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Issue Date	Title	Author(s)
2013	Applying value at risk and expected shortfall to time-discrete financial time series model	Tanti, Maria (2013)
2016	Approaching EUR/CHF exchange rate volatility in Albanian market	Todri, Ardita
2021	A Bayesian approach to measuring risk on portfolios with many assets	Bonello, Samuel (2021)
2022	A Bayesian approach to measuring risk on portfolios with many assets	Bonello, Samuel; Suda, David; Borg Inguanez, Monique
2024	A Bayesian asymmetric approach to modelling volatility on portfolios with many assets	Suda, David; Borg Inguanez, Monique; Camilleri, Matthew
2021	COVID-19 pandemic : stock markets situation in European ex-communist countries	Zebrowska-Suchodolska, Dorota; Karpio, Andrzej; Kompa, Krzysztof
2021	The degree of integration of the Bulgarian and Croatian equity markets into the Eurozone share equity market	Bukowska, Joanna
2021	The degree of integration of the Bulgarian and Croatian government bond markets into the Eurozone government bond market	Bukowska, Joanna
2022	The dynamic connectedness between risk and return in the Fintech market of India : evidence using the GARCH-M approach	Bhatnagar, Mukul; Özen, Ercan; Taneja, Sanjay; Grima, Simon; Rupeika-Apoga, Ramona
2009	The effect of mergers and acquisitions on the performance of companies – the Greek case of Ioniki-Laiki Bank and Pisteos Bank	Maditinos, Dimitrios; Theriou, Nikolaos G.; Demetriades, Efstathios
2010	Equity interconnections in major European markets	Alexakis, Panayiotis; Vasila, Anna
2013	A financial econometric analysis of the determinants of interest rate risk in the US	Arize, Augustine; Christofi, Andreas; Kallianiotis, Ioannis N.; Malindretos, John; Scoulis, Moschos
2018	Forecasting of gold prices volatility with symmetric and asymmetric volatility models	Tetik, Metin
2017	Heavy-tailed distribution, GARCH models and the silver returns	Maree, Andrew; Card, Peter; Kidman, Paul
2020	The impact of exchange rate volatility on foreign direct investment inflows : evidence from south Asia	Jannat, Zerin
2020	Impact of macroeconomic variables on stock return volatility : evidence from Sub-Sahara Africa	Ali, Peter I.; Nzotta, Samuel M.; Akujuobi, A. B. C.; Nwaimo, Chilaka. E.
2014	Investigating causality effects in return volatility among five major futures markets in European countries with a Mediterranean connection	Özen, Ercan; Ozdemir, Letife; Grima, Simon; Bezzina, Frank
1999	The Japan yen foreign exchange volatility redux ; a dual relationship	Chionis, Dionysios P.; McDonald, Ronald
2008	Long memory in volatility. An investigation on the Central and Eastern European exchange rates	Bobeica, Gabriel; Bojesteanu, Elena
2014	Modeling volatility in the stock markets using GARCH models : European emerging economies and Turkey	Ugurlu, Erginbay; Thalassinos, Eleftherios; Muratoglu, Yusuf

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