1. Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress. (2022). Duprey, Thibaut ; Klaus, Benjamin.
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2. .

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3. Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR. (2021). Mikaliunaite, Ieva ; Cipollini, Andrea.
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4. Evaluating Financial System Stability Using Heatmap from Aggregate Financial Stability Index with Change Point Analysis Approach. (2021). , Nasrudin ; Gustiana, Apriliani.
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5. A FINANCIAL SYSTEMIC STRESS INDEX FOR ROMANIA. (2020). Stefoni, Sorina Emanuela ; Draghia, Andreea.
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6. The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier. (2020). Mansour-Ichrakieh, Layal.
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7. EURO PLUS PACT: THE GREEK CASE. (2020). Psychalis, Marios-Georgios.
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8. A Financial Stress Index for a Highly Dollarized Developing Country: The Case of Lebanon. (2019). Dagher, Leila ; el Hariri, Sadika ; Ishrakieh, Layal Mansour.
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9. An Assessment of the Stability and Diversity of the Nigerian Financial Service Sector. (2019). Adekunle, Wasiu ; Orekoya, Samuel ; Adegboro, Opeyemi Oluwole.
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10. The OFR Financial Stress Index. (2019). Monin, Phillip J.
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11. The role of geopolitical risks on the Turkish economy opportunity or threat. (2019). Zeaiter, Hussein ; Mansour-Ichrakieh, Layal.
    In: The North American Journal of Economics and Finance.
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12. Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables. (2018). Vouldis, Angelos ; Louzis, Dimitrios.
    In: Empirical Economics.
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13. Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2018). Kim, Hyeongwoo ; Shi, Wen.
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14. The Institute of Financial Economics Financial Stress Index (IFEFSI) for Lebanon. (2018). Dagher, Leila ; el Hariri, Sadika ; Ishrakieh, Layal Mansour.
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15. Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs. (2017). Louzis, Dimitrios.
    In: Empirical Economics.
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16. Financial Stress in the Czech Republic: Measurement and Effects on the Real Economy. (2017). Horvath, Roman ; Malega, Jan .
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17. Dating systemic financial stress episodes in the EU countries. (2017). Peltonen, Tuomas ; Klaus, Benjamin ; Duprey, Thibaut.
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18. Measuring spillover effects in Euro area financial markets: a disaggregate approach. (2015). Louzis, Dimitrios.
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19. Financial Stress Indices and Financial Crises. (2015). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob ; Vaiek, Boek ; Midkova, Kateina.
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20. Financial stress indices and financial crises. (2015). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob.
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21. Measuring financial stress – A country specific stress index for Finland. (2015). Huotari, Jarkko .
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22. Financial stress index: estimation and application in empirical researches in Ukraine. (2014). Vdovychenko, Artem ; Oros, Galyna .
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23. An index of financial market stress for the United Kingdom. (2014). Twomey, Cian ; Corbet, Shaen.
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24. Systemic Event Prediction by Early Warning System. (2014). Zigraiova, Diana ; Jakubík, Petr.
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25. Does linkage fuel the fire? The transmission of financial stress across the markets. (2014). Deesomsak, Rataporn ; Chau, Frankie .
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26. The European Financial Market Stress Index. (2014). Corbet, Shaen.
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27. Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach. (2014). Louzis, Dimitrios.
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28. An indicator of systemic liquidity risk in the Italian financial markets. (2014). Nobili, Stefano ; Iachini, Eleonora .
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29. The Latvian financial stress index as an important element of the financial system stability monitoring framework. (2013). Titarenko, Deniss ; Sinenko, Nadeda ; Arin, Mikus .
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30. Disentangling diverse measures: a survey of financial stress indexes. (2012). Owyang, Michael ; Kliesen, Kevin ; Vermann, Katarina E..
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31. CISS - a composite indicator of systemic stress in the financial system. (2012). Lo Duca, Marco ; Kremer, Manfred ; Hollo, Daniel .
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32. Early Warning Indicators of Economic Crises: Evidence from a Panel of 40 Developed Countries. (2011). Vašíček, Bořek ; Smidkova, Katerina ; Rusnák, Marek ; Matějů, Jakub ; Havranek, Tomas ; Babecký, Jan ; Vasicek, Borek ; Babecky, Jan.
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2. Market risk of BRIC Eurobonds in the financial crisis period. (2015). VORTELINOS, DIMITRIOS ; Lakshmi, Geeta .
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3. A comparison of implied and realized volatility in the Nordic power forward market. (2015). Molnár, Peter ; Haugom, Erik ; Westgaard, Sjur ; Molnar, Peter ; Birkelund, Ole Henrik ; Opdal, Martin .
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4. Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. (2013). Vacha, Lukas ; Baruník, Jozef.
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5. Parametric Inference and Dynamic State Recovery from Option Panels. (2012). Andersen, Torben ; Fusari, Nicola ; Todorov, Viktor.
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6. A nonparametric GARCH model of crude oil price return volatility. (2012). Suardi, Sandy ; Hou, Aijun .
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7. A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices volatility forecasting models. (2012). Xu, Bing ; Ouenniche, Jamal.
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8. Liquidity and Market Microstructure Noise: Evidence from the Pekao Data. (2010). Doman, Magorzata .
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9. Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility. (2008). Bos, Charles.
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10. Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models. (2008). Racicot, François-Éric ; Coen, Alain ; Theoret, Raymond.
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11. Dynamic Correlations and Optimal Hedge Ratios. (2007). Bos, Charles ; Gould, Phillip .
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12. Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria. (2007). Gallo, Giampiero ; Brownlees, Christian.
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13. Modeling Financial Return Dynamics by Decomposition. (2007). Gospodinov, Nikolay ; Anatolyev, Stanislav.
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14. Realized jumps on financial markets and predicting credit spreads. (2006). Zhou, Hao ; Tauchen, George.
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15. Order Submission: The Choice between Limit and Market Orders. (2005). Lo, Ingrid ; Sapp, Stephen G..
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16. Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric.
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17. Asymmetry, Loss Aversion and Forecasting. (2004). Bond, Shaun A. ; Satchell, Stephen E..
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18. The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests. (2004). Ghysels, Eric ; Andreou, Elena.
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19. Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric.
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20. El índice VIX para la predicción de la volatilidad: un estudio internacional.. (2004). Rubio, Javier Giner ; Marrero, Sandra Morini.
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21. Risk and Volatility: Econometric Models and Financial Practice. (2004). Engle, Robert.
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22. Consistent Preordering with an Estimated Criterion Function, with an Application to the Evaluation and Comparison of Volatility Models. (2003). .
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23. Parametric and Nonparametric Volatility Measurement. (2002). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
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24. Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities. (2002). Meddahi, Nour ; Bollerslev, Tim ; Andersen, Torben.
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25. ARMA Representation of Integrated and Realized Variances. (2002). Meddahi, Nour.
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26. Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics. (2002). Neely, Christopher ; Weller, Paul A..
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27. ARMA Representation of Integrated and Realized Variances. (2002). Meddahi, Nour.
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28. ARMA Representation of Two-Factor Models. (2002). Meddahi, Nour.
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29. Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities. (2002). Meddahi, Nour ; Bollerslev, Tim ; Andersen, Torben.
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30. Analytic Evaluation of Volatility Forecasts. (2002). Meddahi, Nour ; Bollerslev, Tim ; Andersen, Torben.
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31. Testing Normality: A GMM Approach. (2002). Meddahi, Nour ; Bontemps, Christian.
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34. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
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36. Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics. (2001). Neely, Christopher ; Weller, Paul A..
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37. Modelling Scale-Consistent VaR with the Truncated Lévy Flight. (2001). Wolff, Christian ; Lehnert, Thorsten.
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38. A Theoretical Comparison Between Integrated and Realized Volatilities. (2001). Meddahi, Nour.
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39. Detecting Mutiple Breaks in Financial Market Volatility Dynamics. (2001). Ghysels, Eric ; Andreou, Elena.
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43. Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
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44. When Should Time be Continuous? Volatility Modeling and Estimation of High-Frequency Data. (2000). Fang, Yue.
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45. Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results. (2000). Ghysels, Eric ; Andreou, Elena.
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46. Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
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47. Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think. (1999). Diebold, Francis ; Brandt, Michael ; Alizadeh, Sassan.
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48. (Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
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49. Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
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50. The Distribution of Exchange Rate Volatility. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
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