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   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 10 2011 Julien Chevallier   Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 08 2010 Kamel malik Bensafta   Non-stationary Variance and Volatility Causality   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 02 2010 Paulo Rodrigues and Paulo Esteves   Calendar effects in daily ATM withdrawals   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 17 2010 Julien Chevallier   EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 11 2010 Marcel Aloy , Mohamed Boutahar , Karine Gente and Anne Péguin-feissolle   Fractional integration and cointegration in stock prices and exchange rates   Abstract  Contact Information  Citation  Full Text  -  Note   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   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 28 2003 Olivier Darné   Maximum likelihood seasonal cointegration tests for daily data   Abstract  Contact Information  Citation  Full Text  -  Note