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Nov 05 2013 Julien Chevallier , Florian Ielpo and Ling-Ni Boon
  Common risk factors in commodities
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May 13 2013 Jean-yves Filbien , Fabien Labondance and Yann Echinard
  Macroeconomic, financial and institutional determinants of Eurozone sovereign crisis - Evidence from daily data
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 08 2012 Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen
  Oil-stock volatility transmission, portfolio selection and hedging
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Jan 10 2011 Julien Chevallier
  Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model
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Nov 08 2010 Kamel malik Bensafta
  Non-stationary Variance and Volatility Causality
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Oct 02 2010 Paulo Rodrigues and Paulo Esteves
  Calendar effects in daily ATM withdrawals
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Feb 17 2010 Julien Chevallier
  EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis
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Jan 11 2010 Marcel Aloy , Mohamed Boutahar , Karine Gente and Anne Péguin-feissolle
  Fractional integration and cointegration in stock prices and exchange rates
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Nov 13 2009 Manish Kumar
  A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Aug 02 2007 Roman Horvath
  Modelling Central Bank Intervention Activity under Inflation Targeting
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Jul 28 2003 Olivier Darné
  Maximum likelihood seasonal cointegration tests for daily data
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