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2. Event-driven changes in connectedness among commodities and commodity currencies: A quantile, network and probabilistic analysis. (2025). Kočenda, Evžen ; Albrecht, Peter ; de Oliveira, Alexandre Silva ; Koenda, Even ; Ceretta, Paulo Sergio ; Drbek, Michal.
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3. Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks. (2025). Xia, Xiaohua ; An, Chaofan ; Liu, Mengai ; Chen, Baifan ; Huang, Jionghao.
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4. Event-driven changes in volatility connectedness in global forex markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x24000616.

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5. Event-Driven Changes in Return Connectedness Among Cryptocurrencies. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_11658.

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6. Event-Driven Changes in Volatility Connectedness in Global Forex Markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_11606.

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7. Do bitcoin shocks truly Cointegrate with financial and commodity markets?. (2024). Frömmel, Michael ; Ozer, Mustafa ; Frommel, Michael ; Kamili, Melik ; Vukovi, Darko B.
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   RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002862.

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8. Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even.
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   RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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2. Volatility connectedness on the central European forex markets. (2024). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x.

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3. Heterogeneous Behavior and Volatility Transmission in the Forex Market using High-Frequency Data. (2023). Shira, Ruba Khalid ; Lamouchi, Rim Ammar.
   In: Journal of Applied Finance & Banking.
   RePEc:spt:apfiba:v:13:y:2023:i:3:f:13_3_3.

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4. Foreign bias in institutional portfolio allocation: The role of social trust. (2023). Drobetz, Wolfgang ; Monkemeyer, Marwin ; Requejo, Ignacio ; Schroder, Henning.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:214:y:2023:i:c:p:233-269.

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5. Volatility Connectedness on the Central European Forex Markets. (2023). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even ; Kocenda, Even.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_10728.

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6. Comovement and contagion in commodity markets. (2022). Handika, Rangga ; Chalid, Dony Abdul.
   In: Cogent Economics & Finance.
   RePEc:taf:oaefxx:v:10:y:2022:i:1:p:2064079.

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7. Mapping the field of behavioural biases: a literature review using bibliometric analysis. (2022). Singh, Simarjeet ; Walia, Nidhi ; Jain, Jinesh.
   In: Management Review Quarterly.
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8. Incentive Fees with a Moving Benchmark and Portfolio Selection under Loss Aversion. (2022). Lai, Anh Ngoc ; Mellios, Constantin.
   In: Post-Print.
   RePEc:hal:journl:hal-03708926.

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9. Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets. (2022). Goutte, Stéphane ; Ben Amar, Amine ; Isleimeyyeh, Mohammad.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:85:y:2022:i:c:p:386-400.

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10. A loan-level analysis of financial resilience in Mexico. (2022). Cantu Garcia, Carlos ; Lobato, Roberto ; Lopez-Gallo, Fabrizio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426620302132.

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11. Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Goutte, Stéphane ; Ben Amar, Amine ; Benkraiem, Ramzi ; Isleimeyyeh, Mohammad.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:82:y:2022:i:c:s105752192200151x.

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12. Asymmetric volatility spillover among Chinese sectors during COVID-19. (2021). Shahzad, Syed Jawad Hussain ; Bouri, Elie ; Peng, Zhe ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:75:y:2021:i:c:s105752192100096x.

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13. 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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14. Bank business models as a driver of cross-border activities. (2020). McQuade, Peter ; Everett, Mary ; Ogrady, Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300954.

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15. 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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16. Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Vlassopoulos, Thomas ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez.
    In: Working Paper Series.
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17. The effects of the eurosystems APP on euro area bank lending: Letting different data speak. (2019). Offermanns, Christian ; Blaes, Barno ; Kraaz, Bjorn.
    In: Discussion Papers.
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18. The architecture of supervision. (2019). Maddaloni, Angela ; Marques-Ibanez, David ; leonello, agnese ; Colliard, Jean-Edouard ; Beck, Thorsten ; Beyer, Andreas ; Ampudia, Miguel ; Marques-Ibaez, David.
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19. A loan-level analysis of bank lending in Mexico. (2019). Cantu Garcia, Carlos ; Lobato, Roberto ; Lopez-Gallo, Fabrizio.
    In: BIS Working Papers.
    RePEc:bis:biswps:802.

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20. Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, .
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21. Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:956.

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

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24. Asymmetric volatility connectedness on forex markets. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
    In: Papers.
    RePEc:arx:papers:1607.08214.

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25. 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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26. 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.
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27. Home is where your art is: the home bias of art collectors. (2013). Frey, Bruno ; Resch, Magnus ; Steiner, Lasse.
    In: ECON - Working Papers.
    RePEc:zur:econwp:135.

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