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Economic determinants of the correlation structure across international equity markets
Bracker, Kevin, (1999)
Stochastic correlation across international stock markets
Ball, Clifford A., (2000)
A flexible dynamic correlation model
Baur, Dirk, (2006)
Searching for indicators of foreign exchange market pressure : evidence from Greece
Karfakis, Costas I., (1999)
Asymmetries in the European monetary system : evidence from interest rates
Karfakis, Costas I., (1990)
Interest rate linkages within the European Monetary System : a time series analysis