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2. Information precision and return co-movements in private commercial real estate markets. (2022). Füss, Roland ; Fuss, Roland ; Ruf, Daniel.
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3. How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature. (2021). Zaimovic, Azra ; Arnaut-Berilo, Almira ; Omanovic, Adna.
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4. Network diffusion of international oil volatility risk in Chinas stock market: Quantile interconnectedness modelling and shock decomposition analysis. (2021). Xia, Xiao-Hua ; Li, Ziruo ; Huang, Jionghao.
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   RePEc:eee:reveco:v:76:y:2021:i:c:p:1-39.

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15. 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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37. Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2016). Catania, Leopoldo ; Billé, Anna Gloria ; Bille, Anna Gloria.
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39. Bank integration and co-movements across housing markets. (2016). Milcheva, Stanimira ; Zhu, Bing.
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40. Kriging of financial term-structures. (2016). Rulliere, Didier ; Maatouk, Hassan ; Cousin, Areski.
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41. Spillover dynamics for systemic risk measurement using spatial financial time series models. (2016). Schaumburg, Julia ; Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco.
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42. Kriging of financial term-structures. (2016). Rulliere, Didier ; Maatouk, Hassan ; Cousin, Areski.
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43. Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets. (2015). Asgharian, Hossein ; Larsson, Marcus ; Liu, LU.
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44. Kriging of financial term-structures. (2015). Maatouk, Hassan ; Cousin, Areski.
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45. Spatio-temporal Analysis of Convergence of Development Level of Selected Stock Exchanges in the Period of 2004–2012. (2015). Szulc, Elzbieta ; Wleklinska, Dagna .
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46. Power of Moran’s I Test for Spatial Dependence in Panel Data Models with Time Varying Spatial Weights Matrices. (2015). Xin, Zhao ; Mingxi, Wang ; Bianling, OU.
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47. Spillover dynamics for systemic risk measurement using spatial financial time series models. (2014). Schaumburg, Julia ; Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco.
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48. Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models. (2014). Schaumburg, Julia ; Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco.
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49. Dependence structure between nominal and index-linked bond returns: a bivariate copula and DCC-GARCH approach. (2014). Benlagha, Noureddine.
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50. Why Can Weak Linkages Cause International Stock Market Synchronization? The Mode-Locking Effect. (2014). Selover, David ; Filer, Larry.
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51. A spatial–temporal analysis of East Asian equity market linkages. (2014). Tam, Pui Sun.
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52. The significance of distance between stock exchanges undergoing the process of convergence: An analysis of selected world stock exchanges during the period of 2004-2012. (2014). Gorna, Karolina ; Szulc, Elzbieta ; Wleklinska, Dagna .
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53. Modeling different kinds of spatial dependence in stock returns. (2013). Wied, Dominik ; Stahlberg, Sebastian ; Arnold, Matthias.
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54. LINEAR RELATIONSHIP BETWEEN THE AUD/USD EXCHANGE RATE AND THE RESPECTIVE STOCK MARKET INDICES: A COMPUTATIONAL FINANCE PERSPECTIVE. (2012). Ahmed, Abdullahi ; Guo, William ; Imam, Tasadduq ; Tickle, Kevin .
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