Goldman, E. and Viswanath, P.V. (2017) "Internal Capital Markets and Dividend Policy: Evidence from Indian Corporates," Journal of Financial Research, 40, 567-610.

Goldman, E. and Shen, X. (2017) "Procyclicality Remedies for the CCP’s Initial Margin Requirements," Intelligent Risk , PRMIA, December Issue.

Goldman, E., Viswanath, P.V. (2015). Export intensity and dividend policy of Indian Firms. In Agrawal, P. Reviving Growth in India. Chapter 14. Cambridge University Press.

Goldman, E., Nam, J., Tsurumi, H. and Wang, J. (2013) "Regimes and Long Memory in Realized
Volatility." Studies in Nonlinear Dynamics and Econometrics, Vol 17 (3).

Goldman, E. andWang, T. (2013) "The Spline-Threshold- GARCH Volatility Model and Tail Risk." Global Association of Risk Professionals (GARP) Research Paper.

Goldman, E., and P.V.Viswanath (2011) "Export Intensity and Financial Policies of Indian Firms,"International Journal of Trade and Global Markets, Vol. 4, No. 2.

Goldman, E., Valiyeva, E., and Tsurumi, H. (2008) "Kolmogorov-Smirnov, Fluctuation, and Zg
Tests for Convergence of Markov Chain Monte Carlo Draws," Communications in Statistics,
Simulation and Computation, 37 (2), 368-379.

Goldman, E. and Agbeyegbe, T. (2006). Estimation of threshold time series models using efficient
jump MCMC . In S.K. Upadhyay, U. Singh and Dipak Dey (Ed.) Bayesian Statistics and its
Applications, (pp. 241-253). New Delhi: Anamaya Publishers.

Goldman, E. (2006). Testing Efficiency of the Ruble-Sterling Foreign-Exchange Market Under the
Gold Standard. Empirical Economics, 31 (2).

Goldman, E. and Tsurumi, H. (2005). Bayesian Analysis of a Doubly Truncated ARMA-GARCH
Model. Studies in Nonlinear Dynamics and Econometrics, 9 (2), article 5.

Goldman, E. and Tsurumi, H. (2003). Asymptotic distribution of a unit root process under double
truncation. Communications in Statistics- Theory and Methods, 32 (10), 2059-2071.

Goldman, E. (2000). Testing efficient market hypothesis for the dollar-sterling gold standard
exchange rate 1890-1906: MLE with double truncation. Economics Letters, 69 (3), 253-259.

Goldman, E., Valieva, E. , and Tsurumi, H. (2005). Tests for convergence of MCMC draws: fre
quentist and Bayesian tests. Conference Proceedings of the Symposium on Bayesian Applied
Multivariate Analysis.

Goldman, E., Radchenko , S. , Nakatsuma, T. , and Tsurumi, H. (2001). A Bayesian Test of
Stationarity in a Regression Model with an ARMA error term. Conference Proceedings of the
Annual Meeting of the American Statistical Association.