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1. Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach. (2020). Lemand, Ryan.
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2. Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis. (2016). Yfanti, Stavroula ; Karoglou, Michail ; Karanasos, Menelaos.
   In: International Review of Financial Analysis.
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3. What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets. (2016). Masih, Abul ; Dewandaru, Ginanjar ; Mansur, A.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:52:y:2016:i:pb:p:981-996.

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4. Financial Contagion in Latin America. (2015). Torres, Jhon ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Bejarano-Bejarano, Luis V. ; Torres-Gorron, Jhon E..
   In: Borradores de Economia.
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5. Measuring Contagion Risk in High Volatility State between Major Banks in Taiwan by Threshold Copula GARCH Model. (2014). Su, EnDer.
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6. Which Global Stock Indices Trigger Stronger Contagion Risk in the Vietnamese Stock Market? Evidence Using a Bivariate Analysis. (2013). wang, kuan min ; Lai, Hung-Cheng.
   In: Panoeconomicus.
   RePEc:voj:journl:v:60:y:2013:i:4:p:473-497.

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7. Measuring and Testing Tail Dependence and Contagion Risk between Major Stock Markets. (2013). Su, EnDer.
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8. Dynamic stock market covariances in the Eurozone. (2013). Suurlaht, Anita ; Connor, Gregory.
   In: Journal of International Money and Finance.
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9. Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?. (2013). Bhanumurthy, N R ; Ahmad, Wasim ; Sehgal, Sanjay.
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10. Dynamic Correlations Among Asset Classes: REIT and Stock Returns. (2012). Yildirim, Yildiray ; Yang, Yawei ; Case, Bradford.
    In: The Journal of Real Estate Finance and Economics.
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11. Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets. (2011). Kouretas, Georgios ; Syllignakis, Manolis N..
    In: International Review of Economics & Finance.
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12. Financial integration and currency risk premium in CEECs: Evidence from the ICAPM. (2011). Guillaumin, Cyriac ; Boubakri, Salem.
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13. How strong is the global integration of emerging market regions? An empirical assessment. (2011). Nguyen, Duc Khuong ; Guesmi, Khaled.
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14. Limited Information-Processing Capacity and Asymmetric Stock Correlations. (2010). Ceylan, Ozcan.
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15. Is there Evidence of Shift-Contagion in International Housing Markets?. (2010). malik, Sachin ; DE BANDT, OLIVIER.
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16. Regime switching based portfolio selection for pension funds. (2007). Frauendorfer, Karl ; Jacoby, Ulrich ; Schwendener, Alvin.
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17. Comovements in International Stock Markets. (2006). MORANA, CLAUDIO ; Beltratti, Andrea.
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18. Correlation dynamics in European equity markets. (2006). Potì, Valerio ; Poti, Valerio.
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19. Price and Volatility Transmission across Borders. (2006). Karolyi, G. ; Gagnon, Louis.
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20. Correlation Dynamics in European Equity Markets. (2005). Potì, Valerio ; Poti, Valerio.
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21. Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets. (2004). Potì, Valerio ; Poti, Valerio.
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22. Asymmetry, Loss Aversion and Forecasting. (2004). Satchell, Stephen E. ; Bond, Shaun A..
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23. Stress-testing financial systems: an overview of current methodologies. (2004). Sorge, Marco.
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24. Evaluating Portfolio Policies: A Duality Approach. (2003). Kogan, Leonid ; Haugh, Martin B. ; Wang, Jiang.
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25. Contagion and interdependence in stock markets: Have they been misdiagnosed?. (2003). Pelizzon, Loriana ; Billio, Monica.
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26. Asymmetric dynamics in the correlations of global equity and bond returns. (2003). Engle, Robert ; Cappiello, Lorenzo ; Sheppard, Kevin.
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27. Non-Linearities, Regime Switching and the Relationship Between Asian Equity and Foreign Exchange Markets. (2002). Holmes, Mark ; Nabil, Maghrebi.
    In: International Economic Journal.
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28. Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon. (2002). Nilsson, Birger ; Graflund, Andreas .
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29. Financial Liberalization and the Changing Characteristics of Nordic Stock Returns. (2002). Nilsson, Birger.
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30. Conditional Dependency of Financial Series: The Copula-GARCH Model. (2002). Rockinger, Michael ; Jondeau, Eric.
    In: FAME Research Paper Series.
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31. The effects of the introduction of the euro on the volatility of European stock markets. (2002). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:10:p:2047-2064.

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32. Systemic Risk and International Portfolio Choice. (2002). Uppal, Raman ; Das, Sanjiv.
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33. More stylized facts of financial markets: leverage effect and downside correlations. (2001). Potters, Marc ; Bouchaud, Jean-Philippe.
    In: Science & Finance (CFM) working paper archive.
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34. More stylized facts of financial markets: leverage effect and downside correlations. (2001). Potters, Marc ; Bouchaud, Jean-Philippe.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:299:y:2001:i:1:p:60-70.

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35. Dynamic Asset Allocation with Event Risk. (2001). pan, jun ; LIU, JUN ; Longstaff, Francis.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
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36. Dynamic Choice and Risk Aversion. (2001). LIU, JUN.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
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37. Conditional Dependency of Financial Series: An Application of Copulas.. (2001). Rockinger, Michael ; Jondeau, Eric.
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38. Why Stocks May Disappoint. (2000). LIU, JUN ; Bekaert, Geert ; Ang, Andrew.
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39. Paying for minimum interest rate guarantees: Who should compensate who?. (2000). Sorensen, Carsten ; Jensen, Bjarne Astrup.
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40. Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability. (2000). Lynch, Anthony W..
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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41. The term structure of very short-term rates: New evidence for the expectations hypothesis. (2000). Longstaff, Francis ; Longstaff Francis A., .
    In: Journal of Financial Economics.
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42. Value-at-Risk: a multivariate switching regime approach. (2000). Pelizzon, Loriana ; Billio, Monica.
    In: Journal of Empirical Finance.
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43. Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?. (2000). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
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44. Extreme correlation of international equity markets. (2000). Longin, Franois ; Solnik, Bruno.
    In: HEC Research Papers Series.
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45. Extreme Correlation of International Equity Markets. (2000). Longin, Franois ; Solnik, Bruno H.
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46. Does Correlation between Stock Returns Really Increase during Turbulent Period?.. (2000). Jondeau, Eric ; Chesnay, F..
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47. Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets. (1999). Viceira, Luis ; Chacko, George.
    In: NBER Working Papers.
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48. The Distribution of Exchange Rate Volatility. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-059.

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49. Assessing the impact of short-sale constraints on the gains from international diversification. (1999). Wang, Zhenyu ; Sarkar, Asani ; Li, Kai.
    In: Staff Reports.
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50. Correlation Structure of International Equity Markets During Extremely Volatile Periods. (1998). Bruno, SOLNIK ; Franois, LONGIN.
    In: HEC Research Papers Series.
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