Lucarelli, Caterina and Palomba, Giulio (2007): Investors’ behaviour in the Chinese Stock Exchanges: Empirical Evidence in a Systemic Approach. Published in: Journal of Business and Policy Research , Vol. 3, No. 2 (November 2007): pp. 64-82.
Lucchetti, Riccardo and Palomba, Giulio (2008): Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity. Unpublished.
