1. Risk spillovers between the financial market and macroeconomic sectors under mixed-frequency information: A frequency domain perspective. (2025). Zhu, Chen ; Jia, Junsheng ; Ma, Xiaofu ; Li, Mengting.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500139x.

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2. Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence. (2024). Ben Amar, Amine ; Boubrahimi, Nabil ; Bellalah, Makram ; Dkhissi, Ilham ; Hasnaoui, Amir.
   In: Post-Print.
   RePEc:hal:journl:hal-04643053.

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3. Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Zaghum ; Abakah, Emmanuel ; Hadhri, Sinda ; Usman, Muhammad ; Aikins, Emmanuel Joel.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461.

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4. 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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5. Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar.
   In: Energy Economics.
   RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

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6. Emerging and advanced economies markets behaviour during the COVID‐19 crisis era. (2023). Goutte, Stéphane ; Fateh, BELAID ; Ben Amar, Amine ; Guesmi, Khaled ; Belaid, Fateh.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1563-1581.

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7. Effects of the domestic and ECB interest rates on Türkiyes stock market: Empirical evidence from a newly developed combined co-integration and causality analysis. (2023). Isiksal, Aliya Zhakanova.
   In: European Journal of Comparative Economics.
   RePEc:liu:liucej:v:20:y:2023:i:2:p:223-238.

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8. Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict. (2023). Goutte, Stéphane ; Ben Amar, Amine ; Bouattour, Mondher ; Bellalah, Makram.
   In: Post-Print.
   RePEc:hal:journl:hal-04122251.

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9. The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors. (2023). Billah, Syed ; Ben Amar, Amine ; Balli, Faruk.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x23000021.

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10. Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach. (2023). Liu, Weiguo ; Zhang, Qiwen ; Cui, Luansong ; Zhao, Jing.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pb:s030142072300853x.

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11. Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors. (2023). Elsayed, Ahmed ; Billah, Syed ; Hadhri, Sinda.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002001.

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12. Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict. (2023). Goutte, Stéphane ; Ben Amar, Amine ; Bouattour, Mondher ; Bellalah, Makram.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002258.

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13. The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Umar, Zaghum ; Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609.

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14. Dynamic connectedness and optimal hedging strategy among commodities and financial indices. (2022). Prigent, Jean-Luc ; Ben Amar, Amine ; Hachicha, Nejib ; Bellalah, Makram ; ben Slimane, Ikrame.
    In: Post-Print.
    RePEc:hal:journl:hal-03745047.

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15. 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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16. Dynamic connectedness and optimal hedging strategy among commodities and financial indices. (2022). Prigent, Jean-Luc ; Ben Amar, Amine ; Hachicha, Nejib ; Bellalah, Makram ; ben Slimane, Ikrame.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002460.

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17. US and EU unconventional monetary policy spillover on BRICS financial markets: an event study. (2021). Panda, Pradiptarathi ; Lubys, Justinas.
    In: Empirica.
    RePEc:kap:empiri:v:48:y:2021:i:2:d:10.1007_s10663-020-09480-8.

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18. Currency momentum strategies based on the Chinese Yuan: Timing of foreign exchange volatility. (2021). Chen, Miao-Ling ; Hsu, Ching-Chi.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000342.

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19. Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs. (2021). Arreola Hernandez, Jose ; Kang, Sang Hoon ; McIver, Ronald ; Sadorsky, Perry.
    In: Energy Economics.
    RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001833.

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20. Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301455.

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21. Examining Dynamic Interdependencies Among Major Global Financial Markets. (2019). Deisting, Florent ; Sehgal, Sanjay ; Saini, Sakshi.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:23:y:2019:i:1-2:p:103-139.

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22. Do (all) sectoral shocks lead to aggregate volatility? Empirics from a production network perspective. (2019). ROUGIER, ERIC ; Joya, Omar.
    In: Post-Print.
    RePEc:hal:journl:hal-02486376.

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23. Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets. (2019). Brooks, Robert ; Dash, Saumya Ranjan ; Kang, Sang Hoon ; Maitra, Debasish.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x18305912.

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24. International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression. (2019). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:65:y:2019:i:c:s105752191930050x.

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25. Do (all) sectoral shocks lead to aggregate volatility? Empirics from a production network perspective. (2019). ROUGIER, ERIC ; Joya, Omar.
    In: European Economic Review.
    RePEc:eee:eecrev:v:113:y:2019:i:c:p:77-107.

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26. INTERNATIONAL EFFECTS OF EURO AREA VERSUS U.S. POLICY UNCERTAINTY: A FAVAR APPROACH. (2019). Osowski, Thomas ; Belke, Ansgar.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:57:y:2019:i:1:p:453-481.

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27. Volatility spillovers across global asset classes: Evidence from time and frequency domains. (2018). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN ; Cunado, Juncal.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:70:y:2018:i:c:p:194-202.

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1. Effects of structural changes on the prediction of downside volatility in futures markets. (2021). Lin, Boqiang ; Gong, XU.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1124-1153.

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2. The impact of Euro through time: Exchange rate dynamics under different regimes. (2021). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1375-1408.

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3. Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Youssef, Manel.
   In: Financial Innovation.
   RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00227-3.

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4. Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?. (2021). Goutte, Stéphane ; Ben Amar, Amine ; Isleimeyyeh, Mohammad.
   In: Working Papers.
   RePEc:hal:wpaper:halshs-03211699.

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5. Asymmetric and time-frequency spillovers among commodities using high-frequency data. (2021). Vo, Xuan Vinh ; Shahzad, Syed Jawad Hussain ; Caporin, Massimiliano ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309879.

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6. Asymmetric volatility spillover between oil-importing and oil-exporting countries economic policy uncertainty and Chinas energy sector. (2021). Wang, Ziwei ; Ma, Feng ; He, Feng ; Yang, Bohan.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:75:y:2021:i:c:s105752192100082x.

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7. Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Fousekis, Panos ; Tzaferi, Dimitra.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20.

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8. Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms. (2020). Gabauer, David.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:39:y:2020:i:5:p:788-796.

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9. Another look at value and momentum: volatility spillovers. (2020). Vähämaa, Sami ; Grobys, Klaus.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:55:y:2020:i:4:d:10.1007_s11156-020-00880-2.

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10. Proper measures of connectedness. (2020). Uberti, Pierpaolo ; Maggi, Mario ; Torrente, Maria-Laura.
    In: Annals of Finance.
    RePEc:kap:annfin:v:16:y:2020:i:4:d:10.1007_s10436-020-00363-3.

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11. Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times. (2020). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp13274.

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12. Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China. (2020). Li, Youwei ; Wang, Ziwei ; He, Feng.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919309419.

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13. Fed’s unconventional monetary policy and risk spillover in the US financial markets. (2020). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:78:y:2020:i:c:p:42-52.

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14. Gold, platinum, and expected Bitcoin returns. (2020). Burggraf, Tobias ; Duc, Toan Luu ; Wang, Mei.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300177.

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15. Risk premium spillovers among stock markets: Evidence from higher-order moments. (2020). Aboura, Sofiane ; Finta, Marinela Adriana.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:49:y:2020:i:c:s1386418120300021.

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16. Examining the predictive information of CBOE OVX on China’s oil futures volatility: Evidence from MS-MIDAS models. (2020). Lu, Xinjie ; Wang, Jiqian ; Ma, Feng.
    In: Energy.
    RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318508.

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17. Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung.
    In: Energy Economics.
    RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302875.

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18. Spillover effects in oil-related CDS markets during and after the sub-prime crisis. (2020). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301467.

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19. Spillovers and diversification potential of bank equity returns from developed and emerging America. (2020). Yoon, Seong-Min ; Shahzad, Syed Jawad Hussain ; Arreola Hernandez, Jose ; Hussain, Syed Jawad ; Kang, Sang Hoon.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301169.

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20. Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets. (2020). Su, Xianfang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301157.

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21. Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market. (2020). Yin, Libo ; Wang, Ziwei ; He, Feng.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303055.

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22. Crude oil and BRICS stock markets under extreme shocks: New evidence. (2020). Niu, Tianjiao ; Wang, LU ; Ma, Feng ; He, Chengting.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:86:y:2020:i:c:p:54-68.

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23. A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data. (2019). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN.
    In: Working Papers.
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24. The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks. (2019). Newaz, Mohammad Khaleq ; Park, Jin Suk.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:71:y:2019:i:c:p:79-94.

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25. Dynamic asymmetric spillovers and volatility interdependence on China’s stock market. (2019). Chen, Yufeng ; Li, Wenqi ; Qu, Fang.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:523:y:2019:i:c:p:825-838.

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26. The determinants of the model-free positive and negative volatilities. (2019). Tunaru, Radu ; Bevilacqua, Mattia ; Morelli, David.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:92:y:2019:i:c:p:1-24.

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27. The asymmetric effect of equity volatility on credit default swap spreads. (2019). Hyun, Jung-Soon ; Lee, Hwang Hee.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:98:y:2019:i:c:p:125-136.

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28. Good and bad volatility spillovers: An asymmetric connectedness. (2019). BenSaïda, Ahmed ; Bensaida, Ahmed.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:43:y:2019:i:c:p:78-95.

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29. Do cryptocurrencies and traditional asset classes influence each other?. (2019). Kurka, Josef.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:p:38-46.

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30. The asymmetric high-frequency volatility transmission across international stock markets. (2019). Wang, Shengquan ; Luo, Jiawen.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:p:104-109.

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31. Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Lau, Chi Keung ; Ji, Qiang ; Bouri, Elie ; Marco, Chi Keung.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:63:y:2019:i:c:p:257-272.

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32. 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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33. 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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34. What Economic Factors Underlie Connectedness in Corporate Credit Default Swaps: News vs. Macroeconomic Factors?. (2018). Castro, Andrew ; Francis, Neville.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:586.

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35. Ceny biopaliv a souvisejících komodit: analýza s použitím metod minimální kostry grafu a hierarchických stromů. (2018). Krištoufek, Ladislav ; Janda, Karel ; Filip, Ondej ; Kritoufek, Ladislav.
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36. Volatility spillovers across global asset classes: Evidence from time and frequency domains. (2018). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN ; Cunado, Juncal.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:70:y:2018:i:c:p:194-202.

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37. 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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38. High-frequency volatility connectedness between the US crude oil market and Chinas agricultural commodity markets. (2018). Ji, Qiang ; Luo, Jiawen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:424-438.

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39. Asymmetric linkages among the fear index and emerging market volatility indices. (2018). Uddin, Gazi ; lucey, brian ; Bekiros, Stelios ; Badshah, Ihsan.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:37:y:2018:i:c:p:17-31.

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40. International spillovers in global asset markets. (2018). Dubova, Irina ; Belke, Ansgar.
    In: Economic Systems.
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41. Are generalized spillover indices overstating connectedness?. (2018). Wiesen, Thomas ; Norrbin, Stefan ; Beaumont, Paul ; Srivastava, Anuj.
    In: Economics Letters.
    RePEc:eee:ecolet:v:173:y:2018:i:c:p:131-134.

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42. Refined Measures of Dynamic Connectedness based on TVP-VAR. (2017). Antonakakis, Nikolaos ; Gabauer, David.
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43. Asymmetric and nonlinear inter-relations of US stock indices. (2017). VORTELINOS, DIMITRIOS ; Siriopoulos, Costas ; Gkillas (Gillas), Konstantinos ; Syriopoulos, Costas ; Svingou, Argyro.
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44. Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods. (2017). Yarovaya, Larisa ; Aloui, Chaker ; Hammoudeh, Shawkat ; Hkiri, Besma.
    In: Pacific-Basin Finance Journal.
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45. Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef ; Koenda, Even.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:77:y:2017:i:c:p:39-56.

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46. Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. (2017). Filis, George ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:50:y:2017:i:c:p:1-26.

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47. Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?. (2017). Baruník, Jozef ; Apergis, Nicholas ; Keung, Marco Chi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:108-115.

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48. Measuring spot variance spillovers when (co)variances are time-varying - the case of multivariate GARCH models. (2016). Fengler, Matthias ; Herwartz, Helmut.
    In: MPRA Paper.
    RePEc:pra:mprapa:72197.

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49. Risk and return spillovers among the G10 currencies. (2016). Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew ; Rafferty, Barry .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:31:y:2016:i:c:p:43-62.

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50. Another look at value and momentum: volatility spillovers. (). Vahamaa, Sami ; Grobys, Klaus.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v::y::i::d:10.1007_s11156-020-00880-2.

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