1. Quantile dependence and asymmetric connectedness between global financial market stress and REIT returns: Evidence from the COVID-19 pandemic. (2024). Armah, Mohammed ; Amewu, Godfred.
   In: The Journal of Economic Asymmetries.
   RePEc:eee:joecas:v:29:y:2024:i:c:s170349492400001x.

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2. Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis. (2022). Owusu Junior, Peterson ; Bossman, Ahmed ; Agyei, Samuel Kwaku ; Adam, Anokye Mohammed ; Asiamah, Oliver ; Asafo-Adjei, Emmanuel.
   In: PLOS ONE.
   RePEc:plo:pone00:0271088.

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3. A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty. (2022). Umar, Zaghum ; Owusu Junior, Peterson ; Agyei, Samuel Kwaku ; Bossman, Ahmed.
   In: Research in Economics.
   RePEc:eee:reecon:v:76:y:2022:i:3:p:189-205.

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4. Interdependence structure of global commodity classes and African equity markets: A vector wavelet coherence analysis. (2022). Agyei, Samuel Kwaku ; Bossman, Ahmed.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004822.

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   In: The Journal of Real Estate Finance and Economics.
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2. 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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3. 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.
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4. 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.
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5. 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.
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6. Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie.
   In: The Quarterly Review of Economics and Finance.
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7. Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach. (2022). Wang, Shixuan ; GUPTA, RANGAN ; Bouri, Elie.
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8. Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UKs Regional Housing Markets. (2021). GUPTA, RANGAN ; Ngene, Geoffrey M.
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9. Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market. (2021). Kallinterakis, Vasileios ; Charteris, Ailie.
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11. 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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12. On the global integration of REITs market returns: A multiresolution analysis. (2019). Owusu Junior, Peterson ; Omane-Adjepong, Maurice ; Ijasan, Kola ; Tweneboah, George.
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13. 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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14. Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market. (2019). Uwilingiye, Josine ; GUPTA, RANGAN ; Demirer, Riza ; Cakan, Esin.
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15. Analysing the Relevance of the MIP Scoreboards Indicators. (2017). Širaňová, Mária.
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16. Finance-augmented business cycles: A robustness check. (2016). Fernandez-Amador, Octavio.
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17. Does one size fit all at all times? The role of country specificities and state dependencies in predicting banking crises. (2016). Pirovano, Mara ; Ferrari, Stijn.
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32. Economic resilience: A new set of vulnerability indicators for OECD countries. (2015). Röhn, Oliver ; Rohn, Oliver ; Rasmussen, Morten ; Hermansen, Mikkel ; Sanchez, Aida Caldera.
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35. A global house of debt effect? Mortgages and post-crisis recessions in fifty economies. (2015). Zhang, LU ; Bezemer, Dirk.
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36. Evaluating the Information Value for Measures of Systemic Conditions. (2015). Sarlin, Peter ; Oet, Mikhail ; Ong, Stephen J ; Dooley, John ; Gramlich, Dieter.
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37. Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2015). Sarlin, Peter ; Nyholm, Juho ; Laina, Patrizio.
    In: Review of Financial Economics.
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38. Systemic event prediction by an aggregate early warning system: An application to the Czech Republic. (2015). Zigraiova, Diana ; Jakubík, Petr ; Jakubik, Petr.
    In: Economic Systems.
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39. Banking and currency crises: differential diagnostics for developed countries. (2015). Vašíček, Bořek ; Rusnák, Marek ; Joy, Mark ; Midkova, Kateina ; Vaiek, Boek.
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40. Shifting horizons: assessing macro trends before, during, and following systemic banking crises. (2015). Schudel, Willem.
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41. Robust Signals for Banking Crises. (2015). Pentecôte, Jean-Sébastien ; Jedidi, Ons ; Pentecote, Jean Sbastien .
    In: Economics Bulletin.
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42. Leading indicators of financial stress: New evidence. (2015). Hoeberichts, Marco ; Vermeulen, Robert ; de Haan, Jakob.
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43. Financial stress indices and financial crises. (2015). Hoeberichts, Marco ; de Haan, Jakob.
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44. In the Quest of Measuring the Financial Cycle. (2015). Seidler, Jakub ; Plašil, Miroslav ; Konecny, Tomas ; Hlaváč, Petr ; Hlavac, Petr ; Plasil, Miroslav.
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45. Monetary Policy Challenges in a Low-Inflation Environment. (2015). Babecký, Jan ; Andrle, Michal ; Baxa, Jaromir ; Filacek, Jan ; Bruha, Jan ; Mateju, Jakub ; Vasicek, Borek ; Solmaz, Serhat ; Claeys, Peter ; Kucharcukova, Oxana Babecka ; Plasil, Miroslav.
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46. Forecasting. (2015). Galuscak, Kamil ; Babecký, Jan ; Polansky, Jiri ; Tonner, Jaromir ; Bruha, Jan ; Kopriva, Frantisek ; Brazdik, Frantisek ; Humplova, Zuzana ; Havrlant, David ; Holub, Tomas ; Hledik, Tibor ; Franta, Michal ; Rusnak, Marek.
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47. Prédire les crises bancaires : un système d’alerte robuste. (2015). Pentecôte, Jean-Sébastien ; Jedidi, Ons ; Pentecote, Jean-Sebastien.
    In: Revue française d'économie.
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48. THE CREDIT‐TO‐GDP GAP AND COMPLEMENTARY INDICATORS FOR MACROPRUDENTIAL POLICY: EVIDENCE FROM THE UK: COMMENT. (2014). Borgy, Vladimir.
    In: International Journal of Finance & Economics.
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49. Predicting bank insolvency in the Middle East and North Africa. (2014). Calice, Pietro.
    In: Policy Research Working Paper Series.
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50. Using a Threshold Approach to Flag Vulnerabilities in CESEE Economies. (2014). Moder, Isabella ; Feldkircher, Martin ; Gruber, Thomas.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2014:i:3:b:1.

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51. Financial Instability and Money Velocity - Evidence from the Financial Crisis. (2014). Kapounek, Svatopluk ; Kralova, Jana.
    In: MENDELU Working Papers in Business and Economics.
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52. Post-Crisis Credit Slowdown in South-East Europe – Return to Normality?. (2014). Jovanovic, Branimir ; Georgievska, Ljupka ; Hani, Egzona.
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53. Exchange market pressures during the financial crisis: A Bayesian model averaging evidence. (2014). Rusnák, Marek ; Horvath, Roman ; Feldkircher, Martin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:40:y:2014:i:c:p:21-41.

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54. Early warning systems and systemic banking crises in low income countries: A multinomial logit approach. (2014). Leonida, Leone ; Caggiano, Giovanni ; Calice, Pietro.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:47:y:2014:i:c:p:258-269.

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55. Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?. (2014). Renne, Jean-Paul ; CLERC, Laurent ; Borgy, Vladimir.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:132-150.

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56. Explaining the Czech interbank market risk premium. (2014). Gersl, Adam ; Leanovska, Jitka ; Gerl, Adam.
    In: Economic Systems.
    RePEc:eee:ecosys:v:38:y:2014:i:4:p:536-551.

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57. Banking and Currency Crises: Differential Diagnostics for Developed Countries. (2014). Vašíček, Bořek ; Rusnák, Marek ; Joy, Mark ; Smidkova, Katerina.
    In: Working Papers.
    RePEc:cnb:wpaper:2014/16.

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58. Macroprudential Research: Selected Issues. (2014). Komarek, Lubos ; Smidkova, Katerina ; Lesanovska, Jitka ; Komarkova, Zlatuse ; Kubicova, Ivana ; Hausenblas, Vaclav ; Vasicek, Borek ; Konecny, Tomas ; Derviz, Alexis ; Kucharcukova, Oxana Babecka ; Kadlcakova, Narcisa ; Hlavacek, Michal ; Joy, Mark ; Rusnak, Marek.
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59. Stress-Testing Analyses of the Czech Financial System. (2014). Horvath, Roman ; Babecký, Jan ; Hlavac, Petr ; Gronychova, Marcela ; Komarek, Lubos ; Galuscak, Kamil ; Seidler, Jakub ; Gersl, Adam ; Komarkova, Zlatuse ; Konecny, Tomas ; Jakubik, Petr.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb12/1.

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60. Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2014). Nyholm, Juho ; Sarlin, Peter ; Laina, Patrizio.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2014_014.

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61. Exchange Market Pressures during the Financial Crisis: A Bayesian Model Averaging Evidence. (2013). Rusnák, Marek ; Horvath, Roman ; Feldkircher, Martin.
    In: Working Papers.
    RePEc:ost:wpaper:332.

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62. Policy in adaptive financial markets—the use of systemic risk early warning tools. (2013). Oet, Mikhail ; Ong, Stephen J. ; Gramlich, Dieter.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1309.

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63. Macroeconomic Effects of Fiscal Policy. (2013). Galuscak, Kamil ; Babecký, Jan ; Rikovsky, Milan ; Franta, Michal ; Augusta, Vitezslav ; Libich, Jan ; Valenta, Vilem ; Babecky, Jan ; Ambrisko, Robert ; Rysanek, Jakub ; Hajkova, Dana ; Stehlik, Petr ; Kral, Petr ; Netusilova, Pavla ; Soukup, Pavel.
    In: Occasional Publications - Edited Volumes.
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64. Exchange market pressures during the financial crisis : A Bayesian model averaging evidence. (2013). Feldkircher, Martin ; Rusnak, Marek.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2013_011.

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