1. Abadie, A., S. Athey, G.W. Imbens, and J. Wooldridge. 2017. “When should you adjust standard errors for clustering?”. NBER Working Paper No. w24004, https://www.nber.org/papers/w24003.
2. COVID-19 and the United States Financial Markets’ Volatility;Albulescu;Finance Research Letters,2020
3. Resolution of Policy Uncertainty and Sudden Declines in Volatility;Amengual;Journal of Econometrics,2018
4. Dynamic Spillovers between Commodity and Currency Markets;Antonakakis;International Review of Financial Analysis,2015
5. Arellano, C., Y. Bai, and G.P. Mihalache. 2020. “Deadly Debt Crizes: COVID-19 in Emerging Markets.” NBER Working Paper No. 27275. Available at https://www.nber.org/papers/w27275.