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Among Shepard's theories is that the breakdown in Byzantine-Khazar relations and the shift in Byzantine foreign policy towards allying with the Pechenegs and the Rus against Khazaria was a result of the Khazar conversion to Judaism.
Shepard, Jonathan (1998) "The Khazars' Formal Adoption of Judaism and Byzantium's Northern Policy" in: Oxford Slavonic Papers; 1998
Shepard, Jonathan (1997) "Byzantine Soldiers, Missionaries, and Diplomacy under Gibbon's Eyes" in Rosamund McKitterick and Roland Quinault, eds. Edward Gibbon and Empire, Cambridge: U. P., 1997
Franklin, Simon; Shepard, Jonathan (1996) The Emergence of Rus, 750-1200. London and New York: Longman.
Shepard, Jonathan (1992) "A Suspected Source of John Scylitzes' Synopsis Historion: the great Catacalon Cecaumenus" in: Byzantine and modern Greek studies.
Shepard, Jonathan (1975–76) "Scylitzes on Armenia in the 1040s and the role of Catacalon Cecaumenus." Revue des Études Arméniennes, N.S. 11, pp. 269–311.
Shepard, Jonathan, et al., eds. (2008). The Cambridge History of the Byzantine Empire. Cambridge University Press.
Shepard, Jonathan; Franklin, Simon, eds. (1992) Byzantine Diplomacy: papers of the Twenty-fourth Spring Symposium of Byzantine Studies, Cambridge, March 1990. Aldershot; Brookfield, Vt.: Variorum.
Dimnik, Martin (January 1998), Reviewed work(s): The Emergence of Rus, 750-1200. by Simon Franklin; Jonathan Shepard, vol. 73, JSTOR, pp. 173–4, JSTOR2886895
Martin, Janet (February 1998), "Reviewed work(s): The Emergence of Rus 750-1200 by Simon Franklin; Jonathan Shepard", The American Historical Review, 103 (1): 154–5, doi:10.2307/2650800, JSTOR2650800