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2. The dynamic relationship between the sovereign CDS market and the Eurozone sovereign bond market (classified by maturity): Contagion or Spillovers?. (2021). Amamou, Souhir Amri ; Hellara, Slaheddine.
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3. Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19. (2020). Corbet, Shaen ; Gunay, Samet ; Goodell, John W.
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4. Is There a Causal Relationship Between Financial Markets in Asia and the US?. (2017). Bhunia, Amalendu ; Yaman, Devrim.
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5. Sources of time varying return comovements during different economic regimes: evidence from the emerging Indian equity market. (2017). Poshakwale, Sunil S ; Mandal, Anandadeep.
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6. Effects of Common Factors on Dynamics of Stocks Traded by Investors with Limited Information Capacity. (2017). Wu, Songtao ; He, Jianmin ; Wang, Chao.
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7. On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries. (2012). Menezes, Rui ; Hassani, Hossein ; Dionisio, Andreia.
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8. Pruning a minimum spanning tree. (2012). Sandoval, Leonidas.
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9. Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates. (2012). Vermeulen, Robert ; Grammatikos, Theoharry.
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10. Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?. (2011). Nguyen, Duc Khuong ; BEN AISSA, Mohamed ; Aloui, Riadh.
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11. Pruning a Minimum Spanning Tree. (2011). SANDOVAL JUNIOR, LEONIDAS.
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12. Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks. (2011). Menezes, Rui ; Dioniso, Andreia .
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13. Gold and Financial Assets: Are There Any Safe Havens in Bear Markets?. (2010). Coudert, Virginie ; Raymond, Helene.
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    RePEc:cii:cepidt:2010-13.

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2. Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks. (2017). Bannigidadmath, Deepa ; Narayan, Paresh Kumar.
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8. Global equity market volatility spillovers: A broader role for the United States. (2016). Buncic, Daniel.
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10. Market perceptions of US and European policy actions around the subprime crisis. (2015). Otsubo, Yoichi ; Lehnert, Thorsten ; Grammatikos, Theoharry.
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13. Has there been any change in the comovement between the Chinese and US stock markets?. (2014). Li, Xiao-Ming ; Zhang, Bing.
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28. Information transmission and spillover in currency markets: A generalized variance decomposition analysis. (2007). Mansur, Iqbal ; Elyasiani, Elyas ; Kocagil, Ahmet E..
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29. Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets. (2006). Kräussl, Roman ; Kraussl, Roman ; Canto, Bea.
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31. The asymmetric reactions of mean and volatility of stock returns to domestic and international information based on a four-regime double-threshold GARCH model. (2006). Chen, Cathy W. S. ; Gerlach, Richard ; Yang, Mingjing ; Lo, Jim H. ; Chen, Cathy W. S., .
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43. Shock effects on stocks, bonds, and exchange rates. (2003). Fair, Ray.
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44. Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model. (2003). Chen, Cathy W. S. ; Chiang, Thomas ; So, Mike K. P., .
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46. Long and short term dynamic causal transmission amongst international stock markets. (2001). Masih, Abul ; Masih , Abul M. M., .
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48. Does More Market-Wide Information Originate While an Exchange is Open: Some Anomalous Evidence from the ASX. (2000). .
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49. Currency futures, news releases, and uncertainty resolution. (2000). Christie-David, Rohan ; Chaudhry, Mukesh.
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