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6. The Impact of COVID-19 on the Relationship between Non-Renewable Energy and Saudi Stock Market Sectors Using Wavelet Coherence Approach and Neural Networks. (2022). Khashan, Mohamed A ; Alsaab, Kholoud A ; Elbialy, Bassam A ; Elamer, Ahmed A.
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1. The Dynamic Effects of Economic Uncertainties and Geopolitical Risks on Saudi Stock Market Returns: Evidence from Local Projections. (2025). ben Mbarek, Noura ; Ayadi, Ezer.
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2. An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices. (2024). Billah, Syed ; Balli, Faruk ; Rana, Faisal ; Kapar, Burcu.
   In: International Review of Economics & Finance.
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3. Financial market integration: A complex and controversial journey. (2024). Donadelli, Michael ; Gufler, I ; Paradiso, A.
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4. Stock Indices as Indicators of Market Efficiency and Interaction. (2022). Blahun, Semen ; Dmytryshyn, Lesia.
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5. Financial connectedness of GCC emerging stock markets. (2021). Hung, Ngo Thai.
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6. The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets. (2021). Brzeszczynski, Janusz ; Bwanya, Princess Rutendo ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie.
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7. Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana.
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8. Liner and nonliner sectoral response of stock markets to oil price movements: The case of Saudi Arabia. (2020). Hamdan, Reem Khamis.
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9. Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade. (2020). Benlagha, Noureddine.
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10. Stock market integration in East and Southeast Asia: The role of global factors. (2020). Wu, Fei.
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11. Institutions, economic openness and stock return co-movements: An empirical investigation in emerging markets. (2019). Nguyen, Thai ; Vu, Thai ; Schinckus, Christophe.
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12. Political tensions, stock market dependence and volatility spillover: Evidence from the recent intra-GCC crises. (2019). Charfeddine, Lanouar ; al Refai, Hisham.
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13. MARKET EFFICIENCY, FINANCIAL INTEGRATION, AND SHOCK TRANSMISSION (EMPIRICAL EVIDENCE FROM D-8 ECONOMIES). (2019). khurram, Muhammad usman ; Imdad, Rana Shahid ; Hamid, Kashif.
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14. Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets. (2018). Yoon, Seong-Min ; Mensi, Walid ; Hamdi, Atef.
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16. Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate. (2015). Yoon, Seong-Min ; Mensi, walid ; Hammoudeh, Shawkat.
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19. Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration. (2013). Gebka, Bartosz ; Karoglou, Michail ; Gbka, Bartosz.
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21. Return and volatility spillovers among CIVETS stock markets. (2012). Korkmaz, Turhan ; Çevik, Emrah ; Atukeren, Erdal.
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30. On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
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32. On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
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37. Options introduction and volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; le Pen, Yannick ; Sevi, Benoit.
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38. On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
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41. Adaptive pointwise estimation in time-inhomogeneous time-series models. (2008). Härdle, Wolfgang ; Cizek, Pavel ; Lee, Yuh-Jye ; Yeh, Yi-Ren ; Hardle, Wolfgang ; Spokoiny, Vladimir ; Schafer, Dorothea.
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42. Are Asian stock markets efficient? Evidence from new multiple variance ratio tests. (2008). Shamsuddin, Abul ; Kim, Jae.
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43. Inflation targeting in Latin America: Empirical analysis using GARCH models. (2008). Broto, Carmen.
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44. Are there Structural Breaks in Realized Volatility?. (2007). Maheu, John ; Liu, Chun.
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45. How useful are historical data for forecasting the long-run equity return distribution?. (2007). McCurdy, Thomas ; Maheu, John.
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46. How useful are historical data for forecasting the long-run equity return distribution?. (2007). McCurdy, Thomas ; Maheu, John.
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47. Instability of return prediction models. (2006). Timmermann, Allan ; Paye, Bradley S..
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48. Monitoring disruptions in financial markets. (2006). Andreou, Elena ; Ghysels, Eric.
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49. A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility. (2006). Schnabl, Gunther ; Hillebrand, Eric.
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50. Are feedback factors important in modelling financial data?. (2006). Veiga, Helena.
    In: DES - Working Papers. Statistics and Econometrics. WS.
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51. Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility. (2006). ulu, yasemin ; Schnabl, Gunther ; Hillebrand, Eric.
    In: CESifo Working Paper Series.
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52. Overlaying Time Scales in Financial Volatility Data. (2005). Hillebrand, Eric.
    In: Econometrics.
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53. Long memory volatility dependency, temporal aggregation and the Korean currency crisis: the role of a high frequency Korean won (KRW)-US dollar ($) exchange rate. (2005). Han, Young Wook.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:17:y:2005:i:1:p:97-109.

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54. Beware of breaks in exchange rates: Evidence from European transition countries. (2005). Kočenda, Evžen.
    In: Economic Systems.
    RePEc:eee:ecosys:v:29:y:2005:i:3:p:307-324.

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55. Neglecting parameter changes in GARCH models. (2005). Hillebrand, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:129:y:2005:i:1-2:p:121-138.

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56. Modelling structural breaks, long memory and stock market volatility: an overview. (2005). Urga, Giovanni ; Banerjee, Anindya.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:129:y:2005:i:1-2:p:1-34.

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57. Testing for causality in variance in the presence of breaks. (2005). van Dijk, Dick ; Sensier, Marianne ; Osborn, Denise.
    In: Economics Letters.
    RePEc:eee:ecolet:v:89:y:2005:i:2:p:193-199.

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58. The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection. (2004). Schnabl, Gunther ; Hillebrand, Eric.
    In: International Finance.
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59. The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection. (2004). Schnabl, Gunther ; Hillebrand, Eric.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
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60. Structural changes in volatility and stock market development: Evidence for Spain. (2004). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Eizaguirre, Juncal Cunado ; Hidalgo, Fernando Perez de Gracia, .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:7:p:1745-1773.

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61. Monitoring for Disruptions in Financial Markets. (2004). Ghysels, Eric ; Andreou, Elena.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2004s-26.

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62. The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests. (2004). Ghysels, Eric ; Andreou, Elena.
    In: CIRANO Working Papers.
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63. How wacky is the DAX? The changing structure of German stock market volatility. (2003). Werner, Thomas ; Stapf, Jelena.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4473.

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64. Test for Breaks in the Conditional Co-Movements of Asset Returns. (2003). Ghysels, Eric ; Andreou, Elena.
    In: University of Cyprus Working Papers in Economics.
    RePEc:ucy:cypeua:3-2003.

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65. Testing for Changes in the Unconditional Variance of Financial Time Series. (2003). Sansó, Andreu ; Carrion-i-Silvestre, Josep ; Arago, Vicent.
    In: DEA Working Papers.
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66. Too much cocited documents. This list is not complete

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