The influence of terrorism risk on stock market integration: Evidence from eight OECD countries by Narayan, S., Le, T.-H., Sriananthakumar, S.

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Stock market integration of emerging Asian economies: Patterns and causes by Narayan, S., Sriananthakumar, S., Islam, S.Z.

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Time-varying correlation between stock market returns and real estate returns by Heaney, Richard, Sriananthakumar, Sivagowry

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A new approximate point optimal test of a composite null hypothesis by Sriananthakumar, Sivagowry, King, Maxwell L.

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Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach by Sriananthakumar, Sivagowry

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Approximate Non-Similar critical values based tests vs Maximized Monte Carlo tests by Sriananthakumar, Sivagowry

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Are the current account imbalances on a sustainable path? by Narayan, Seema, Sriananthakumar, Sivagowry

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Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach by Sriananthakumar, Sivagowry

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Are prolonged conflict and tension deterrents for stock market integration? The case of Sri Lanka by Sriananthakumar, Sivagowry, Narayan, Seema

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A comparison of the accuracy of asymptotic approximations in the dynamic regression model using Kullback-Leibler information by Atukorala, Ranjani, Sriananthakumar, Sivagowry

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Maximum entropy evaluation of asymptotic hedging error under a generalised jump-diffusion model by Fard, Farzad Alavi, Doko Tchatoka, Firmin, Sriananthakumar, Sivagowry

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Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion by Sriananthakumar, Sivagowry, Silvapulle, Param

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