Mar 17 2016 Riyad Abubaker   Consumption and Money Uncertainty at the Zero Lower Bound   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 20 2014 Franck Martin and Jiangxingyun Zhang   Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 01 2012 Takuji Kinkyo   De facto exchange rate regimes in post-crisis Asia   Abstract  Contact Information  Citation  Full Text  -  Note   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   Nov 08 2010 Kamel malik Bensafta   Non-stationary Variance and Volatility Causality   Abstract  Contact Information  Citation  Full Text  -  Note   May 04 2009 Jim Lee   Food and Energy Prices in Core Inflation   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   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   Abstract  Contact Information  Citation  Full Text  -  Note