium Implicit in the US Real and Nominal Term Structures of Interest Rates. (1998). McCulloch, J. Huston ; Kochen, Levin A..
    In: Working Papers.
    RePEc:osu:osuewp:98-12.

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