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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy, (2002)
Forecasting exchange rate volatility : the superior performance of conditional combinations of time series and option implied forecasts
Benavides, Guillermo, (2012)
Mean aversion in and persistence of shocks to the US dollar : evidence from nine foreign currencies
Azar, Samih Antoine, (2013)
The Fischer Black hypothesis : some time-series evidence
Caporale, Tony, (1997)
Interest rate uncertainty and the founding of the Federal Reserve
Caporale, Tony, (1998)
Monetary policy shocks and interest rates : further evidence on the liquidity effect
Caporale, Tony, (1999)