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1. The effects of financial risk components on local-currency bond markets: theory and empirical evidence. (2024). Boukhatem, Jamel.
   In: SN Business & Economics.
   RePEc:spr:snbeco:v:4:y:2024:i:4:d:10.1007_s43546-024-00642-5.

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2. Market risk spillover and the asymmetric effects of macroeconomic fundamentals on market risk across Vietnamese sectors. (2024). Vo, Duc Hong ; Nguyen, Hung Le-Phuc.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00602-2.

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3. CEO optimism and the use of credit default swaps: evidence from the US life insurance industry. (2024). Lin, Tzu-Ting ; Wen, Min-Ming ; Cheng, Jiang ; Fung, Hung-Gay.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01254-8.

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4. The role of distance and financial development: Evidence from international financial markets. (2024). Wang, Xin ; Li, Wei ; Zhang, Haofei.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000401.

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5. Is downside risk priced in cryptocurrency market?. (2024). Dobrynskaya, Victoria.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004635.

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6. Financial stability policy and downside risk in stock returns. (2024). Yang, Jianlei.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001219.

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7. Conditional CAPM relationships in standard and accounting risk approaches. (2024). Markowski, Lesaw ; Abdou, Hussein A ; Ziarko, Anna Rutkowska.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000482.

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8. Synchronization in a market model with time delays. (2024). el Deeb, Omar ; Dibeh, Ghassan.
   In: Papers.
   RePEc:arx:papers:2405.00046.

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9. A remark on mean‐semivariance behaviour: Downside risk and capital asset pricing. (2023). Venkataraman, Sree Vinutha.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2683-2695.

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10. Cross-Country Differences in Return and Volatility Metrics of World Equity Indices. (2023). Ślepaczuk, Robert ; Iskandar, Sheraliev ; Robert, Lepaczuk.
    In: Central European Economic Journal.
    RePEc:vrs:ceuecj:v:10:y:2023:i:57:p:91-115:n:3.

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11. Stock market correlation and geographical distance: does the degree of economic integration matter?. (2023). Manguzvane, Mathias ; Bonga-Bonga, Lumengo.
    In: MPRA Paper.
    RePEc:pra:mprapa:116476.

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12. Downside risk matters once the lottery effect is controlled: explaining risk–return relationship in the Indian equity market. (2023). Badhani, K N ; Ali, Asgar.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00290-0.

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13. Downside risk and profitability ratios: The case of the New York Stock Exchange. (2023). Rutkowska-Ziarko, Anna.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:68:y:2023:i:c:s106294082300116x.

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14. Does culture play a role in the stock markets response to uncertainty?. (2022). Xu, Jingjing.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2530-2548.

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15. Market and Accounting Measures of Risk: The Case of the Frankfurt Stock Exchange. (2022). Rutkowska-Ziarko, Anna.
    In: Risks.
    RePEc:gam:jrisks:v:10:y:2022:i:1:p:14-:d:719277.

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16. Exchange rate volatility and trade flows in Indonesia and ten main trade partners: asymmetric effects. (2022). Heriqbaldi, Unggul ; Handoyo, Rossanto Dwi ; Esquivias, Miguel Angel ; Rohmawati, Hilda ; Rifami, Alfira Cahyaning.
    In: Studies in Economics and Finance.
    RePEc:eme:sefpps:sef-10-2021-0451.

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17. Dividend policy, risk and the cross-section of stock returns: Evidence from India. (2022). Ali, Heba ; Hegazy, Aya Yasser.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:79:y:2022:i:c:p:169-192.

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18. Conventional and downside CAPM: The case of London stock exchange. (2022). Amin, Saqib ; Markowski, Lesaw ; Pyke, Christopher ; Rutkowska-Ziarko, Anna.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:54:y:2022:i:c:s1044028322000618.

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19. Differential impact of earnings management on the accrual anomaly. (2021). Bansal, Manish ; Ali, Asgar.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:22:y:2021:i:7:d:10.1057_s41260-021-00243-z.

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20. Financial Development, Saving Rates, and International Economic Volatility: A Simple Model. (2021). Lin, Shenghau ; Lv, Huiming ; Zhang, Hejie.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:16:p:2010-:d:619464.

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21. The effect of COVID – 19 pandemic on global stock market volatility: Can economic strength help to manage the uncertainty?. (2021). Chaudhuri, Kausik ; Uddin, Moshfique ; Anderson, Keith ; Chowdhury, Anup.
    In: Journal of Business Research.
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22. Media attention to locations and the cross‐section of stock returns. (2021). Zhang, Xueyong ; Tang, Guomei.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2301-2336.

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23. Exchange rate risk and commodity trade between U.S. and India: an asymmetry analysis. (2020). Bahmani-Oskooee, Mohsen ; Saha, Sujata.
    In: Journal of the Asia Pacific Economy.
    RePEc:taf:rjapxx:v:25:y:2020:i:4:p:675-695.

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24. On the impact of exchange rate volatility on Tunisia’s trade with 16 partners: an asymmetry analysis. (2020). Bahmani-Oskooee, Mohsen ; Nouira, Ridha.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:53:y:2020:i:3:d:10.1007_s10644-019-09250-y.

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25. Time varying integration of European stock markets and monetary drivers. (2020). Kim, Heeho ; Lee, Hyunchul.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:58:y:2020:i:c:p:369-385.

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26. Financial development, government bond returns, and stability: International evidence. (2019). Piljak, Vanja ; Nguyen, Duc Khuong ; Boubaker, Sabri ; Savvides, Andreas.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:81-96.

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27. Financial Development and Long-Run Volatility Trends. (2018). Xu, Zhiwei ; Wen, Yi ; Wang, Pengfei.
    In: Review of Economic Dynamics.
    RePEc:red:issued:15-174.

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28. Dynamic Connectedness in Emerging Asian Equity Markets. (2018). Sethapramote, Yuthana ; Manopimoke, Pym ; Prukumpai, Suthawan.
    In: PIER Discussion Papers.
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29. Financial Development, Government Bond Returns, and Stability: International Evidence. (2018). Savvides, Andreas ; Piljak, Vanja ; Nguyen, Duc Khuong ; Boubaker, Sabri.
    In: Working Papers.
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30. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
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31. Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: Policy Research Working Paper Series.
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32. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
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33. Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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34. What drives dynamic comovements of stock markets in the Pacific Basin region?: A quantile regression approach. (2017). Mo, Seung ; Lee, Hyunchul.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:51:y:2017:i:c:p:314-327.

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35. International stock market leadership and its determinants. (2017). Zhang, QI ; Cai, Charlie X ; Mobarek, Asma.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:33:y:2017:i:c:p:150-162.

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36. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: CEPR Discussion Papers.
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37. Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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38. Macro-Economic and Financial Determinants of Comovement across Global Real Estate Security Markets. (2016). Stevenson, Simon.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:38:n:4:2016:p:595_624.

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39. Trust and stock market correlation: a cross-country analysis. (2016). Liu, Yuna.
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40. Does Bilateral Market and Financial Integration Explains International Co-Movement Patterns 1. (2016). Amir, Syed Muhammad ; Ur, Mobeen.
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41. Dynamical analysis for a model of asset prices with two delays. (2016). Wang, Luxuan ; Wei, Junjie ; Niu, Ben.
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42. Stock Returns, Productivity, and Corruption in Eight European Fast-Emerging Markets. (2015). Bellavite Pellegrini, Carlo ; Sironi, Emiliano ; Sergi, Bruno.
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43. Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?. (2014). Paradiso, Antonio ; Donadelli, Michael.
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44. Financial development and long-run volatility trends. (2013). Xu, Zhiwei ; Wen, Yi ; Wang, Pengfei.
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45. Liberalisation and stock market co-movement between emerging economies. (2011). Candelon, Bertrand ; Beine, Michel.
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46. Determinants of cross-sectional stock return variations in emerging markets. (2011). Green, Christopher ; Bai, YE.
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47. Time-varying synchronization of European stock markets. (2011). Kočenda, Evžen ; Égert, Balázs ; Koenda, Even.
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48. The impact of governance and productivity on stock returns in European industrial companies. (2011). Romelli, Davide ; Bellavite Pellegrini, Carlo ; Sironi, Emiliano.
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49. Free Flows, Limited Diversification: Openness and the Fall and Rise of Stock Market Correlations, 1890–2001. (2010). Voth, Hans-Joachim ; Quinn, Dennis.
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50. Financial development and household portfolios - Evidence from Spain, the U.K. and the U.S.. (2010). Tsoumas, Chris ; Antzoulatos, Angelos.
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51. A century of global equity market correlations. (2008). Voth, Hans-Joachim ; Quinn, Dennis.
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52. Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure. (2008). Guldi, Melanie ; Aysun, Uluc.
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53. The Dark Side of Global Integration: Increasing Tail Dependence. (2008). Vermeulen, Robert ; Cosma, Antonio ; Beine, Michel ; Antonio, Cosma ; Michel, Beine.
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54. Russian Federation: Selected Issues. (2008). International Monetary Fund, .
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55. Sovereign credit ratings, capital flows and financial sector development in emerging markets. (2008). Wu, Eliza ; Kim, Suk-Joong.
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56. Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001. (2008). Voth, Hans-Joachim ; Quinn, Dennis.
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57. Contagion effects in a chartist–fundamentalist model with time delays. (2007). Dibeh, Ghassan.
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58. Liberalization and Stock Market Co-Movement between Emerging Economies. (2007). Candelon, Bertrand ; Beine, Michel.
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