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Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis. (2022). Dong, Zibing ; Li, Yanshuang ; Zhuang, Xintian ; Wang, Jian.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001000.

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  2. Assessment of the Relationship among Climate Change, Green Finance and Financial Stability: Evidence from Emerging and Developed Markets. (2024). Nabil, Myvel.
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  3. Imported financial risk in global stock markets: Evidence from the interconnected network. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min ; Liu, KE.
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  4. Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions. (2024). Wang, Gang-Jin ; Ouyang, Zisheng ; Zhou, Xuewei ; Liu, Shuwen ; Lu, Min.
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  5. Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min.
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  6. Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries. (2024). Shi, Yujie ; Li, Yanshuang ; Xiong, Xiong ; Yi, Shangkun.
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  7. Measuring market volatility connectedness to media sentiment. (2024). Sirnes, Espen ; Fjesme, Sturla ; Abdollahi, Hooman.
    In: The North American Journal of Economics and Finance.
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  8. Time-Frequency Volatility Spillovers among Major International Financial Markets: Perspective from Global Extreme Events. (2023). Dong, Zibing ; Xiao, Yao ; Li, Yanshuang ; Zhuang, Xintian ; Gherghina, Stefan Cristian ; Wang, Jian.
    In: Discrete Dynamics in Nature and Society.
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  9. Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions. (2023). Ouyang, Zisheng ; Zhou, Xuewei.
    In: Research in International Business and Finance.
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  10. Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?. (2023). Vo, Xuan Vinh ; Thanh, Thao Thac ; Pham, Son Duy ; Do, Hung Xuan.
    In: Journal of Financial Stability.
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  11. Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector. (2023). Ouyang, Zisheng ; Zhou, Xuewei.
    In: International Review of Financial Analysis.
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  12. Is renewable energy use lowering resource-related uncertainties?. (2023). Olasehinde-Williams, Godwin ; Ozkan, Oktay ; Olanipekun, Ifedolapo Olabisi.
    In: Energy.
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  13. Global stock markets risk contagion: Evidence from multilayer connectedness networks in the frequency domain. (2023). Ouyang, Zisheng ; Lai, Yongzeng ; Zhou, Xuewei.
    In: The North American Journal of Economics and Finance.
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  31. Dynamic Causality Analysis of COVID-19 Pandemic Risk and Oil Market Changes. (2022). , Mike.
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    RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:240-:d:825410.

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  32. Quantifying Foreign Exchange Risk in the Selected Listed Sectors of the Johannesburg Stock Exchange: An SV-EVT Pairwise Copula Approach. (2022). Eita, Joel ; Tchuinkam, Charles Raoul.
    In: IJFS.
    RePEc:gam:jijfss:v:10:y:2022:i:2:p:24-:d:784927.

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  33. From sentiment to systemic risk: Information transmission in Asia-Pacific stock markets. (2022). Naeem, Muhammad Abubakr ; Mbarki, Imen ; Omri, Abdelwahed.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001829.

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  34. Is gold still a safe haven for stock markets? New insights through the tail thickness of portfolio return distributions. (2022). Just, Magorzata ; Echaust, Krzysztof.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:63:y:2022:i:c:s027553192200174x.

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  35. Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis. (2022). ben Jabeur, Sami ; Mefteh-Wali, Salma ; Aloui, Riadh.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000976.

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  36. The correlations among COVID-19, the effect of public opinion, and the systemic risks of China’s financial industries. (2022). Ouyang, Zisheng ; Lai, Yongzeng ; Chen, Shili.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003673.

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  37. Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework. (2022). Umar, Zaghum ; Teplova, Tamara ; Choi, Sun-Yong ; Polat, Onur.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:76:y:2022:i:c:s0927538x22001718.

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  38. 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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  39. Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches. (2022). Vo, Xuan Vinh ; Hung, Ngo Thai ; My, Linh Thi.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001044.

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  40. The size of good and bad volatility shocks does matter for spillovers. (2022). Harb, Etienne ; Bouri, Elie.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001020.

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  41. Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic. (2022). Li, Ping ; Huang, Lixin ; Wang, Dong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003007.

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  42. Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach. (2022). Wang, ZE ; Di, Zengru ; Gao, Xiangyun ; Huang, Shupei ; Tang, Renwu ; Sun, Qingru ; Chen, Zhihua.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003118.

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  43. Analysis of risk correlations among stock markets during the COVID-19 pandemic. (2022). Chen, Yun ; Wu, Junfeng ; Zhang, Chao.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001818.

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  44. Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis. (2022). Dong, Zibing ; Li, Yanshuang ; Zhuang, Xintian ; Wang, Jian.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001000.

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  45. Financial contagion drivers during recent global crises. (2022). Perote, Javier ; Cortés, Lina ; Cortes, Lina M ; Pineda, Julian.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003042.

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  46. Cross-category spillover effects of economic policy uncertainty between China and the US: Time and frequency evidence. (2022). Li, Youshu ; Shao, Qinglong ; Guo, Junjie.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000227.

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  47. How COVID-19 Influences Indian Sectoral Stocks. (2022). Oliyide, Johnson ; Fasanya, Ismail O ; Adetokunbo, Abiodun M.
    In: Asian Economics Letters.
    RePEc:ayb:jrnael:69.

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  48. Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach. (2021). Canepa, Alessandra ; Alqaralleh, Huthaifa.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:329-:d:594977.

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  49. Impact of COVID-19 on the Stock Market by Industrial Sector in Chile: An Adverse Overreaction. (2021). Gonzalez, Pedro Antonio ; Gallizo, Jose Luis.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:548-:d:677349.

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  50. The effect of COVID‐19 on the global stock market. (2021). Treepongkaruna, Sirimon ; Jindahra, Pavitra ; Sarajoti, Pattarake ; Chatjuthamard, Pattanaporn.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:61:y:2021:i:3:p:4923-4953.

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