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Multivariate stochastic volatility model with realized volatilities and pairwise realized correlations

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Correlations between oil and stock markets : a wavelet-based approach

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Correlation meets causality : a holistic measure of financial contagion

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Econometric and stochastic general equilibrium models for evaluation of economic policies

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Some distribution theory results for a regression model

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Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching

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Testing the conventional and Islamic financial market contagion : evidence from wavelet analysis

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Contagion among select global equity markets : a time-frequency analysis

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A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets

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