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2. The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. (2025). Yousaf, Imran ; Wang, Jiqian ; Marco, Chi Keung ; Dai, Xingyu.
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3. Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification. (2025). Patra, Saswat ; Malik, Kunjana.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000213.

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4. Cross-border transmission effect of Chinas monetary policy on the exchange rate of Asia-Pacific economies. (2025). Chen, Pei-Fen ; Min-Syu, Lin ; Chingnun, Lee ; Pei-Fen, Chen ; Mei-Ping, Chen.
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5. High–low volatility spillover network between economic policy uncertainty and commodity futures markets. (2024). Xiang, Youtao ; Borjigin, Sumuya.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1295-1319.

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6. Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models. (2024). Chen, Zhizhen ; Sun, Boyang ; Shi, Guifen.
   In: Empirical Economics.
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7. Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence. (2024). Guo, Wenjing ; Zhou, Yuqin ; Song, Ziyu ; Liu, Yilong ; Wu, Shan.
   In: Research in International Business and Finance.
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8. The role of international currency spillovers in shaping exchange rate dynamics in Latin America. (2024). Corbet, Shaen ; Kyriazis, Nikolaos.
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   RePEc:eee:quaeco:v:94:y:2024:i:c:p:1-10.

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9. Cross-Border spillover of imported sovereign risk to China: Key factors identification based on XGBoost-SHAP explainable machine learning algorithm. (2024). Wei, Zijun ; Luo, Weichen ; Chen, Zhizhen ; Shi, Guifen.
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10. Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries. (2024). He, Zhipeng ; Zhang, Shuguang.
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    RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002976.

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11. Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761.

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12. Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748.

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13. Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters. (2024). Naifar, Nader.
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    RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400130x.

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2. Sustainable synergy: Static and dynamic nexus between ESG and BRICS equity markets. (2025). Ali, Shoaib ; Naveed, Muhammad ; Sindhu, Muzammal Ilyas ; Al-Nassar, Nassar S.
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3. International extreme sovereign risk connectedness: Network structure and roles. (2025). Huang, Wei-Qiang ; Zhu, Yao-Long ; Liu, Peipei.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002808.

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4. Time-frequency information transmission among financial markets: evidence from implied volatility. (2024). Tiwari, Aviral ; Qureshi, Fiza ; Naeem, Muhammad Abubakr ; Farid, Saqib ; Elheddad, Mohamed.
   In: Annals of Operations Research.
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5. The Effects of Economic Uncertainty and Trade Policy Uncertainty on Industry-Specific Stock Markets Equity. (2024). Sharif, Arshian ; Tang, Xuan ; Shah, Waheed Ullah ; Gupta, Himani ; Younis, Ijaz.
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6. Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Tian, Shu ; Yahya, Muhammad ; Hedstrom, Axel.
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7. Complex network analysis of cryptocurrency market during crashes. (2024). Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan ; Hens, Chittaranjan ; Majhi, Sushovan.
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8. Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets. (2024). Wang, Gang-Jin ; Uddin, Gazi ; PARK, DONGHYUN ; Yahya, Muhammad ; Allahdadi, Mohammad Reza.
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9. Financial connectedness in BRICS: Quantile effects and BRICS SUMMIT impacts. (2024). Su, Xianfang ; Chen, Meixia.
   In: The North American Journal of Economics and Finance.
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10. Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Wang, Shuhan ; Ma, Shiqun ; Xiang, Lijin ; Liu, Jianjian.
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11. Spillover effects of external economic shocks on African sovereign bonds. (2024). Xiao, Hao ; Tang, Xiaoyang ; Lin, Jie.
    In: China Economic Review.
    RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001275.

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12. Complex network analysis of cryptocurrency market during crashes. (2024). Majhi, Sushovan ; Luwang, SR ; Nurujjaman, MD ; Mukhia, Kundan ; Hens, Chittaranjan ; Rai, Anish.
    In: Papers.
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13. Early warning systems for financial markets of emerging economies. (2024). Prokhorov, Artem ; Sokolovskiy, Evgeniy ; Kraevskiy, Artem.
    In: Papers.
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14. Better to Give than to Receive: A Study of BRICS Countries Stock Markets. (2023). Ahmad, Wasim ; Panda, Pradiptarathi ; Thiripalraju, M.
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15. Return and Volatility Connectedness in Foreign Exchange Markets of Sierra Leone. (2023). Johnson, Leroy ; Osabuohien, Evans.
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16. The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure. (2023). Umar, Zaghum ; Jareo, Francisco ; Escribano, Ana.
    In: Palgrave Communications.
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17. 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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18. The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Huszar, Zsuzsa R ; Badics, Milan Csaba ; Kotro, Balazs B.
    In: Journal of International Financial Markets, Institutions and Money.
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19. Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets: An interacting network perspective. (2023). Huang, Wei-Qiang ; Liu, Peipei.
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20. Time-varying tail risk connectedness among sustainability-related products and fossil energy investments. (2023). Ren, Boru ; lucey, brian.
    In: Energy Economics.
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21. Following the leaders? A study of co-movement and volatility spillover in BRICS currencies. (2023). Sinha Roy, Saikat ; Das, Suman.
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22. Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?. (2022). Benlagha, Noureddine ; Hemrit, Wael.
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23. Liquidity connectedness in cryptocurrency market. (2022). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar ; Vo, Xuan Vinh.
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24. Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period. (2022). Rout, Sanjay Kumar ; Mallick, Hrushikesh.
    In: Asia-Pacific Financial Markets.
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25. Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness. (2022). Billah, Syed ; Karim, Sitara ; Vigne, Samuel A ; Naeem, Muhammad Abubakr.
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26. Network connectedness dynamics of the yield curve of G7 countries. (2022). Umar, Zaghum ; Riaz, Yasir ; Aharon, David Y.
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27. Spillovers among energy commodities and the Russian stock market. (2022). Lorusso, Marco ; Costola, Michele.
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28. Dynamic spillovers between uncertainties and green bond markets in the US, Europe, and China: Evidence from the quantile VAR framework. (2022). Li, Zixuan ; Long, Shaobo ; Tian, Hao.
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29. Go green or stay black: Bond market dynamics in Asia. (2022). Uddin, Gazi ; PARK, DONGHYUN ; Luo, Tianqi ; Tian, Shu ; Jayasekera, Ranadeva.
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30. Modelling international sovereign risk information spillovers: A multilayer network approach. (2022). Huang, Wei-Qiang ; Liu, Peipei.
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31. Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market. (2022). Gabauer, David ; Chatziantoniou, Ioannis ; Marfatia, Hardik A.
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32. Financial connectedness of GCC emerging stock markets. (2021). Hung, Ngo Thai.
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33. Spillovers among Energy Commodities and the Russian Stock Market. (2021). Lorusso, Marco ; Costola, Michele.
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34. Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis. (2021). Umar, Zaghum ; Riaz, Yasir ; Manel, Youssef ; Gubareva, Mariya.
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35. Dynamic connectedness of currencies in G7 countries: A Bayesian time-varying approach. (2021). HE, Shi ; Wan, Yang.
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36. Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan.
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37. Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis. (2021). Vuković, Darko ; Maiti, Moinak ; Lapshina, Kseniya A ; Vukovic, Darko B.
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38. Can “Concerted” Macroprudential Policies Mitigate Cross‐border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies. (2021). Liu, Xiaoyu ; Chen, Xiaoli.
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39. A cross-country and country-specific modelling of stock market performance, bank development and global equity index in emerging market economies: A case of BRICS countries. (2020). , Okoro ; Onaga, Florence Ifeoma ; Alio, Felix Chukwubuzo ; Kalu, Ebere Ume ; Arize, Augustine C.
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40. Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market. (2020). Marfatia, Hardik ; Gabauer, David ; Chatziantoniou, Ioannis.
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41. Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets. (2020). Kang, Sang Hoon ; McIver, Ron P.
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42. Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian.
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43. Oil price shocks, global financial markets and their connectedness. (2020). Shahzad, Syed Jawad Hussain ; Demirer, Riza ; Hussain, Syed Jawad ; Ferrer, Roman.
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44. 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.
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45. Transmission of International Financial Shocks: A Cross Country Analysis. (2020). Rout, Sanjay Kumar.
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46. Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis. (2019). GUPTA, RANGAN ; Suleman, Tahir ; Caldeira, Joao F ; Torrent, Hudson S.
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47. A directional analysis of oil prices and real exchange rates in BRIC countries. (2019). Baghestani, Hamid ; Khallaf, Ashraf ; Chazi, Abdelaziz.
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48. Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds. (2019). Mishra, Anil ; Ahmad, Wasim ; Singh, Jitendra.
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49. Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Lau, Chi Keung ; Ji, Qiang ; Bouri, Elie ; Marco, Chi Keung.
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50. Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin.
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