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Long memory or regime switching in volatility? : evidence from high-frequency returns on the U.S. stock indices
Gao, Guangyuan, (2020)
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan, (2020)
Breaks and outliers when modelling the volatility of the U.S. stock market
Chatzikonstanti, Vasiliki, (2017)
Monetary policy shocks and interest rates : further evidence on the liquidity effect
Caporale, Tony, (1999)
The relationship between output variability and growth : evidence from post war UK data
Caporale, Tony, (1996)
Interest rate uncertainty and the founding of the Federal Reserve
Caporale, Tony, (1998)