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Hvozdyk, L and Rustanov, S (2016) The effect of financial transaction tax on market liquidity and volatility: An Italian perspective. International Review of Financial Analysis, 45 (C). pp. 62-78. DOI https://doi.org/10.1016/j.irfa.2016.01.018
Gnabo, Jean-Yves and Hvozdyk, Lyudmyla and Lahaye, Jérôme (2014) System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies. Journal of International Money and Finance, 48 (PA). pp. 147-174. DOI https://doi.org/10.1016/j.jimonfin.2014.07.002
Dungey, Mardi and Hvozdyk, Lyudmyla (2012) Cojumping: Evidence from the US Treasury bond and futures markets. Journal of Banking & Finance, 36 (5). pp. 1563-1575. DOI https://doi.org/10.1016/j.jbankfin.2012.01.005
Pesaran, M Hashem and Smith, Ron P and Yamagata, Takashi and Hvozdyk, Lyudmyla (2009) Pairwise Tests of Purchasing Power Parity. Econometric Reviews, 28 (6). pp. 495-521. DOI https://doi.org/10.1080/07474930802473702