1. The investment of renewable energy: Is green bond a safe-haven to hedge U.S. monetary policy uncertainty?. (2024). Moldovan, Nicoleta-Claudia ; Qin, Meng ; Cao, Fangzhi ; Su, Chi-Wei.
   In: Energy.
   RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024253.

   Full description at Econpapers || Download paper

2. Can hybrid model improve the forecasting performance of stock price index amid COVID-19? Contextual evidence from the MEEMD-LSTM-MLP approach. (2024). Lin, YU ; Yu, Yuanyuan ; Yang, QU ; He, Qian ; Dai, Dongsheng.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001773.

   Full description at Econpapers || Download paper

1. Aloui, R. ; Aïssa, M.S.B. ; Nguyen, D.K. Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?. 2011 Journal of Banking & Finance. 35 130-141

2. Ashfaq, S. ; Tang, Y. ; Maqbool, R. Dynamics of spillover network among oil and leading Asian oil trading countries' stock markets. 2020 Energy. 207 -

3. Atukeren, E. ; Çevik, E.İ. ; Korkmaz, T. Volatility spillovers between WTI and Brent spot crude oil prices: An analysis of granger causality in variance patterns over time. 2021 Research in International Business and Finance. 56 -

4. Cabrales, A. ; Gottardi, P. ; Vega-Redondo, F. Risk sharing and contagion in networks. 2017 The Review of Financial Studies. 30 3086-3127

5. Chang, K. ; Ye, Z. ; Wang, W. Volatility spillover effect and dynamic correlation between regional emissions allowances and fossil energy markets: New evidence from China’s emissions trading scheme pilots. 2019 Energy. 185 1314-1324

6. Chen, J. ; Chen, Y. ; Gu, Q. ; Zhou, W. Network evolution underneath the volatility spillover in traditional and clean energy markets. 2023 Applied Economics. 1-17

7. Chen, Y. ; Qu, F. ; Li, W. ; Chen, M. Volatility spillover and dynamic correlation between the carbon market and energy markets. 2019 Journal of Business Economics and Management. 20 979-999
   Paper not yet in RePEc: Add citation now
   

8. Choi, S.Y. Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday. 2022 The North American Journal of Economics and Finance. 59 -

9. Cox, D.R. ; Stuart, A. Some quick sign tests for trend in location and dispersion. 1955 Biometrika. 42 80-95
   Paper not yet in RePEc: Add citation now
   

10. Diebold, F.X. ; Yilmaz, K. Better to give than to receive: Predictive directional measurement of volatility spillovers. 2012 International Journal of Forecasting. 28 57-66

11. Diebold, F.X. ; Yilmaz, K. Measuring financial asset return and volatility spillovers, with application to global equity markets. 2009 The Economic Journal. 119 158-171

12. Diebold, F.X. ; Yılmaz, K. On the network topology of variance decompositions: Measuring the connectedness of financial firms. 2014 Journal of Econometrics. 182 119-134

13. Ding, Y. ; Chen, S. ; Li, H. ; Sun, Q. ; Chen, H. ; Yu, H. Causality inference among base metal, rare metal and precious metal markets. 2023 Resources Policy. 85 -

14. Engle, R.F. ; Gallo, G.M. ; Velucchi, M. Volatility spillovers in East Asian financial markets: A MEM-based approach. 2012 Review of Economics and Statistics. 94 222-223

15. Forbes, K.J. ; Rigobon, R. No contagion, only interdependence: Measuring stock market comovements. 2002 The Journal of Finance. 57 2223-2261
    Paper not yet in RePEc: Add citation now
    

16. Gai, K. ; Garg, B. Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies: Evidence from the COVID-19 outbreak period. 2022 Applied Economics Letters. 29 738-745

17. Geng, J.B. ; Du, Y.J. ; Ji, Q. ; Zhang, D. Modeling return and volatility spillover networks of global new energy companies. 2021 Renewable and Sustainable Energy Reviews. 135 -

18. Gong, X. ; Guan, K. ; Chen, Q. The role of textual analysis in oil futures price forecasting based on machine learning approach. 2022 Journal of Futures Markets. 42 1987-2017

19. Gong, X. ; Jin, Y. ; Sun, C. Time-varying pure contagion effect between energy and nonenergy commodity markets. 2022 Journal of Futures Markets. 42 1960-1986
    Paper not yet in RePEc: Add citation now
    

20. Gong, X. ; Liu, Y. ; Wang, X. Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method. 2021 International Review of Financial Analysis. 76 -

21. Gong, X. ; Sun, Y. ; Du, Z. Geopolitical risk and China's oil security. 2022 Energy Policy. 163 -

22. Jebabli, I. ; Kouaissah, N. ; Arouri, M. Volatility spillovers between stock and energy markets during crises: A comparative assessment between the 2008 global financial crisis and the covid-19 pandemic crisis. 2021 Finance Research Letters. 102363 -
    Paper not yet in RePEc: Add citation now
    

23. Ji, Q. ; Liu, B.Y. ; Fan, Y. Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model. 2019 Energy Economics. 77 80-92

24. Ji, Q. ; Liu, B.Y. ; Zhao, W.L. ; Fan, Y. Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS. 2020 International Review of Financial Analysis. 68 -

25. Karolyi, G.A. Does international financial contagion really exist?. 2003 International Finance. 6 179-199

26. Katsiampa, P. ; Corbet, S. ; Lucey, B. Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis. 2019 Finance Research Letters. 29 68-74

27. Kendall, M.G. Rank Correlation Methods. 1957 Biometrika. 44 298-
    Paper not yet in RePEc: Add citation now
    

28. Li, W. COVID-19 and asymmetric volatility spillovers across global stock markets. 2021 The North American Journal of Economics and Finance. 58 -

29. Liu, L. Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets. 2014 International Review of Financial Analysis. 33 39-48

30. Liu, T. ; Gong, X. Analyzing time-varying volatility spillovers between the crude oil markets using a new method. 2020 Energy Economics. 87 -

31. Liu, X. ; An, H. ; Li, H. ; Chen, Z. ; Feng, S. ; Wen, S. Features of spillover networks in international financial markets: Evidence from the G20 countries. 2017 Physica A: Statistical Mechanics and its Applications. 479 265-278

32. Longstaff, F.A. The subprime credit crisis and contagion in financial markets. 2010 Journal of Financial Economics. 97 436-450

33. Lu, X.F. ; Lai, K.K. ; Liang, L. Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model. 2014 Annals of Operations Research. 219 333-357

34. Luo, C. ; Liu, L. ; Wang, D. Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis. 2021 The North American Journal of Economics and Finance. 58 -

35. Ly, S. ; Sriboonchitta, S. ; Tang, J. ; Wong, W.K. Exploring dependence structures among European electricity markets: Static and dynamic copula-GARCH and dynamic state-space approaches. 2022 Energy Reports. 8 3827-3846
    Paper not yet in RePEc: Add citation now
    

36. Ma, Y. ; Wang, J. Co-movement between oil, gas, coal, and iron ore prices, the Australian dollar, and the Chinese RMB exchange rates: A copula approach. 2019 Resources Policy. 63 -

37. Maghyereh, A.I. ; Awartani, B. ; Bouri, E. The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes. 2016 Energy Economics. 57 78-93

38. Mann, H.B. Nonparametric tests against trend. 1945 Econometrica: Journal of the Econometric Society. 245-259
    Paper not yet in RePEc: Add citation now
    
39. Mann, H.B. Nonparametric tests against trend. 1945 Econometrica. 13 245-259
    Paper not yet in RePEc: Add citation now
    
40. Masson, P. 8 Contagion: Monsoonal effects, spillovers and jumps between multiple equilibria. The Asian Financial. 1999 Crisis. 265 -
    Paper not yet in RePEc: Add citation now
    

41. Meng, J. ; Nie, H. ; Mo, B. ; Jiang, Y. Risk spillover effects from global crude oil market to China’s commodity sectors. 2020 Energy. 202 -

42. Nazlioglu, S. ; Erdem, C. ; Soytas, U. Volatility spillover between oil and agricultural commodity markets. 2013 Energy Economics. 36 658-665

43. Nikoloulopoulos, A.K. ; Joe, H. ; Li, H. Vine copulas with asymmetric tail dependence and applications to financial return data. 2012 Computational Statistics & Data Analysis. 56 3659-3673

44. Oliveira, F.A. ; Maia, S.F. ; Jesus, D.P. ; Besarria, C.D.N. Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas. 2018 The North American Journal of Economics and Finance. 45 83-100

45. Pan, Q. ; Mei, X. ; Gao, T. Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction. 2022 The North American Journal of Economics and Finance. 59 -

46. Papathanasiou, S. ; Dokas, I. ; Koutsokostas, D. Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors. 2022 The North American Journal of Economics and Finance. 62 -

47. Patton, A.J. Modelling time-varying exchange rate dependence using the conditional copula. 2001 Working Paper of Department of Economics, University of California: San Diego

48. Ping, L. ; Ziyi, Z. ; Tianna, Y. ; Qingchao, Z. The relationship among China’s fuel oil spot, futures and stock markets. 2018 Finance Research Letters. 24 151-162
    Paper not yet in RePEc: Add citation now
    
49. Salamai, A.A. Deep learning framework for predictive modeling of crude oil price for sustainable management in oil markets. 2023 Expert Systems with Applications. 211 -
    Paper not yet in RePEc: Add citation now
    

50. Tan, X.P. ; Sirichand, K. ; Vivian, A. ; Wang, X.Y. How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics. 2020 Energy Economics. 90 -

51. Tian, M. ; Guo, F. ; Niu, R. Risk spillover analysis of China’s financial sectors based on a new GARCH copula quantile regression model. 2022 The North American Journal of Economics and Finance. 63 -

52. Wen, F. ; Yang, X. ; Zhou, W.X. Tail dependence networks of global stock markets. 2019 International Journal of Finance & Economics. 24 558-567

53. Xu, G. ; Rong, S.A. ; Jun, X. ; Lin, B.Q. Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective. 2021 Applied Energy. 285 -

54. Yang, K. ; Wei, Y. ; Li, S. ; He, J. Geopolitical risk and renewable energy stock markets: An insight from multiscale dynamic risk spillover. 2021 Journal of Cleaner Production. 279 -
    Paper not yet in RePEc: Add citation now
    

55. Zhang, W.P. ; Zhuang, X.T. ; Lu, Y. Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. 2020 North American Journal of Economics and Finance. 51 -

56. Zhou, W. ; Chen, Y. ; Chen, J. Risk spread in multiple energy markets: Extreme volatility spillover network analysis before and during the COVID-19 pandemic. 2022 Energy. 256 -

57. Zhou, W. ; Gu, Q. ; Chen, J. From volatility spillover to risk spread: An empirical study focuses on renewable energy markets. 2021 Renewable Energy. 180 329-342

1. THE MACROECONOMIC AND FINANCIAL IMPACTS OF EUROPEAN CRISIS ON SAUDI ARABIA. (2016). Benlagha, Noureddine ; Mseddi, Slim.
   In: Applied Econometrics and International Development.
   RePEc:eaa:aeinde:v:16:y:2016:i:1_12.

   Full description at Econpapers || Download paper

2. The 2008 financial crisis: Stock market contagion and its determinants. (2015). Vu, Quang Viet ; Luchtenberg, Kimberly F..
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:33:y:2015:i:c:p:178-203.

   Full description at Econpapers || Download paper

3. Market risk of BRIC Eurobonds in the financial crisis period. (2015). VORTELINOS, DIMITRIOS ; Lakshmi, Geeta.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:39:y:2015:i:c:p:295-310.

   Full description at Econpapers || Download paper

4. Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios. (2015). Nguyen, Duc Khuong ; Arreola Hernandez, Jose ; Bekiros, Stelios ; Hammoudeh, Shawkat.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:1-11.

   Full description at Econpapers || Download paper

5. Contagion effect of the European financial crisis on Chinas stock markets: Interdependence and pure contagion. (2015). Wang, Xiao-Ting ; Li, Wen ; Shen, Pei-Long ; Su, Chi-Wei.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:50:y:2015:i:c:p:193-199.

   Full description at Econpapers || Download paper

6. The impact of the financial crisis on transatlantic information flows: An intraday analysis. (2014). Dimpfl, Thomas ; Peter, Franziska J..
   In: University of Tübingen Working Papers in Business and Economics.
   RePEc:zbw:tuewef:70.

   Full description at Econpapers || Download paper

7. Structural Breakage and Long-term Cointegration Analysis for Economic Growth in G-7, BRICS and MATIK Countries. (2014). KARGI, Bilal.
   In: EconStor Open Access Articles and Book Chapters.
   RePEc:zbw:espost:98660.

   Full description at Econpapers || Download paper

8. 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.

   Full description at Econpapers || Download paper

9. Structural Breakage and Long Term Cointegration Analysis for Economic Growth in G-7, BRICS and MATIK Countries (1962-2012). (2014). KARGI, Bilal.
   In: MPRA Paper.
   RePEc:pra:mprapa:57106.

   Full description at Econpapers || Download paper

10. The Effects of BRICS and MATIK Countries on World Economy and Cointegration Analysis The Long Term Relation G-7 Growth Rates (1962-2012). (2014). KARGI, Bilal.
    In: MPRA Paper.
    RePEc:pra:mprapa:55693.

    Full description at Econpapers || Download paper

11. Are emerging markets exposed to contagion from U.S.: Evidence from stock and sovereign bond markets. (2014). Kazi, Irfan Akbar ; Wagan, Hakimzadi.
    In: Working Papers.
    RePEc:ipg:wpaper:201417.

    Full description at Econpapers || Download paper

12. Testing for asymmetric causality from U.S. equity returns to commodity futures returns. (2014). Uddin, Gazi Salah.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-545.

    Full description at Econpapers || Download paper

13. A wavelet-based copula approach for modeling market risk in agricultural commodity markets. (2014). Aloui, Riadh ; ben Aissa, Mohamed Safouane ; Nguyen, Duc Khuong.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-412.

    Full description at Econpapers || Download paper

14. Do global factors impact BRICS stock markets? A quantile regression approach. (2014). Reboredo, Juan ; Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-159.

    Full description at Econpapers || Download paper

15. The shift-contagion effect of global financial crisis and the European debt crisis on OECD Countries. (2014). Mehanaoui, Mohamed ; Kazi, Irfan Akbar ; Akbar, Farhan.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-128.

    Full description at Econpapers || Download paper

16. Are emerging markets exposed to contagion from U.S.: Evidence from stock and sovereign bond markets. (2014). Wagan, Hakimzadi.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-058.

    Full description at Econpapers || Download paper

17. Dependence structure between CEEC-3 and German government securities markets. (2014). Yang, Lu ; Hamori, Shigeyuki.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:29:y:2014:i:c:p:109-125.

    Full description at Econpapers || Download paper

18. Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis. (2014). Wang, Lihong.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:28:y:2014:i:c:p:182-203.

    Full description at Econpapers || Download paper

19. Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data. (2014). Keddad, Benjamin ; Dufrénot, Gilles ; Dufrenot, Gilles.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:33:y:2014:i:c:p:17-32.

    Full description at Econpapers || Download paper

20. Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management. (2014). Nguyen, Duc Khuong ; BEN AISSA, Mohamed ; Hammoudeh, Shawkat ; Aloui, Riadh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:42:y:2014:i:c:p:332-342.

    Full description at Econpapers || Download paper

21. Equity market contagion during the global financial crisis: Evidence from the worlds eight largest economies. (2014). Gajurel, Dinesh ; Dungey, Mardi.
    In: Economic Systems.
    RePEc:eee:ecosys:v:38:y:2014:i:2:p:161-177.

    Full description at Econpapers || Download paper

22. Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. (2014). Lyócsa, Štefan ; Baumohl, Eduard.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:38:y:2014:i:c:p:175-183.

    Full description at Econpapers || Download paper

23. Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis. (2014). Aloui, Chaker ; Hkiri, Besma.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:36:y:2014:i:c:p:421-431.

    Full description at Econpapers || Download paper

24. The effect of global financial crisis on trade elasticities: Evidence from BRIICS countries and Turkey.. (2013). Ketenci, Natalya.
    In: MPRA Paper.
    RePEc:pra:mprapa:54659.

    Full description at Econpapers || Download paper

25. How Does the Financial Crisis Affect Volatility Behavior and Transmission Among European Stock Markets?. (2013). Kazi, Irfan Akbar ; Ben Slimane, Faten ; Mehanaoui, Mohamed.
    In: IJFS.
    RePEc:gam:jijfss:v:1:y:2013:i:3:p:81-101:d:27968.

    Full description at Econpapers || Download paper

26. The extreme value in crude oil and US dollar markets. (2013). Chen, Wei-Peng ; Choudhry, Taufiq ; Wu, Chih-Chiang.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:36:y:2013:i:c:p:191-210.

    Full description at Econpapers || Download paper

27. Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach. (2013). Sghaier, Nadia ; Boubaker, Heni.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:361-377.

    Full description at Econpapers || Download paper

28. Individual investor perceptions and behavior during the financial crisis. (2013). Post, Thomas ; Pennings, Joost ; Hoffmann, Arvid ; Pennings, Joost M. E., ; Hoffmann, Arvid O. I., .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:1:p:60-74.

    Full description at Econpapers || Download paper

29. Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach. (2013). Simos, Theodore ; Kenourgios, Dimitris ; Dimitriou, Dimitrios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:46-56.

    Full description at Econpapers || Download paper

30. Modeling the co-movements between crude oil and refined petroleum markets. (2013). Zhou, Chunyang ; Wu, Chongfeng ; Tong, Bin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:882-897.

    Full description at Econpapers || Download paper

31. A time-varying copula approach to oil and stock market dependence: The case of transition economies. (2013). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Aloui, Riadh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:39:y:2013:i:c:p:208-221.

    Full description at Econpapers || Download paper

32. Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?. (2013). Li, Xindan ; Yu, Honghai ; Zhang, Bing.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:725-738.

    Full description at Econpapers || Download paper

33. Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?. (2013). Bhanumurthy, N R ; Ahmad, Wasim ; Sehgal, Sanjay.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:209-225.

    Full description at Econpapers || Download paper

34. On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010. (2013). Menla Ali, Faek ; Hunter, John ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4189.

    Full description at Econpapers || Download paper

35. New Approach to Remuneration Policy for Investment Firms: a Polish Capital Market Perspective. (2012). Oko, Szymon.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:234.

    Full description at Econpapers || Download paper

36. 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.

    Full description at Econpapers || Download paper

37. Modelling oil price and exchange rate co-movements. (2012). Reboredo, Juan.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:34:y:2012:i:3:p:419-440.

    Full description at Econpapers || Download paper

38. Return and volatility spillovers among CIVETS stock markets. (2012). Korkmaz, Turhan ; Çevik, Emrah ; Atukeren, Erdal.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:13:y:2012:i:2:p:230-252.

    Full description at Econpapers || Download paper

39. The more contagion effect on emerging markets: The evidence of DCC-GARCH model. (2012). Celk, Sibel .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:5:p:1946-1959.

    Full description at Econpapers || Download paper

40. Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis. (2012). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:3:p:943-973.

    Full description at Econpapers || Download paper

41. A bibliometric account of Chinese economics research through the lens of the China Economic Review. (2012). Teixeira, Aurora ; Du, Yuxin ; Teixeira, Aurora A. C., .
    In: China Economic Review.
    RePEc:eee:chieco:v:23:y:2012:i:4:p:743-762.

    Full description at Econpapers || Download paper

42. Volatility Transmission across Currency, Commodity and Equity Markets under Multi-Chain Regime Switching: Implications for Hedging and Portfolio Allocation. (2012). Otranto, Edoardo ; Khalifa, Ahmed ; Ramchander, S. ; Hammoudeh, S..
    In: Working Paper CRENoS.
    RePEc:cns:cnscwp:201214.

    Full description at Econpapers || Download paper

43. Contagion in CDS, Banking and Equity Markets.. (2012). Tabak, Benjamin ; Miranda, Rodrigo ; Rodrigo Cesar de Castro Miranda, ; Junior, Mauricio Medeiros .
    In: Working Papers Series.
    RePEc:bcb:wpaper:293.

    Full description at Econpapers || Download paper

44. Volatility Transmission in Emerging European Foreign Exchange Markets. (2011). Kočenda, Evžen ; Bubak, Vit ; Zikes, Filip.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2011-1020.

    Full description at Econpapers || Download paper

45. BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets.. (2011). Yoshino, Joe ; Bianconi, Marcelo ; Mariana O. Machado de Sousa, .
    In: Discussion Papers Series, Department of Economics, Tufts University.
    RePEc:tuf:tuftec:0764.

    Full description at Econpapers || Download paper

46. A Bibliometrics Portrait of Chinese Research through the Lens of China Economic Review. A research proposal.. (2011). Du, Yuxin.
    In: Economics and Management Research Projects: An International Journal.
    RePEc:por:emrpij:v:1:y:2011:i:1:p:79-91.

    Full description at Econpapers || Download paper

47. Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX. (2011). Poon, Ser-Huang ; Hilal, Sawsan ; Tawn, Jonathan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:9:p:2374-2387.

    Full description at Econpapers || Download paper

48. The macroeconomic sources of systemic risk in the banking sectors of five new EU member states. (2011). Repina, Sebastijan ; Festic, Mejra ; Kavkler, Alenka.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:2:p:310-322.

    Full description at Econpapers || Download paper

49. Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union. (2011). Herrera, Rodrigo ; Eichler, Stefan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:2916-2930.

    Full description at Econpapers || Download paper

50. Volatility transmission in emerging European foreign exchange markets. (2011). Kočenda, Evžen ; Bubak, Vit ; Zikes, Filip.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:2829-2841.

    Full description at Econpapers || Download paper

Report date: 2025-10-03 21:26:37 || Missing content? Let us know