1. The Impact of Geopolitical Risks on Equity Markets and Financial Stress: A Comparative Analysis of Emerging and Advanced Economies. (2025). Nasouri, Amirali.
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2. Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks. (2025). GUPTA, RANGAN ; Plakandaras, Vasilios ; Ji, Qiang ; Foglia, Matteo.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004604.

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3. Connectedness between traditional finance, cryptocurrencies and DeFi in the post COVID period. (2025). Sala, Carlo ; Parrondo, Luz.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001618.

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4. Environmental attention and the predictability of crude oil volatility: Evidence from a new MIDAS multifractal model. (2025). Dong, Xin ; Gong, Jinguo ; Wang, Qin.
   In: Energy Economics.
   RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000507.

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5. Stock market volatility and multi-scale positive and negative bubbles. (2025). Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian ; Nielsen, Joshua.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002250.

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6. Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Liphadzi, Asingamaanda.
   In: Working Papers.
   RePEc:pre:wpaper:202424.

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7. Gold, platinum and the predictability of bubbles in global stock markets. (2024). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Nielsen, Joshua.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001752.

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8. Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; del Fava, Santino ; Rognone, Lavinia.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416.

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9. Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Nielsen, Joshua.
   In: Energy Economics.
   RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403.

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10. Technological shocks and stock market volatility over a century. (2024). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000951.

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11. Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895.

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12. Policy uncertainty and stock market volatility revisited: The predictive role of signal quality. (2023). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:42:y:2023:i:8:p:2307-2321.

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13. Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets. (2023). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Nielsen, Joshua.
    In: Working Papers.
    RePEc:pre:wpaper:202317.

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14. Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
    In: Working Papers.
    RePEc:pre:wpaper:202308.

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15. Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; Gabauer, David ; Balcilar, Mehmet.
    In: Mathematics.
    RePEc:gam:jmathe:v:11:y:2023:i:9:p:2077-:d:1134393.

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16. Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; lucey, brian ; Kumar, Satish.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983.

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17. 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.
    RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314.

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18. Dynamic spillovers and portfolio risk management between defi and metals: Empirical evidence from the Covid-19. (2023). Yousaf, Imran ; Ali, Shoaib ; Ijaz, Muhammad Shahzad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003835.

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19. Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development. (2023). GUPTA, RANGAN ; Caraiani, Petre ; Nielsen, Joshua ; Nel, Jacobus.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:78:y:2023:i:c:p:133-155.

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20. Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). GUPTA, RANGAN ; van Eyden, Renee ; Nielsen, Joshua ; Bouri, Elie.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187.

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21. Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:1:p:134-157.

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22. Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries. (2022). GUPTA, RANGAN ; van Eyden, Renee ; Nielsen, Joshua ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202256.

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23. Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
    In: Working Papers.
    RePEc:pre:wpaper:202232.

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24. The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index. (2022). Rossini, Luca ; GUPTA, RANGAN ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202229.

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25. Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility). (2022). GUPTA, RANGAN ; Gabauer, David ; Karmakar, Sayar ; Nielsen, Joshua.
    In: Working Papers.
    RePEc:pre:wpaper:202228.

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26. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:202217.

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27. Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202211.

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28. Oil shocks and volatility of green investments: GARCH-MIDAS analyses. (2022). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh.
    In: MPRA Paper.
    RePEc:pra:mprapa:113707.

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29. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:22:p:8436-:d:969735.

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30. Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Yousaf, Imran ; Beljid, Makram ; Chaibi, Anis ; al Ajlouni, Ahmed.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

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31. Oil shocks and volatility of green investments: GARCH-MIDAS analyses. (2022). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002379.

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32. Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication. (2022). Yousaf, Imran ; Yarovaya, Larisa.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000217.

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33. Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gabauer, David.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s105752192200254x.

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34. Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
    In: Energy Economics.
    RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001128.

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35. Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach. (2022). Salisu, Afees ; Olaniran, Abeeb ; Ogbonna, Ahamuefula ; Lasisi, Lukman.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001024.

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36. Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163.

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37. Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective. (2021). GUPTA, RANGAN ; Bouri, Elie ; Liu, Rui Peng.
    In: Working Papers.
    RePEc:pre:wpaper:202178.

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38. The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses. (2021). GUPTA, RANGAN ; Yeganegi, Mohammad Reza ; Hassani, Hossein.
    In: Working Papers.
    RePEc:pre:wpaper:202169.

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39. Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
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40. Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries. (2021). Ji, Qiang ; GUPTA, RANGAN ; Cepni, Oguzhan.
    In: Working Papers.
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41. Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Working Papers.
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42. Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
    In: Working Papers.
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43. Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data. (2021). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN.
    In: Working Papers.
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44. Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models. (2021). You, Yu ; GUPTA, RANGAN ; Demirer, Riza ; Li, HE.
    In: Working Papers.
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45. Is the choice of the candlestick dimension relevant in econophysics?. (2021). , Rodrigo ; de Resende, Charlene C ; Bosco, A R.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005069.

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46. Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach. (2021). Salisu, Afees ; GUPTA, RANGAN.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:48:y:2021:i:c:s1044028319303503.

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47. Time-varying pattern causality inference in global stock markets. (2021). Gao, Xiangyun ; Wu, Tao ; An, Sufang ; Liu, Siyao.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001423.

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48. Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Energy.
    RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814.

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49. What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models. (2021). Garc, Andr'Es.
    In: Papers.
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50. Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions. (2020). Salisu, Afees ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie.
    In: Working Papers.
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51. The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach. (2020). Salisu, Afees ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie.
    In: Working Papers.
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52. The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach. (2020). Salisu, Afees ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273.

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53. Does financial development have a non-linear impact on energy consumption? Evidence from 30 provinces in China. (2020). Wang, You ; Gong, XU.
    In: Energy Economics.
    RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301857.

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1. Optimal Versus Naive Diversification in Commodity Futures Markets. (2025). Schuhmacher, Frank ; Auer, Benjamin R ; Heide, Max.
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2. Decoding financial markets: Empirical DGPs as the key to model selection and forecasting excellence – A proof of concept. (2025). Stanisic, Nikola ; Sharma, Abhishek ; Koji, Milena ; Vogl, Markus.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:666:y:2025:i:c:s0378437125001943.

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3. Assessment of Portfolio Credit Risk under Dynamic Default Correlation. (2025). Matveev, Aleksandr.
   In: Russian Journal of Money and Finance.
   RePEc:bkr:journl:v:84:y:2025:i:1:p:129-142.

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4. Improved robust price bounds for multi-asset derivatives under market-implied dependence information. (2024). Lütkebohmert, Eva ; Ansari, Jonathan ; Sester, Julian ; Neufeld, Ariel ; Lutkebohmert, Eva.
   In: Finance and Stochastics.
   RePEc:spr:finsto:v:28:y:2024:i:4:d:10.1007_s00780-024-00539-z.

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5. Core-satellite investing with commodity futures momentum. (2024). Stadtmuller, Immo ; Schuhmacher, Frank ; Auer, Benjamin R.
   In: Journal of Asset Management.
   RePEc:pal:assmgt:v:25:y:2024:i:3:d:10.1057_s41260-024-00352-5.

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6. Asset allocation, limited participation and flight‐to‐quality under ambiguity of correlation. (2023). Wang, Yanjie ; Zhang, Shunming ; Huang, Helen Hui.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4604-4626.

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7. From Black Wednesday to Brexit: Macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom. (2023). Gottschalk, Sylvia.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2843-2873.

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8. Dynamic correlation and risk resonance among industries of Chinese stock market: New evidence from time–frequency domain and complex network perspectives. (2023). Li, Jiang-Cheng ; Zhong, Guang-Yan ; Tao, Chen.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:614:y:2023:i:c:s0378437123001139.

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9. Correlation scenarios and correlation stress testing. (2023). Packham, N ; Woebbeking, F.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:205:y:2023:i:c:p:55-67.

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10. Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. (2023). Wadud, Sania ; Lee, Seungho ; Durand, Robert B ; Gronwald, Marc.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000844.

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11. Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framework. (2023). Vogl, Markus.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010633.

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12. Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information. (2023). Sester, Julian ; Ansari, Jonathan ; Lutkebohmert, Eva ; Neufeld, Ariel.
    In: Papers.
    RePEc:arx:papers:2204.01071.

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13. Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets. (2023). Mugrabi, Farah.
    In: LIDAM Discussion Papers LFIN.
    RePEc:ajf:louvlf:2023001.

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14. Forecasting risk measures based on structural breaks in the correlation matrix. (2022). Duan, Fang.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:945.

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15. Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019). (2022). Vogl, Markus.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:2:y:2022:i:12:d:10.1007_s43546-022-00359-3.

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16. Volatility spillover and dynamic co-movement of foreign direct investment between Malaysia and China and developed countries. (2022). Kogid, Mori ; Lily, Jaratin ; Alin, James M ; Mulok, Dullah ; Asid, Rozilee.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:56:y:2022:i:1:d:10.1007_s11135-021-01123-9.

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17. On the benefits of active stock selection strategies for diversified investors. (2022). Stadtmuller, Immo ; Schuhmacher, Frank ; Auer, Benjamin R.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:85:y:2022:i:c:p:342-354.

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18. Credit booms and crisis-emergent asset comovement: The problem of latent correlation. (2022). Giménez Roche, Gabriel ; Chibane, Messaoud ; Gimenez, Gabriel A ; Gabriel, Amadeus.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:85:y:2022:i:c:p:270-279.

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19. Change-point problems for multivariate time series using pseudo-observations. (2022). Bahraoui, Tarik ; Remillard, Bruno N ; Nasri, Bouchra R.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:187:y:2022:i:c:s0047259x21001354.

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20. Controversy in financial chaos research and nonlinear dynamics: A short literature review. (2022). Vogl, Markus.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006543.

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21. Correlation scenarios and correlation stress testing. (2022). Packham, N ; Woebbeking, F.
    In: Papers.
    RePEc:arx:papers:2107.06839.

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22. Correlation scenarios and correlation stress testing. (2021). Packham, Natalie ; Woebbeking, Fabian.
    In: IRTG 1792 Discussion Papers.
    RePEc:zbw:irtgdp:2021012.

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23. Estimating and forecasting dynamic correlation matrices: A nonlinear common factor approach. (2021). Yang, Yuhong ; Zhang, Yongli ; Rolling, Craig.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:183:y:2021:i:c:s0047259x20302918.

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24. Correlation regimes in international equity and bond returns. (2021). Martinez, Oscar ; Aslanidis, Nektarios.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:97:y:2021:i:c:p:397-410.

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25. Cross-ownership as a structural explanation for rising correlations in crisis times. (2021). Bertschinger, Nils ; Araneda, Axel A.
    In: Papers.
    RePEc:arx:papers:2112.04824.

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26. Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection. (2020). Santos, Andre ; Ruiz, Esther ; Moura, Guilherme V.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301485.

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27. A self-normalization test for correlation change. (2020). Choi, Ji-Eun ; Shin, Dong Wan.
    In: Economics Letters.
    RePEc:eee:ecolet:v:193:y:2020:i:c:s016517651930045x.

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28. Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors. (2020). Maouchi, Youcef ; Charfeddine, Lanouar ; Benlagha, Noureddine.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:85:y:2020:i:c:p:198-217.

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29. The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; DAS, SONALI ; Mangisa, Siphumlile.
    In: Working Papers.
    RePEc:pre:wpaper:201908.

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30. The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; DAS, SONALI ; Mangisa, Siphumlile.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:50:y:2019:i:c:p:132-147.

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31. A factor-model approach for correlation scenarios and correlation stress testing. (2019). Packham, N ; Woebbeking, C F.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:101:y:2019:i:c:p:92-103.

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32. A factor-model approach for correlation scenarios and correlation stress-testing. (2019). Packham, Natalie ; Woebbeking, Fabian.
    In: Papers.
    RePEc:arx:papers:1807.11381.

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33. Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities. (2018). GUPTA, RANGAN ; Demirer, Riza ; Twala, Zintle.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:10:y:2018:i:2:p:120-132.

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34. Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities. (2018). GUPTA, RANGAN ; Demirer, Riza ; Twala, Zintle.
    In: Working Papers.
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35. Global risk aversion and emerging market return comovements. (2018). Omay, Tolga ; Demirer, Riza ; Yuksel, Aydin.
    In: Economics Letters.
    RePEc:eee:ecolet:v:173:y:2018:i:c:p:118-121.

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36. Volatility as an Alternative asset Class: Does It Improve Portfolio Performance?. (2017). Guidolin, Massimo ; Caloiero, Elvira.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp1763.

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