Determinants of Time Varying Co-movements among International Stock Markets during Crisis and Tranquil Periods(with Mobarek, A., Bobarek, B., Muradoglu,G.,)

Journal of Financial Stability 2016, 24, 1-11. Published paper; SSRN version

Macro-Finance Determinants of the Long-Run Stock-Bond Correlations: The DCC-MIDAS Specification(with Hossein Asgharain, Charlotte Christiansen)

Journal of Financial Econometrics 2016, 14 (3), 617-642. Published paper; SSRN version

Effective of Macroeconomic Uncertainty on the stock and bond markets (with Hossein Asgharain, Charlotte Christiansen)

Finance Research Letters 2015,Vol. 13, No. May, p.10-16.  Published paper; SSRN version

Importance of the Macroeconomic Variables for Volatility Prediction: A GARCH-MIDAS Approach (with Hossein Asgharian and Javed Farrukh)

Journal of Forecasting 2013, 32, 7, p.600-612 Published paper; Working paper version

EMU Equity Markets' Return Varianceand Spill Over Effects from Short-term Interest Rates

Quantitative Finance 2013, Vol. 13, No.3,451-470  Published paper; SSRN version

Asymmetry Effects in Chinese Stock Markets Volatility: A Generalized Additive Nonparametric Approach

Journal of international Financial Markets 2013 , Institutions & Money, Vol. 23, February, 12-32. Published paper; Working paper version

A NonParametrical GARCH Model of Crude Oil Price Return Volatility(with Sandy Suardi)

Energy Economics 2012, Vol. 34, Nr. 2, 618-626. Published paper

VIX Futures Calendar Spreads (with Lars Norden)

 Journal of Futures Markets, 2018, Vol 38, Page 822-838.  Published paper; SSRN version

Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing

(with Hossein Asgharain, Charlotte Christiansen and Weining Wang)

Journal of International Financial Markets, Institutions, and Money, forthcoming; SSRN version

Hedge and Safe Haven Investing with Investment Styles (with Ian Khrashchevskyi, Jarkko Peltomäki) 

Journal of Asset Management (2019), Vol. 20, no 5, p. 351-364