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Using a VECM to Test Exogeneity And

Predictability in International Asset Returns a Reexamination

Multivariate GARCH Modeling Analysis of Unexpected U.S. D, Yen and Euro-Dollar to Reminibi Volatility Spillover to Stock Markets

Forecasting Stock Market Volatility Using Nonlinear) Garch Models

Forecasting Stock Market Volatility and the Application of Volatility Trading Models

Volatility Analysis for Chinese Stock Market Using GARCH Model

Cointegrating Tests of Purchasing Power Parity Using ZNZ Patterned VECM