- “Risk Premia-Return Spillovers among Commodity-U.S. Equity Markets”, by Marinela Adriana Finta. International Review of Economics and Finance 2025, 3(6), 104-169.
- “COVID-19 and Investors’ Trading Behavior: Evidence from the New Zealand Equity Market”, by Finn West Wilkinson, Marinela Adriana Finta, Olena Onishchenko. Pacific-Basin Finance Journal 2025, 90(4), 102-634.
- "Risk Premium Spillovers among Stock Markets: Evidence from Higher-Order Moments", by Marinela Adriana Finta and Sofiane Aboura. Journal of Financial Markets 2020, 49 (6), 100-533.
- “Commodity Return Predictability: Evidence from Implied Variance, Skewness and their Risk Premia”, by Marinela Adriana Finta and José Renato Haas Ornelas. Journal of International Financial Markets, Institutions and Money 2022, 79(7), 101-569.
- “Japanese Monetary Policy and its Impact on Stock Market Implied Volatility during Pleasant and Unpleasant Weather”, by Marinela Adriana Finta. Pacific-Basin Finance Journal 2021, 67(6), 101-562.
- “WTI Crude Oil Implied VaR and CVaR: An Empirical Application”, by Giovanni Barone-Adesi, Marinela Adriana Finta, Chiara Legnazzi and Carlo Sala. Journal of Forecasting 2019, 38(6), 552-563.
- “Volatility Spillovers among Oil and Stock Markets in the US and Saudi Arabia”, by Marinela Adriana Finta, Bart Frijns and Alireza Tourani-Rad. Applied Economics 2019, 51(4), 329-345.
- “Time-varying Contemporaneous Spillovers during the European Debt Crisis”, by Marinela Adriana Finta, Bart Frijns and Alireza Tourani-Rad. Empirical Economics 2019, 57(2), 423-448.
- “Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets”, by Marinela Adriana Finta, Bart Frijns and Alireza Tourani-Rad. The Financial Review 2017, 52(1), 145-166.
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