1. Can the price fluctuations of Shanghai crude oil futures affect Asian financial markets? Evidence from the time and frequency dynamics analysis of spillover connectedness. (2025). Yu, Qiuju ; Rahman, Rosmanjawati Abdul ; Wu, Yimin.
   In: Portuguese Economic Journal.
   RePEc:spr:portec:v:24:y:2025:i:2:d:10.1007_s10258-024-00262-9.

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2. Asymmetric risk contagion effect of the interaction between the real economy and the financial sector—an analysis based on the domestic commodity price index. (2025). Yonghui, Quan ; Wenlong, Miao.
   In: Financial Innovation.
   RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00735-y.

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3. Spillover effects and network connectedness among stock markets: evidence from the U.S. and Asia. (2025). Chiang, Shu-Mei ; Kuo, Chen-Yin.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01291-3.

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4. Volatility spillovers among leading cryptocurrencies and US energy and technology companies. (2024). Alamaren, Amro Saleem ; Gokmenoglu, Korhan K ; Taspinar, Nigar.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00626-2.

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5. Uncertainty and financial asset return spillovers: are they related? Empirical evidence from three continents. (2024). Fountas, Stilianos ; Tzika, Paraskevi ; Kontana, Dimitra.
   In: Empirical Economics.
   RePEc:spr:empeco:v:67:y:2024:i:5:d:10.1007_s00181-024-02614-y.

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6. Uncertainty and financial asset return spillovers: Are they related? Empirical evidence from three continents. (2024). Fountas, Stilianos ; Tzika, Paraskevi ; Kontana, Dimitra.
   In: Discussion Paper Series.
   RePEc:mcd:mcddps:2024_03.

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7. An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices. (2024). Billah, Syed ; Balli, Faruk ; Rana, Faisal ; Kapar, Burcu.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pa:p:1442-1467.

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8. Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677.

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9. Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Balash, Vladimir ; Faizliev, Alexey.
   In: Energy Economics.
   RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004.

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10. Impact of Volatility Spillovers upon Electric Utilities during the Russia-Ukraine Conflict. (2024). Aziz, Aulia Luqman ; Pradipta, Indry Aristianto ; Kayani, Umar ; Khan, Mrestyal ; Nawaz, Farrukh.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2024-06-58.

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11. Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Bagirov, Miramir ; Mateus, Irina.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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12. Changing vulnerability in Asia: contagion and spillovers. (2023). Volkov, Vladimir ; Kangogo, Moses ; Dungey, Mardi.
    In: Empirical Economics.
    RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02322-5.

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13. Better to Give than to Receive: A Study of BRICS Countries Stock Markets. (2023). Ahmad, Wasim ; Panda, Pradiptarathi ; Thiripalraju, M.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:22:y:2023:i:2:p:164-188.

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14. Returns and Volatility Spillover between Nigeria and Selected Global Stock Markets: A Diebold-Yilmaz Approach. (2023). Karimo, Tari ; Atoi, Ngozi ; Tumala, Mohammed M.
    In: Economia Internazionale / International Economics.
    RePEc:ris:ecoint:0943.

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15. Return and Volatility Connectedness in Foreign Exchange Markets of Sierra Leone. (2023). Johnson, Leroy ; Osabuohien, Evans.
    In: MPRA Paper.
    RePEc:pra:mprapa:118135.

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16. Shock transmission between crude oil prices and stock markets. (2023). Esparcia, Carlos ; Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004658.

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17. The effects of economic and financial shocks on private investment: A wavelet study of return and volatility spillovers. (2023). Sensarma, Rudra ; Chiranjivi, Gvs.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004520.

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18. The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments. (2023). Hamori, Shigeyuki ; He, Xie ; Zhang, Wenting.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s105752192300251x.

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19. Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Yarovaya, Larisa ; Ali, Shoaib ; Karim, Sitara ; Naeem, Muhammad Abubakr.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

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20. Multi-feature evaluation of financial contagion. (2022). Gurgul, Henryk ; Syrek, Robert ; Duda, Jarosaw.
    In: Central European Journal of Operations Research.
    RePEc:spr:cejnor:v:30:y:2022:i:4:d:10.1007_s10100-021-00756-3.

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21. Emerging stock market reactions to shocks during various crisis periods. (2022). Debnath, Gouranga Chandra ; Wang, Shouyang ; Bhowmik, Roni.
    In: PLOS ONE.
    RePEc:plo:pone00:0272450.

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22. Is the Global Carbon Market Integrated? Return and Volatility Connectedness in ETS Systems. (2022). Scholtens, Bert ; Lyu, Chenyan.
    In: Working Papers.
    RePEc:hhs:cbsnow:2022_007.

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23. Volatility Spillover Effects in the Moroccan Interbank Sector before and during the COVID-19 Crisis. (2022). el Main, Salah Eddin ; Beraich, Mohamed.
    In: Risks.
    RePEc:gam:jrisks:v:10:y:2022:i:6:p:125-:d:838341.

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24. Fourier Integral Operator Model of Market Liquidity: The Chinese Experience 2009–2010. (2022). Lerner, Peter B.
    In: Mathematics.
    RePEc:gam:jmathe:v:10:y:2022:i:14:p:2459-:d:862868.

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25. Volatility Spillover Effects of the US, European and Chinese Financial Markets in the Context of the Russia–Ukraine Conflict. (2022). Zirari, Omar ; Beraich, Mohamed ; Fadali, Mohamed Amine ; Amzile, Karim ; Laamire, Jaouad.
    In: IJFS.
    RePEc:gam:jijfss:v:10:y:2022:i:4:p:95-:d:940292.

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26. Net Transmitter of Stock Market Volatility and Safe Haven for Portfolio Investors in the Asian Dragons. (2022). Chen, Shu-Hui ; Dewi, Christine ; Lee, Cheng-Wen ; Huruta, Andrian Dolfriandra ; Po, Abbott.
    In: Economies.
    RePEc:gam:jecomi:v:10:y:2022:i:11:p:273-:d:962723.

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27. Forecasting Chinas crude oil futures volatility: How to dig out the information of other energy futures volatilities?. (2022). Zhang, Yaojie ; He, Mengxi ; Xing, LU ; Jin, Daxiang.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002987.

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28. Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic. (2022). Nguyen, Manh Huu ; Huong, Giang Thi ; Quang, Anh Ngoc.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000366.

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29. International financial stress spillovers to bank lending: Do internal characteristics matter?. (2022). Haddou, Samira.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002459.

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30. Detecting signed spillovers in global financial markets: A Markov-switching approach. (2022). Volkov, Vladimir ; Kangogo, Moses.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001259.

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31. Regime specific spillovers across US sectors and the role of oil price volatility. (2022). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Arreola Hernandez, Jose ; Kang, Sang Hoon ; Sadorsky, Perry ; Bouri, Elie ; Hussain, Syed Jawad.
    In: Energy Economics.
    RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000238.

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32. The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs. (2022). Elik, Smail ; Vergili, Gizem ; Hol, Arife Ozdemir ; Sak, Ahmet Furkan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000262.

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33. Return and volatility spillovers across the Western and MENA countries. (2022). Mohammadi, Hassan ; Habibi, Hamidreza.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000031.

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34. A Survey of Hedge and Safe Havens Assets against G-7 Stock Markets before and during the COVID-19 Pandemic. (2021). Ozdemir, Zeynel.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp14888.

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35. Conditional Time-Varying General Dynamic Factor Models and Its Application to the Measurement of Volatility Spillovers across Russian Assets. (2021). Балаш, Владимир ; Sidorov, Sergei ; Chistopolskaya, Elena ; Faizliev, Alexey.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:19:p:2484-:d:649723.

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36. Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:76:y:2021:i:c:p:96-113.

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37. Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions. (2021). Wang, Gang-Jin ; Chevallier, Julien ; Chen, Yang-Yang ; Si, Hui-Bin ; Xie, Chi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:73:y:2021:i:c:p:325-347.

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38. Information bias and its spillover effect on return volatility: A study on stock markets in the Asia-Pacific region. (2021). Nanda, Swagatika ; Panda, Pradiptarathi ; Parad, Atul.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001608.

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39. How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?. (2021). Oliyide, Johnson ; Fasanya, Ismail ; AGBATOGUN, TAOFEEK ; Adekoya, Oluwasegun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000921.

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40. Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Iwanicz-Drozdowska, Małgorzata ; Kurowski, Ukasz ; Smaga, Pawe ; Rogowicz, Karol.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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41. Region-wide connectedness of Asian equity and currency markets. (2021). Kinkyo, Takuji.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001339.

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42. Volatility Spillover Among Equity and Commodity Markets. (2020). Aziz, Tariq ; Habibah, Ume ; Sadhwani, Ranjeeta.
    In: SAGE Open.
    RePEc:sae:sagope:v:10:y:2020:i:2:p:2158244020924418.

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43. Shape-shift contagion in emerging markets equities: evidence from frequency- and time-domain analysis. (2020). Owusu Junior, Peterson ; ALAGIDEDE, IMHOTEP ; Tweneboah, George.
    In: Economics and Business Letters.
    RePEc:ove:journl:aid:14292.

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44. An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management. (2020). Yousaf, Imran ; Wong, Wing-Keung ; Ali, Shoaib.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:226-:d:419895.

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45. Forecasting global equity market volatilities. (2020). Zhang, Yaojie ; Liao, Yin ; Ma, Feng.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:36:y:2020:i:4:p:1454-1475.

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46. Dynamics of spillover network among oil and leading Asian oil trading countries’ stock markets. (2020). Tang, Yong ; Ashfaq, Saleha ; Maqbool, Rashid.
    In: Energy.
    RePEc:eee:energy:v:207:y:2020:i:c:s0360544220311841.

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47. Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth?. (2020). Nakajima, Tadahiro ; Hamori, Shigeyuki ; Zhang, Yulian ; He, Xie.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301170.

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48. Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models. (2020). Singh, Anuradha ; Powell, Robert ; Yong, J.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819301342.

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49. Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302815.

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50. The Co‐Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia‐Pacific Markets. (2020). Gottschalk, Katrin ; DA FONSECA, José.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:20:y:2020:i:3:p:551-579.

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51. Bond market integration of emerging economies and bilateral linkages. (2020). Balli, Faruk ; Hu, Xuan ; Rana, Faisal.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:3:p:2039-2062.

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52. Inflation Forecast: Just use the Disaggregate or Combine it with the Aggregate. (2019). Chaudhuri, Kausik ; Bhaduri, Saumitra.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:17:y:2019:i:2:d:10.1007_s40953-019-00155-1.

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53. Return and Volatility Spillover among Commodity Futures, Stock Market and Exchange Rate: Evidence from India. (2019). .
    In: Global Business Review.
    RePEc:sae:globus:v:20:y:2019:i:1:p:214-237.

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54. Changing Vulnerability in Asia: Contagion and Systemic Risk. (2019). Volkov, Vladimir ; Kangogo, Moses ; Dungey, Mardi.
    In: ADB Economics Working Paper Series.
    RePEc:ris:adbewp:0583.

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55. Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects. (2019). Gao, Wangfeng ; Xu, Guoxiang.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:5:p:1402-:d:211569.

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56. Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulas. (2019). Duc, Toan Luu.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:52-:d:218986.

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57. Directional spillover effects between ASEAN and world stock markets. (2019). Yoon, Seong-Min ; Uddin, Gazi ; Troster, Victor ; Kang, Sang Hoon.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19300751.

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58. How connected are the U.S. regional natural gas markets in the post-deregulation era? Evidence from time-varying connectedness analysis. (2019). Etienne, Xiaoli ; Scarcioffolo, Alexandre Ribeiro.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:15:y:2019:i:c:1.

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59. Integration and risk contagion in financial crises: Evidence from international stock markets. (2019). Gkillas, Konstantinos ; Vortelinos, Dimitrios I ; Tsagkanos, Athanasios.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:104:y:2019:i:c:p:350-365.

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60. Global connectedness of MSCI energy equity indices: A system-wide network approach. (2019). Singh, Vipul Kumar ; Nishant, Shreyank ; Kumar, Pawan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302580.

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61. Spillovers and the determinants in Islamic equity markets. (2019). Balli, Faruk ; Hasan, Md Iftekhar ; de Bruin, Anne.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305023.

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62. Volatility spillovers of unconventional monetary policy to emerging market economies. (2019). Beirne, John ; Apostolou, Apostolos.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:79:y:2019:i:c:p:118-129.

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63. Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns. (2018). Perez-Laborda, Alejandro ; Lovcha, Yuliya.
    In: Working Papers.
    RePEc:urv:wpaper:2072/307362.

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64. Fear connectedness among asset classes. (2018). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Perez, Adrian.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:39:p:4234-4249.

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65. Oil and equity: too deep into each other. (2018). Delcoure, Natalya ; Singh, Harmeet.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-017-9387-9.

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66. Shock transmission and volatility spillover in stock and commodity markets: evidence from advanced and emerging markets. (2018). coskun, yener ; Cokun, Yener ; Yelkenci, Tezer ; Vardar, Gulin.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:8:y:2018:i:2:d:10.1007_s40822-018-0095-3.

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67. Dynamic Connectedness in Emerging Asian Equity Markets. (2018). Sethapramote, Yuthana ; Manopimoke, Pym ; Prukumpai, Suthawan.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:82.

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68. Variance Persistence in the Greater China Region: A Multivariate GARCH Approach. (2018). Qian, Peh Ying ; Diaz, John Francis ; Tan, Genevieve Liao.
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:23:y:2018:i:2:p:49-68.

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69. Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230.

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70. The intraday volatility spillover index approach and an application in the Brexit vote. (2018). Nishimura, Yusaku ; Sun, Bianxia.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:55:y:2018:i:c:p:241-253.

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71. The dynamics of volatility connectedness in international real estate investment trusts. (2018). Liow, Kim ; Huang, Yuting.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:55:y:2018:i:c:p:195-210.

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72. Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets. (2018). Kim, Suk-Joong ; Prasad, Nalin ; Grant, Andrew.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:60:y:2018:i:c:p:115-126.

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73. International financial integration: Stock return linkages and volatility transmission between Vietnam and advanced countries. (2018). Vo, Xuan Vinh ; Ellis, Craig.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:36:y:2018:i:c:p:19-27.

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74. Return and volatility spillovers among cryptocurrencies. (2018). Koutmos, Dimitrios.
    In: Economics Letters.
    RePEc:eee:ecolet:v:173:y:2018:i:c:p:122-127.

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75. Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis. (2018). Zhang, Yuyin ; Yang, LI ; Lee, Geul ; Lien, Donald.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:46:y:2018:i:c:p:187-201.

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76. Return and Volatility Spillovers Effects: Study of Asian Emerging Stock Markets. (2018). Shouyang, Wang ; Bhowmik, Roni ; Ghulam, Abbas.
    In: Journal of Systems Science and Information.
    RePEc:bpj:jossai:v:6:y:2018:i:2:p:97-119:n:1.

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77. Asset price volatility in EU-6 economies: how large is the role played by the ECB?. (2018). Colabella, Andrea ; Ciarlone, Alessio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1175_18.

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78. Oil price shocks and volatility spillovers in the Nigerian sovereign bond market. (2017). Ndako, Umar B ; Onipede, Samuel F ; Tule, Moses K.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:35:y:2017:i:1:p:57-65.

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79. Long and Short-term Volatility Comovements in the East Asian Stock. (2017). Lee, Sang-Heon ; Yang, Jinyong ; Yeo, In-Sung.
    In: Applied Economics and Finance.
    RePEc:rfa:aefjnl:v:4:y:2017:i:3:p:14-29.

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80. The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin.
    In: Working Papers.
    RePEc:pre:wpaper:201712.

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81. Refined Measures of Dynamic Connectedness based on TVP-VAR. (2017). Antonakakis, Nikolaos ; Gabauer, David.
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82. Is the accuracy of stock value forecasting relevant to industry factors or firm-specific factors? An empirical study of the Ohlson model. (2017). Kuo, Chen-Yin.
    In: Review of Quantitative Finance and Accounting.
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83. Fear connectedness among asset classes. (2017). Sosvilla-Rivero, Simon ; Andrada-Felixa, Julian ; Fernandez-Perez, Adrian.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201703.

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84. Philippines: Selected Issues. (2017). International Monetary Fund, .
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    RePEc:imf:imfscr:2017/335.

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85. Signed spillover effects building on historical decompositions. (2017). Siklos, Pierre ; Volkov, Vladimir ; Dungey, Mardi ; Harvey, John.
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86. Oil price shocks and volatility spillovers in the Nigerian sovereign bond market. (2017). tule, moses ; Ndako, Umar ; Onipede, Samuel F.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:35:y:2017:i:c:p:57-65.

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87. Intraday industry-specific spillover effect in European equity markets. (2017). Mateus, Cesario ; Chinthalapati, Raju .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:63:y:2017:i:c:p:278-298.

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88. Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; Kang, Sang Hoon ; McIver, Ron.
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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89. Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes. (2017). ben Sassi, Salim ; Majdoub, Jihed.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:31:y:2017:i:c:p:16-31.

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90. The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:42:y:2017:i:c:p:640-653.

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91. Financial contagion and volatility spillover: An exploration into Indian commodity derivative market. (2017). Sinha Roy, Saikat.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:67:y:2017:i:c:p:368-380.

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92. Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect. (2017). Ahmed, Abdullahi ; Huo, Rui.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:61:y:2017:i:c:p:260-272.

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93. Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies. (2017). Beirne, John ; Apostolou, Apostolos.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172044.

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94. Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem.
    In: Working Papers.
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95. Dynamics of volatility behaviour and transmission: evidences from BRICS countries. (2016). Narula, Isha.
    In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
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96. The Russian Stock Market during the Ukrainian Crisis: A Network Perspective. (2016). Erkol, Narod ; Schmidbauer, Harald ; Uluceviz, Erhan ; Rosch, Angi.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:66:y:2016:i:6:p:478-509.

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97. Volatility transmission between stock and exchange-rate markets: A connectedness analysis. (2016). Sosvilla-Rivero, Simon ; Fernndez-Rodrguez, Fernando.
    In: Department of Economics Working Papers.
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98. Spreading crisis: Evidence of financial stress spillovers in the Asian financial markets. (2016). Apostolakis, George.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:43:y:2016:i:c:p:542-551.

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99. Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility. (2016). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:43:y:2016:i:c:p:126-145.

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100. Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef ; Koenda, Even.
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     RePEc:eee:finmar:v:27:y:2016:i:c:p:55-78.

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101. Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators. (2016). Yarovaya, Larisa ; Lau, Chi Keung ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Marco, Chi Keung.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:17:y:2016:i:c:p:158-166.

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102. Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach. (2016). Hou, Yang ; Li, Steven.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:52:y:2016:i:pb:p:884-897.

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103. Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory. (2016). Kuo, Chen-Yin.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:52:y:2016:i:pb:p:772-789.

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104. Economic growth, volatility, and cross-country spillovers: New evidence for the G7 countries. (2016). Badinger, Harald ; Antonakakis, Nikolaos.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:52:y:2016:i:pb:p:352-365.

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105. Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?. (2016). Filis, George ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
     In: Manchester School.
     RePEc:bla:manchs:v:84:y:2016:i:4:p:437-481.

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106. Measuring spot variance spillovers when (co)variances are time-varying – the case of multivariate GARCH models. (2015). Fengler, Matthias ; Herwartz, Helmut.
     In: Economics Working Paper Series.
     RePEc:usg:econwp:2015:17.

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107. Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach. (2015). Wohar, Mark ; Nguyen, Duc Khuong ; GUPTA, RANGAN ; Balcilar, Mehmet.
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108. An Analysis of Returns and Volatility Spillovers and their Determinants in Emerging Asian and Middle Eastern Countries. (2015). Ghassan, Hassan ; Balli, Faruk ; Basher, Syed ; Alhajhoj, Hassan R..
     In: MPRA Paper.
     RePEc:pra:mprapa:63860.

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109. An Analysis of Returns and Volatility Spillovers and their Determinants in Emerging Asian and Middle Eastern Countries. (2015). Ghassan, Hassan ; Balli, Faruk ; Basher, Syed ; Abul, Basher Syed.
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110. Intraindustry Volatility Spillovers in the MENA Region. (2015). Ozturk, Serda Selin ; Volkan, Engin.
     In: Emerging Markets Finance and Trade.
     RePEc:mes:emfitr:v:51:y:2015:i:6:p:1163-1174.

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111. Dynamic Spillovers between Oil and Stock Markets: New Approaches at Spillover Index. (2015). Lee, Yen-Hsien ; Huang, Ya-Ling ; Liao, Ting-Huei.
     In: International Journal of Financial Research.
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112. “Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
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113. “Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
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     RePEc:ira:wpaper:201508.

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114. Volatility spillovers from international commodity markets to the Australian equity market. (2015). Soucek, Michael ; Roca, Eduardo ; Todorova, Neda.
     In: Discussion Papers in Finance.
     RePEc:gri:fpaper:finance:201505.

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115. Volatility returns with vengeance: Financial markets vs. commodities. (2015). Chevallier, Julien ; Aboura, Sofiane.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:33:y:2015:i:c:p:334-354.

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116. Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:39:y:2015:i:c:p:337-352.

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117. An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries. (2015). Ghassan, Hassan ; Balli, Faruk ; Basher, Syed ; Hajhoj, Hassan Rafdan .
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:39:y:2015:i:c:p:311-325.

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118. Business cycle and financial cycle spillovers in the G7 countries. (2015). Scharler, Johann ; Antonakakis, Nikolaos ; Breitenlechner, Max.
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:58:y:2015:i:c:p:154-162.

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119. Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis. (2015). Maghyereh, Aktham ; Awartani, Basel ; Al Hilu, Khalil .
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:56:y:2015:i:c:p:123-138.

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120. Financial stress spillovers across the banking, securities and foreign exchange markets. (2015). Papadopoulos, Athanasios ; Apostolakis, George.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:19:y:2015:i:c:p:1-21.

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121. The transmission of market shocks and bilateral linkages: Evidence from emerging economies. (2015). Balli, Hatice ; Vo, Tuan Kiet ; Louis, Rosmy Jean.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:42:y:2015:i:c:p:349-357.

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122. New empirical evidence from assessing financial market integration, with application to Saudi Arabia. (2015). JOUINI, Jamel.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:49:y:2015:i:c:p:198-211.

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123. How strong is the linkage between tourism and economic growth in Europe?. (2015). Filis, George ; Antonakakis, Nikolaos ; Dragouni, Mina.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:44:y:2015:i:c:p:142-155.

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124. Volatility returns with vengeance: Financial markets vs. commodities. (2015). Aboura, Sofiane ; Chevallier, Julien.
     In: Economics Papers from University Paris Dauphine.
     RePEc:dau:papers:123456789/13359.

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125. Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_5305.

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126. Evaluation in Dynamic Process Spillover Effect: Eleven Major Exchange Rate Markets. (2015). Huang, Chun-Chieh.
     In: Asian Economic and Financial Review.
     RePEc:asi:aeafrj:2015:p:941-946.

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127. Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
     In: Working Papers.
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128. Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
     In: Working Papers.
     RePEc:aee:wpaper:1502.

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129. Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even.
     In: FinMaP-Working Papers.
     RePEc:zbw:fmpwps:13.

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130. Assessing exchange rate dynamics of East Africa: fragmented or integrated?. (2014). Yabara, Masafumi.
     In: Macroeconomics and Finance in Emerging Market Economies.
     RePEc:taf:macfem:v:7:y:2014:i:1:p:154-174.

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131. International business cycle spillovers since the 1870s. (2014). Badinger, Harald ; Antonakakis, Nikolaos.
     In: Applied Economics.
     RePEc:taf:applec:v:46:y:2014:i:30:p:3682-3694.

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132. Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; El Montasser, Ghassen ; Ajmi, Ahdi Noomen ; El-Montasser, Ghassen.
     In: Applied Economics.
     RePEc:taf:applec:v:46:y:2014:i:18:p:2167-2177.

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133. Volatility Spillover Effects in Interregional Equity Markets: Empirical Evidence from Brazil and Turkey. (2014). Tasdemir, Murat ; Yalama, Abdullah .
     In: Emerging Markets Finance and Trade.
     RePEc:mes:emfitr:v:50:y:2014:i:2:p:190-202.

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134. Shift-volatility transmission in East Asian Equity Markets. (2014). Aloy, Marcel ; Dufrenot, Gilles ; de Truchis, Gilles.
     In: Working Papers.
     RePEc:ipg:wpaper:2014-500.

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135. Financial Crises and Contagion Effects between the US and OECD Equity Markets. (2014). GUESMI, Khaled ; Kaabia, Olfa ; Abid, Ilyes.
     In: Working Papers.
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136. Shock and Volatility Transmissions between Bank Stock Returns in Romania: Evidence from a VARGARCH Approach. (2014). Ulici, Maria ; Chaibi, Anissa.
     In: Working Papers.
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137. How Strongly are Business Cycles and Financial Cycles Linked in the G7 Countries?. (2014). Scharler, Johann ; Antonakakis, Nikolaos ; Breitenlechner, Max.
     In: Working Papers.
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138. Stock returns, mutual fund flows and spillover shocks. (2014). Narayan, Seema ; K. P, Prabheesh, .
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:29:y:2014:i:c:p:146-162.

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139. Financial stress spillovers in advanced economies. (2014). Papadopoulos, Athanasios ; Apostolakis, George.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:32:y:2014:i:c:p:128-149.

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140. Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets. (2014). Bekiros, Stelios.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:33:y:2014:i:c:p:58-69.

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141. The global financial crisis: An analysis of the spillover effects on African stock markets. (2014). Yoshida, Yushi ; Matsuki, Takashi ; Sugimoto, Kimiko.
     In: Emerging Markets Review.
     RePEc:eee:ememar:v:21:y:2014:i:c:p:201-233.

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142. Diversification across ASEAN-wide sectoral and national equity returns. (2014). Balli, Hatice ; Luu, Mong Ngoc .
     In: Economic Modelling.
     RePEc:eee:ecmode:v:41:y:2014:i:c:p:398-407.

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143. Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
     In: Papers.
     RePEc:arx:papers:1308.1221.

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144. Shift-Volatility Transmission in East Asian Equity Markets. (2014). Keddad, Benjamin ; Dufrénot, Gilles ; DE TRUCHIS, Gilles ; ALOY, Marcel ; Dufrenot, Gilles.
     In: AMSE Working Papers.
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145. Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’. (2013). Miyazaki, Takashi ; Hamori, Shigeyuki.
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:23:y:2013:i:1:p:27-40.

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146. Volatility spillovers in commodity markets. (2013). Ielpo, Florian ; Chevallier, Julien.
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:20:y:2013:i:13:p:1211-1227.

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147. Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets. (2013). Bekiros, Stelios.
     In: Working Paper series.
     RePEc:rim:rimwps:21_13.

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148. The global financial crisis: An analysis of the spillover effects on African stock markets. (2013). Yoshida, Yushi ; Matsuki, Takashi ; Sugimoto, Kimiko.
     In: MPRA Paper.
     RePEc:pra:mprapa:50473.

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149. Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold. (2013). Mensi, walid ; Managi, Shunsuke ; makram, beljid ; Boubaker, Adel ; Beljid, Makram.
     In: MPRA Paper.
     RePEc:pra:mprapa:44395.

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150. Sectoral equity returns and portfolio diversification opportunities across the GCC region. (2013). Balli, Faruk ; Basher, Syed ; Louis, Rosmy Jean.
     In: MPRA Paper.
     RePEc:pra:mprapa:43687.

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151. Interdependence of Stock Markets Before and After the Global Financial Crisis of 2007. (2013). Brzeszczynski, Janusz ; Ibrahim, Boulis .
     In: CFI Discussion Papers.
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152. Shift-Volatility Transmission in East Asian Equity Markets. (2013). Keddad, Benjamin ; Dufrénot, Gilles ; DE TRUCHIS, Gilles ; ALOY, Marcel ; Dufrenot, Gilles.
     In: Working Papers.
     RePEc:hal:wpaper:halshs-00935364.

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153. Volatility spillovers from the Chinese stock market to economic neighbours. (2013). Allen, David ; Amram, Ron.
     In: Mathematics and Computers in Simulation (MATCOM).
     RePEc:eee:matcom:v:94:y:2013:i:c:p:238-257.

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154. Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries. (2013). Maghyereh, Aktham ; Awartani, Basel ; Al Shiab, Mohammad .
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:27:y:2013:i:c:p:224-242.

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155. Sectoral equity returns and portfolio diversification opportunities across the GCC region. (2013). Balli, Faruk ; Basher, Syed ; Louis, Rosmy Jean.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:25:y:2013:i:c:p:33-48.

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156. Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries. (2013). Maghyereh, Aktham ; Awartani, Basel.
     In: Energy Economics.
     RePEc:eee:eneeco:v:36:y:2013:i:c:p:28-42.

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157. Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold. (2013). Mensi, walid ; Managi, Shunsuke ; makram, beljid ; Boubaker, Adel ; Beljid, Makram.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:32:y:2013:i:c:p:15-22.

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158. The relationship between Asian equity and commodity futures markets. (2013). Thuraisamy, Kannan ; Sharma, Susan ; Ali Ahmed, Huson ; Ali Ahmed, Huson Joher, .
     In: Journal of Asian Economics.
     RePEc:eee:asieco:v:28:y:2013:i:c:p:67-75.

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159. Time-Varying Spillover Effects on Sectoral Equity Returns. (2013). Balli, Hatice ; Louis, Rosmy Jean.
     In: International Review of Finance.
     RePEc:bla:irvfin:v:13:y:2013:i:1:p:67-91.

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160. Volatility Spillovers from the US to Australia and China across the GFC. (2012). Powell, Robert ; Allen, David ; McAleer, Michael ; Singh, Abhay K.
     In: Documentos de Trabajo del ICAE.
     RePEc:ucm:doicae:1230.

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161. Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE. (2012). Maghyereh, Aktham ; Awartani, Basel.
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:22:y:2012:i:10:p:837-848.

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162. How far India has gone down the road towards financial integration with US since subprime crisis? An Econometric Analysis. (2012). Bhunia, Amalendu ; Saha, Malayendu .
     In: MPRA Paper.
     RePEc:pra:mprapa:38731.

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163. Investment Dynamics of the Greater China Securitized Real Estate Markets. (2012). Liow, Kim ; Newell, Graeme.
     In: Journal of Real Estate Research.
     RePEc:jre:issued:v:34:n:3:2012:p:399-428.

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164. Volatility spillovers between the Chinese and world equity markets. (2012). Zhou, Xiangyi ; Zhang, Weijin.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:20:y:2012:i:2:p:247-270.

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165. Contagion in International Stock Markets during the Sub Prime Mortgage Crisis. (2012). Lee, Hsien-Yi.
     In: International Journal of Economics and Financial Issues.
     RePEc:eco:journ1:2012-01-6.

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166. Volatility interdependence in European securitised real estate markets: who is the most influential?. (2012). Liow, Kim.
     In: ERES.
     RePEc:arz:wpaper:eres2012_020.

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167. Volatility Spillovers from the Chinese Stock Market to Economic Neighbours. (2011). Allen, David ; Amram, Ron ; McAleer, Michael.
     In: Documentos de Trabajo del ICAE.
     RePEc:ucm:doicae:1138.

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168. Forecasting Volatility in Asian Stock Markets: Contributions of Local, Regional, and Global Factors. (2011). Wang, Jianxin ; Wamg, Jianxin .
     In: Asian Development Review.
     RePEc:ris:adbadr:2730.

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169. Contagion in International Stock Markets During the sub Prime Mortgage Crisis. (2011). Lee, Hsien-Yi.
     In: Review of Economic and Business Studies.
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1. Network Analysis of Volatility Spillovers Between Environmental, Social, and Governance (ESG) Rating Stocks: Evidence from China. (2025). Tian, Miao ; Li, Shuhuai ; Cao, Xianghan ; Wang, Guizhou.
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   RePEc:gam:jmathe:v:13:y:2025:i:10:p:1586-:d:1654017.

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2. Volatility spillovers among leading cryptocurrencies and US energy and technology companies. (2024). Alamaren, Amro Saleem ; Gokmenoglu, Korhan K ; Taspinar, Nigar.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00626-2.

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3. Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. (2024). Umar, Zaghum ; Phiri, Andrew ; Teplova, Tamara ; Choi, Sun-Yong.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:91:y:2024:i:c:p:348-363.

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4. The study of co-movement risk in the context of the Belt and Road Initiative. (2022). Chien, Fengsheng ; Hsu, Ching-Chi.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:80:y:2022:i:c:p:1130-1152.

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5. The contagious effect of China’s energy policy on stock markets: The case of the solar photovoltaic industry. (2021). Hsiao, Cody Yu-Ling ; Wei, Xinyang ; Sheng, NI ; Ai, Dan.
   In: Renewable Energy.
   RePEc:eee:renene:v:164:y:2021:i:c:p:74-86.

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6. Investigating liquidity constraints as a channel of contagion: a regime switching approach. (2020). Shijin, Santhakumar ; Sruthi, Rajan.
   In: Financial Innovation.
   RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00185-2.

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7. Testing for Shift-Contagion Vulnerability Among MENA Stock Markets During the Turkish Financial Crisis. (2019). Khallouli, Wajih ; Badr, Osama M.
   In: Applied Economics and Finance.
   RePEc:rfa:aefjnl:v:6:y:2019:i:1:p:53-63.

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8. Transmission of Volatility across Asia-Pacific Stock Markets: Is There a Pattern?. (2017). Iyer, Vishwanathan ; Mitra, Amarnath.
   In: IIM Kozhikode Society & Management Review.
   RePEc:sae:iimkoz:v:6:y:2017:i:1:p:42-54.

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9. The Russian Stock Market during the Ukrainian Crisis: A Network Perspective. (2016). Erkol, Narod ; Schmidbauer, Harald ; Uluceviz, Erhan ; Rosch, Angi.
   In: Czech Journal of Economics and Finance (Finance a uver).
   RePEc:fau:fauart:v:66:y:2016:i:6:p:478-509.

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10. On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach. (2016). Maliki, Samir Baha-Eddine ; JAWADI, Fredj ; Hemche, Omar ; Cheffou, Abdoulkarim Idi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pa:p:292-299.

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11. Analysis of the Relationship between Market Volatility and Firms Volatility on the Polish Capital Market. (2016). Otola, Iwona ; Wodarczyk, Aneta.
    In: Dynamic Econometric Models.
    RePEc:cpn:umkdem:v:16:y:2016:p:87-116.

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12. Does the financial crisis affect distressed or constrained firms more heavily?. (2015). Alfranseder, Emanuel.
    In: Knut Wicksell Working Paper Series.
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13. Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market. (2015). pragidis, ioannis ; Chionis, Dionysios ; Schizas, P. ; Aielli, G. P..
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:18:y:2015:i:c:p:127-138.

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14. Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes. (2014). Tang, Chrismin ; Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee.
    In: Open Economies Review.
    RePEc:kap:openec:v:25:y:2014:i:3:p:521-570.

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15. Volatility Contagion in the Asian Crisis: New Evidence of Volatility Tail Dependence.. (2014). Herrera, Rodrigo ; Karmann, Alexander.
    In: Review of Development Economics.
    RePEc:bla:rdevec:v:18:y:2014:i:2:p:354-371.

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16. A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion. (2013). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Chan, Joshua ; Joshua C. C. Chan, .
    In: CAMA Working Papers.
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17. Has the structural break slowed down growth rates of stock markets?. (2013). Narayan, Seema ; Mishra, Sagarika.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:30:y:2013:i:c:p:595-601.

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18. Testing for “Contagion” of the Subprime Crisis on the Middle East and North African Stock Markets: A Markov Switching EGARCH Approach. (2012). Khallouli, Wajih ; Sandretto, Rene.
    In: Journal of Economic Integration.
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19. Emerging markets and financial crises: Regional, global or isolated shocks?. (2012). Kenourgios, Dimitris ; Padhi, Puja.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:22:y:2012:i:1:p:24-38.

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20. Financial contagion of the 2008 crisis: is there any evidence of financial contagion from the US to the Baltic states. (2011). PAAS, TIIU ; Kuusk, Andres .
    In: Eastern Journal of European Studies.
    RePEc:jes:journl:y:2011:v:2:p:61-76.

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21. Testing for “Contagion” of the Subprime Crisis on the Middle East And North African Stock Markets: A Markov Switching EGARCH Approach. (2011). Khallouli, Wajih ; Sandretto, Rene.
    In: Working Papers.
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22. Actually This Time Is Different. (2011). Tang, Chrismin ; Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2011-12.

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23. Return and volatility spillovers among the East Asian equity markets. (2010). Yilmaz, Kamil.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:21:y:2010:i:3:p:304-313.

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24. The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis. (2009). Khallouli, Wajih ; JOUINI, Jamel ; Essaadi, Essahbi.
    In: Panoeconomicus.
    RePEc:voj:journl:v:56:y:2009:i:2:p:241-260.

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25. Return and Volatility Spillovers among the East Asian Equity Markets. (2009). Yilmaz, Kamil.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:0907.

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26. Contagion in the stock markets: The Asian financial crisis revisited. (2009). Khan, Saleheen ; Park, Kwangwoo.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:20:y:2009:i:5:p:561-569.

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27. Shift-Contagion in Middle East and North Africa Stock Markets. (2008). Khallouli, Wajih.
    In: Working Papers.
    RePEc:erg:wpaper:420.

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28. The asymmetric impact of macroeconomic announcements on U.S. Government bond rate level and volatility. (2007). TUYSUZ, Sukriye.
    In: MPRA Paper.
    RePEc:pra:mprapa:5381.

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29. Implied volatility linkages among major European currencies. (2006). Vähämaa, Sami ; Sahlstrom, Petri ; Nikkinen, Jussi.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:16:y:2006:i:2:p:87-103.

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30. An Investigation of the Role of Cross-Border Spillover of Returns and Volatility in the Estonian Stock Market. (2005). Kein, Alar .
    In: Working Papers.
    RePEc:ttu:wpaper:120.

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31. La propagation des crises financieres dans les pays emergents : la contagion est-elle discriminante ?. (2005). Lahet, Delphine ; Brana, Sophie.
    In: Economie Internationale.
    RePEc:cii:cepiei:2005-3td.

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32. The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis. (2004). Khallouli, Wajih ; Essaadi, Essahbi ; Jouini, Jamel.
    In: Post-Print.
    RePEc:hal:journl:halshs-00201220.

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