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Regime-switching in emerging stock market returns
Assoé, Kodjovi G., (1998)
Financial liberalization, stock market volatility and outliers in emerging economies
Cuñado Eizaguirre, Juncal, (2009)
Inflation volatility and stock prices : evidence from ARCH effects
Alexakis, Panayotis, (1996)
Another visit to the Cagan model of money demand : the latest Russian experience
Choudhry, Taufiq, (1998)
Short-run deviations and volatility in spot and futures stock returns : evidence from Australia, Hong Kong, and Japan
Choudhry, Taufiq, (1997)
Stochastic trends and stock prices : an international inquiry
Choudhry, Taufiq, (1994)