Jan 08 2013 Aymen Ben Rejeb   Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility   Abstract  Contact Information  Citation  Full Text  -  Note   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   May 20 2012 Aymen Belgacem and Amine Lahiani   More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 27 2011 Go Tamakoshi   European sovereign debt crisis and linkage of long-term government bond yields   Abstract  Contact Information  Citation  Full Text  -  Note   May 15 2011 Fardous Alom , Bert D Ward and Baiding Hu   Cross country mean and volatility spillover effects of food prices: multivariate GARCH analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 02 2011 Fernanda G Barba and Paulo S Ceretta   Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 08 2010 Kamel malik Bensafta   Non-stationary Variance and Volatility Causality   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 05 2009 Ching-Chun Wei   An Empirical Analysis of the Taiwan Institutional Trading Volume Volatility Spillover on Stock Market Index Return   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 10 2008 Ching-Chun Wei   The analysis of interest rate mean and volatility spillover to the industrial production index and stock markets: The case of China   Abstract  Contact Information  Citation  Full Text  -  Note   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   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 15 2007 Yen-Hsien Lee and Chien-Liang Chiu   The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result