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Real growth co-movements and business cycle synchronization in the GCC countries : evidence from time-frequency analysis
Aloui, Chaker, (2016)
On the globalization of stock markets : an application of Vector Error Correction model, mutual information and singular spectrum analysis to the G7 countries
Menezes, Rui, (2012)
Common trends and common cycles among interest rates on the G7-countries
Lindenberg, Nannette, (2012)
A new approach to causality in the frequency domain
Dalkir, Mehmet, (2004)
Revisiting stock market index correlations
Dalkir, Mehmet, (2009)
A NEW METHOD FOR ESTIMATING THE ORDER OF INTEGRATION OF FRACTIONALLY INTEGRATED PROCESSES USING BISPECTRA
Dalkir, Mehmet, (2005)