Working Papers

Asymmetric Volatility Spillover Between European Equity and Foreign Exchange Markets: Evidence From The Frequency Domain [Paper]

Extreme Dependence and Risk Spillovers In North American Equity Markets [Paper]

The Dynamic Dependence Structure Between U.S. Equity Market Performance and Dollar Strength [Paper]

Peer-Reviewed Publications

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.