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Sep 27 2017 Riadh El Abed
  On the Co-movements among East Asian Foreign Exchange Markets: A Multivariate FIAPARCH-DCC approach
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Mar 20 2017 Mirzosaid Sultonov
  The impacts of the oil price fall on the exchange rates of ASEAN-5: Evidence from the 2014 oil price shock
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Jun 11 2016 Mirzosaid Sultonov
  Dynamic conditional correlation and causality relationship among foreign exchange, stock and commodity markets: Evidence from 2014 Russian financial crisis
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Mar 29 2015 Dimitrios P. Louzis
  The economic value of flexible dynamic correlation models
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Mar 31 2014 Khaled GUESMI and Salma FATTOUM
  The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach
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Dec 23 2013 Bruno Milani and Paulo Sergio Ceretta
  Do Brazilian REITs depend on Real Estate sector companies or Overall Market?
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Jun 24 2013 Elie I Bouri
  Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications
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Aug 01 2012 Takuji Kinkyo
  De facto exchange rate regimes in post-crisis Asia
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Jan 29 2012 Go Tamakoshi , Yuki Toyoshima and Shigeyuki Hamori
  A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis
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Jan 11 2012 Takashi Miyazaki , Yuki Toyoshima and Shigeyuki Hamori
  Exploring the dynamic interdependence between gold and other financial markets
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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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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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