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EU stock markets vs. Germany, UK and US : analysis of dynamic comovements using time-varying DCCA correlation coefficients
Tilfani, Oussama, (2020)
Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods
Sehgal, Sanjay, (2017)
Modelling long run comovements in equity markets : a flexible approach
Martins, Luís Filipe, (2014)
A comparative analysis on international portfolio flows to Asian stock markets with a nonlinear perspective
Koy, Ayben, (2018)
International credit default swaps market during European crisis : a Markov switching approach
Koy, Ayben, (2017)
Regime switching mechanism during energy futures' price bubbles
Koy, Ayben, (2022)