Asymmetric Volatility Spillover Between European Equity and Foreign Exchange Markets: Evidence From The Frequency Domain [under review for publication]
The Dynamic Dependence Structure Between U.S. Equity Market Performance and Dollar Strength [updated draft to be posted soon]
Warshaw, Evan (2019). Extreme Dependence and Risk Spillovers Across North American Equity Markets. The North American Journal of Economics and Finance. Vol. 47, pp. 237-251.
Warshaw, Evan (2016). Parallel Currency Markets and The Monetary Exchange Rate Model: A VECM Application to Turkey Over 1987-1998. Eastern European Economics. Vol. 54, No. 6, pp. 473-488.