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2. Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks. (2024). Wilfling, Bernd ; GUPTA, RANGAN ; Segnon, Mawuli.
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4. Geopolitical risk on energy, agriculture, livestock, precious and industrial metals: New insights from a Markov Switching model. (2023). Tarchella, Salma ; Kaabia, Olfa ; Abid, Ilyes ; Dhaoui, Abderrazak.
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5. Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure. (2023). Papadamou, Stephanos ; Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios.
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6. Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Cepni, Oguzhan ; Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan.
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1. Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors. (2017). Savva, Christos ; Lambertides, Neophytos ; Zopiatis, Anastasios.
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2. Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors. (2017). Savva, Christos ; Lambertides, N ; McAleer, M J ; Zopiatis, A.
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3. On the volatility spillover between lslamic and conventional stock markets: A quantile regression analysis. (2017). Ben Rejeb, Aymen.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:42:y:2017:i:c:p:794-815.

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4. Analyzing the determinants of terrorist attacks and their market reactions. (2017). Managi, Shunsuke ; HALKOS, GEORGE ; Zisiadou, Argyro.
   In: Economic Analysis and Policy.
   RePEc:eee:ecanpo:v:54:y:2017:i:c:p:57-73.

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5. Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors. (2016). Savva, Christos ; Lambertides, Neophytos ; Zopiatis, Anastasios.
   In: Tinbergen Institute Discussion Papers.
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6. Conventional and Islamic stock markets: what about financial performance?. (2016). mongi, arfaoui ; Ben Rejeb, Aymen ; Arfaoui, Mongi.
   In: MPRA Paper.
   RePEc:pra:mprapa:73495.

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7. Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis. (2016). Ben Rejeb, Aymen.
   In: MPRA Paper.
   RePEc:pra:mprapa:73302.

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8. Exploring the effect of terrorist attacks on markets. (2016). HALKOS, GEORGE ; Zisiadou, Argyro.
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9. Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors. (2016). Savva, Christos ; Lambertides, N ; Zopiatis, A.
   In: Econometric Institute Research Papers.
   RePEc:ems:eureir:99512.

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10. Global financial crisis and emerging stock market contagion: A volatility impulse response function approach. (2016). An, Ximeng ; Jin, Xiaoye.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:36:y:2016:i:c:p:179-195.

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11. Financial market interdependencies: A quantile regression analysis of volatility spillover. (2016). mongi, arfaoui ; Ben Rejeb, Aymen ; Arfaoui, Mongi.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:36:y:2016:i:c:p:140-157.

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12. The Effect of Terrorist Incidents on Capital Flows. (2016). Filer, Randall ; Stanii, Dragana .
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    RePEc:bla:rdevec:v:20:y:2016:i:2:p:502-513.

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13. Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model. (2016). Chou, Ray ; Chiang, Min-Hsien ; Wang, Li-Min.
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14. Effects of climatic events on the Chinese stock market: applying event analysis. (2015). Guangxi, Cao ; Guo, YU ; Xu, Wei ; Cao, Guangxi.
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15. War and stock markets: The effect of World War Two on the British stock market. (2015). Urquhart, Andrew ; Hudson, Robert.
    In: International Review of Financial Analysis.
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16. Financial integration in emerging market economies: Effects on volatility transmission and contagion. (2015). Boughrara, Adel ; Ben Rejeb, Aymen.
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    RePEc:bor:bistre:v:15:y:2015:i:3:p:161-179.

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17. Financial integration in emerging market economies: effects on volatility transmission and contagion. (2014). Boughrara, Adel ; Ben Rejeb, Aymen.
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    RePEc:pra:mprapa:61519.

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18. Financial market interdependencies: a quantile regression analysis of volatility spillover. (2014). mongi, arfaoui ; Ben Rejeb, Aymen ; Arfaoui, Mongi.
    In: MPRA Paper.
    RePEc:pra:mprapa:61516.

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19. Co-Movement of Pakistan Stock Exchange with India, S&P 500 and Nikkei 225: A Time-frequency (Wavelets) Analysis. (2014). Ahmed, Tanveer ; Shahzad, Syed Jawad Hussain, ; Khalid, Saniya ; Zakaria, Muhammad ; Rehman, Mobeen ur .
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20. Industry Premiums and Systematic Risk under Terror: Empirical Evidence from Pakistan. (2014). Ahmad, Tanveer ; Shahzad, Syed Jawad Hussain, ; Rehman, Mobeen ur .
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21. The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis. (2014). Masih, Abul ; Bakar, Norhidayah Abu ; Masih, Abul Mansur M., .
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22. Financial Analysis of Industrial Portfolios in Pakistan: A Comparative Analysis of Pre 9/11 and Post 9/11Period. (2014). Iqbal, Javed ; Chang, Bisharat .
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23. Co-movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches. (2014). Tiwari, Aviral ; Arouri, Mohamed ; Uddin, Gazi Salah.
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24. Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013. (2014). Darné, Olivier ; Charles, Amelie.
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25. Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013. (2014). Darné, Olivier ; CHARLES, Amelie.
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26. Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects. (2014). Stasinakis, Charalampos ; Sermpinis, Georgios ; Dunis, Christian.
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27. Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis. (2014). Aloui, Chaker ; Hkiri, Besma.
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28. European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings. (2013). Siriopoulos, Costas ; Papadamou, Stephanos ; Kollias, Christos.
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29. Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility. (2013). Ben Rejeb, Aymen.
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30. The Effect of Terrorist Incidents on Capital Flows. (2013). Stanisic, Dragana ; Filer, Randall.
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31. Output Growth and Its Volatility: The Gold Standard through the Great Moderation. (2012). Miller, Stephen ; Fang, WenShwo.
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32. Output Growth and Its Volatility: The Gold Standard through the Great Moderation. (2012). Miller, Stephen ; Fang, Wen Shwo .
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34. Estimating GARCH volatility in the presence of outliers. (2012). Ruiz, Esther ; Peña, Daniel ; Carnero, M. Angeles ; Pea, Daniel.
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35. The Effect of Terrorist Incidents on Capital Flows. (2012). Stanisic, Dragana ; Filer, Randall.
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36. Income and time related effects in EKC. (2011). Musolesi, Antonio ; Mazzanti, Massimiliano.
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37. Events that marked tourism in Portugal. (2010). Rodrigues, Paulo ; Andraz, Jorge.
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38. Effets des points aberrants sur les tests de normalité et de linéarité. Applications à la bourse de Tokyo. (2010). El Montasser, Ghassen ; Houfi, Mohamed Ali.
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39. Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets. (2010). Gupta, Rakesh ; Guidi, Francesco.
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40. Carbon Abatement Leaders and Laggards Non Parametric Analyses of Policy Oriented Kuznets Curves. (2010). Musolesi, Antonio ; Mazzanti, Massimiliano.
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41. Terrorism activity, investor sentiment, and stock returns. (2010). Drakos, Konstantinos.
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42. Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited. (2009). Miller, Stephen ; Fang, Wen Shwo .
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43. Modeling the volatility of real GDP growth: The case of Japan revisited. (2009). Miller, Stephen ; Fang, Wen Shwo .
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44. Big Questions, Little Answers: Terrorism Activity, Investor Sentiment and Stock Returns. (2009). Drakos, Konstantinos.
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45. Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited. (2008). Miller, Stephen ; Fang, WenShwo.
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46. Cointegration and dynamic linkages of international stock markets: an emerging market perspective. (2008). Ahmed, Walid.
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47. Estimating and Forecasting GARCH Volatility in the Presence of Outiers. (2008). Ruiz, Esther ; Peña, Daniel ; Carnero, M. Angeles ; Pea, Daniel.
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48. 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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49. Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models. (2007). Härdle, Wolfgang ; Cizek, Pavel ; Spokoiny, V..
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50. Stock exchanges industry consolidation and shock transmission.. (2006). Idier, Julien.
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