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Asset prices with stochastic volatilities and a UIP puzzle

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IPO underpricing analysis using a selection model : Korean evidence

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Time-varying comovement of stock and treasury bond markets in Europe : a quantile regression approach

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Non-normal errors or nonlinearity? : performance of unit root tests

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A comment on interest rate pass-through : a non-normal approach

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Does the traditional exchange rate fully explain firms' exposure?

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Stationarity and cointegration of health care expenditure and GDP : evidence from tests with smooth structural shifts

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More powerful threshold cointegration tests

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Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market

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