References

This folder holds the following references to publications, sorted by year and author.

There are 147 references in this bibliography folder.

Yim, W (Nov 2010).
Between Japanese economic sectors
Master thesis, Nanyang Technological University.

Eng, L (Apr 2010).
Financial Time Series Segmentation Based on Lévy Stable Distributions
Master thesis, Nanyang Technological University.

Münnix, M, Schäfer, R, and Grothe, O (30 Jun 2010).
Estimating correlation and covariance matrices by weighting of market similarity
Unpublished.

Lee, G, Zhang, Y, Wong, J, Prusty, M, and Cheong, S (25 Nov 2009).
Causal links in US economic sectors
Unpublished.

Today (2011).
New faces to revive Japan's economy
No source specified

Zhang, Y, Lee, G, Wong, J, Kok, J, Prusty, M, and Cheong, S (2011).
Will the US economy recover in 2010? A minimal spanning tree study
Physica A, 390(11):2020–2050.

Baur, D and Lucey, B (2010).
Is gold a hedge or a safe haven? An analysis of stocks, bonds, and gold
The Financial Review, 45(2):217–229.

Brida, JG and Risso, WA (2010).
Dynamics and structure of the 30 largest North American companies
Computational Economics, 35(1):85–99.

Cheung, W, Fung, S, and Tsai, S (2010).
Global capital market interdependence and spillover effect of credit risk: evidence from the 2007-2009 global financial crisis
Applied Financial Economics, 20(1):85–103.

Fortunato, S (2010).
Community detection in graphs
Physics Reports, 486(3–5):75–174.

Fox News (2010).
Japan's prime minister survives leadership vote, now must revive sputtering economy
No source specified

Reuters (2010).
IMF urges tax increase to tackle Japan debt
No source specified

Tóth, B, Lillo, F, and Farmer, J (2010).
Segmentation algorithm for non-stationary compound Poisson processes
The European Physical Journal B - Condensed Matter and Complex Systems, 78(2):235–243.

Wong, D and Li, K (2010).
Comparing the performance of relative stock return differential and real exchange rate in two financial crises
Applied Financial Economics, 20(1):137–150.

Yoshino, N and Mizoguchi, T (2010).
The role of public works in the political business cycle and the instability of the budget deficits in Japan
Asian Economic Papers, 9(1):94–112.

Bai, J (2009).
Panel data models with interactive fixed effects
Econometrica, 77(4):1229–1279.

Bai, J and Carrion-i-Silvestre, J (2009).
Structural changes, common stochastic trends, and unit roots in panel data
Review of Economic Studies, 76(2):471–501.

Baur, D and Lucey, B (2009).
Flights and contagion — An empirical analysis of stock-bond correlations
Journal of Financial Stability, 5(4):339–352.

Carrion-i-Silvestre, J, Kim, D, and Perron, P (2009).
GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses
Econometric Theory, 25(6):1754–1792.

Cheong, S, Stodghill, P, Schneider, D, Cartinhour, S, and Myers, C (2009).
Extending the recursive Jensen–Shannon segmentation of biological sequences
Unpublished.

Cheong, S, Stodghill, P, Schneider, D, Cartinhour, S, and Myers, CR (2009).
The context sensitivity problem in biological sequence segmentation
Unpublished.

Eom, C, Oh, G, Jung, W, Jeong, H, and Kim, S (2009).
Topological properties of stock networks based on minimal spanning tree and random matrix theory in financial time series
Physica A, 388:900–906.

Eryiɡit, M and Eryiɡit, R (2009).
Network structure of cross-correlations among the world market indices
Physica A, 388:3551–3562.

Iida, Y and Matsumae, T (2009).
The dynamic effects of Japanese macroeconomic policies: Were there any changes in the 1990s?
Economic and Social Research Institute.

Jacod, J and Todorov, V (2009).
Testing for common arrivals of jumps for discretely observed multidimensional processes
Annals of Statistics, 37(4):1792–1838.