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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy, (2002)
Long memory or regime switching in volatility? : evidence from high-frequency returns on the U.S. stock indices
Gao, Guangyuan, (2020)
Mean aversion in and persistence of shocks to the US dollar : evidence from nine foreign currencies
Azar, Samih Antoine, (2013)
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)
The Fischer Black hypothesis : some time-series evidence
Caporale, Tony, (1997)