Selected recent publications
The integration of the Credit Default Swap markets during the US subprime crisis: Dynamic correlation analysis, Journal of International Financial Markets, Institutions & Money, 2012, 22, 1-15, with T. Moore.
Asymmetry in Return Reversals or Asymmetry in Volatility? – New evidence from new markets, Quantitative Finance, 2011, 11(2), 271-285, with P.J. Wang
Price and volatility spillovers between the Greater China markets and the developed markets of US and Japanese, Global Finance Journal, 2010, 21(2), 304-317, with P.J.Wang
Sudden changes in volatility: the case of five central European markets, Journal of International Financial Markets, Institutions & Money, 2009, 19(2), 33-46, with T. Moore.
Does a “correct” parameter estimate tell a better story about foreign exchange market efficiency? Journal of International Money and Finance, 2009, 28, 183-197, with P.J.Wang
Real convergence and the new EU member states: a new perspective on real interest parity, Journal of Emerging Market Finance, 2008, 7(3), 215-36, with Mark Holmes.
Stock Market Integration for the Transition Economies: Dynamic Conditional Correlation Approach, The Manchester School, 2008, 76(s1), 116-133, with T. Moore