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Mar 05 2013 Khaled Guesmi , Mohamed Hedi Arouri , Ilyes Abid and Frédéric Teulon
  On the Determinants of Equity International Risk Premium: Are Emerging Zones Different?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Aug 01 2012 Takuji Kinkyo
  De facto exchange rate regimes in post-crisis Asia
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Jul 03 2012 João Caldeira , Guilherme Moura and André A.P. Santos
  Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Oct 24 2011 Tolga Omay
  The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence
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Sep 12 2011 Khaled Guesmi
  What Drives the Regional Integration of Emerging Stock Markets?
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May 15 2011 Fardous Alom , Bert D Ward and Baiding Hu
  Cross country mean and volatility spillover effects of food prices: multivariate GARCH analysis
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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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Apr 21 2010 Arouri Mohamed El Hédi and Jawadi Fredj
  On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM
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May 04 2009 Jim Lee
  Food and Energy Prices in Core Inflation
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Oct 10 2008 Ching-Chun Wei
  Multivariate GARCH modeling analysis of unexpected U.S. D, Yen and Euro-dollar to Reminibi volatility spillover to stock markets
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Aug 02 2007 Venus Khim-Sen Liew , Wing-Keung Wong and Zhuo Qiao
  Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model
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Mar 18 2004 AROURI Mohamed El Hedi
  The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk.
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