- Contagion among Central and Eastern European Stock Markets during the Financial Crisis2013 | Faculty of Social Sciences
- Value-at-risk in central and eastern european stock market : an empirical investigation using symmetric and asymmetric garch models2010 | Faculty of Social Sciences
- Contagion across and integration of Central and Eastern European stock markets: evidence from intraday data2006 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance2018 | Publication without faculty affiliation