
Menkveld, A., Koopman, S. and Lucas, A. (2007). Modelling Round-the-Clock Price Discovery for Cross-Listed Stocks using State Space Methods Journal of Business and Economic Statistics, 25(2):213--255.
Francesco Lippi (2007). Information variables for monetary policy in an estimated structural model of the euro area Journal of Monetary Economics.
Francesco Lippi (2006). Monetary union with voluntary participation Review of Economic Studies.