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2. Extreme events and quantile time-frequency volatility connectedness across crude oil, green bonds and low-carbon equity markets. (2025). Wang, Jikai ; Qiao, Gaoxiu.
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3. Inter- and intra-connectedness between energy, gold, Bitcoin, and Gulf cooperation council stock markets: New evidence from various financial crises. (2025). Tang, Xuan ; Shah, Waheed Ullah ; Naeem, Muhammad Abubakr ; Younis, Ijaz.
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4. Music stocks and music tokens: Extreme connectedness and portfolio applications. (2025). Ustaoglu, Buse.
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5. Multi-scale dynamic correlation and information spillover effects between climate risks and digital cryptocurrencies: Based on wavelet analysis and time-frequency domain QVAR. (2025). Lin, Yaoyang ; Sun, Rengui ; Ouyang, Wenpei ; Liu, Baoliu ; Shu, Mingyu.
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6. Greening the energy industry: An efficiency analysis of Chinas listed new energy companies and its market spillovers. (2025). Ren, Xiaohang ; Gözgör, Giray ; Mao, Weifang ; Wang, Shengxin.
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7. Quantile return and volatility spillovers and drivers among energy, electricity, and cryptocurrency markets. (2025). Han, Xiaoyu ; Jia, Fang ; Jiang, Dongming.
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9. Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors. (2025). Demir, Ender ; Assaf, Ata ; Al-Shboul, Mohammad ; Mokni, Khaled.
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10. Navigating median and extreme volatility in stock markets: Implications for portfolio strategies. (2024). Naeem, Muhammad Abubakr.
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    RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004994.

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11. How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts. (2024). Hammoudeh, Shawkat ; Mejri, Sami ; Khan, Nasir.
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2. Global geopolitical risk and financial stability: Evidence from China. (2025). Xia, Yuqin ; Zhu, Sha ; Chen, Yunjia ; Li, Qiuxuan.
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3. Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity. (2025). Dömötör, Barbara ; Vg, Attila Andrs ; Dmtr, Barbara ; Gunay, Samet.
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4. Policy intervention and stock market stability risks: Evidence from carbon emission trading policy on energy firms in China. (2025). Yao, Shujie ; Wang, Haonan ; Ye, Cheng ; Chen, Chuanglian.
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18. Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network. (2023). Li, Zixuan ; Long, Shaobo.
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21. Financial Stability and Economic Activity in China: Based on Mixed-Frequency Spillover Method. (2022). Zhang, Yingjie ; Lv, Xuan ; Li, Menggang.
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24. Does financial stress wreak havoc on banking, insurance, oil, and gold markets? New empirics from the extended joint connectedness of TVP-VAR model. (2022). Irfan, Muhammad ; Fareed, Zeeshan ; Chen, Ruoyu ; Iqbal, Najaf ; Shahzad, Farrukh.
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33. Time-varying Correlation Between Indian Equity Market and Selected Asian and US Stock Markets. (2020). Seth, Neha ; Panda, Laxmidhar.
    In: Global Business Review.
    RePEc:sae:globus:v:21:y:2020:i:6:p:1354-1375.

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34. China’s growing influence and risk in Asia–Pacific stock markets: evidence from spillover effects and market integration. (2020). Ma, Xiaomeng ; Lv, Shuliang ; Zou, Dong ; Huang, Chuanchao.
    In: Risk Management.
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35. Copula-Based Assessment of Co-Movement and Tail Dependence Structure Among Major Trading Foreign Currencies in Ghana. (2020). Mensah, Prince Osei ; Adam, Anokye M.
    In: Risks.
    RePEc:gam:jrisks:v:8:y:2020:i:2:p:55-:d:365570.

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36. Assessing the impacts of financial stress index of developed countries on the exchange market pressure index of emerging countries. (2020). Ozcelebi, Oguzhan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:70:y:2020:i:c:p:288-302.

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37. Financial stress dynamics in China: An interconnectedness perspective. (2020). Li, jianping ; Yao, Xiaoyang ; Sun, Xiaolei ; Le, Wei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:68:y:2020:i:c:p:217-238.

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38. Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth?. (2020). Nakajima, Tadahiro ; Hamori, Shigeyuki ; Zhang, Yulian ; He, Xie.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301170.

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39. Macro-uncertainty and financial stress spillovers in the Eurozone. (2020). Mikaliunaite-Jouvanceau, Ieva ; cipollini, andrea.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:89:y:2020:i:c:p:546-558.

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40. Financial stress index, growth and price stability in India: Some recent evidence. (2020). Sahoo, Jayantee.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:xxvii:y:2020:i:1(622):p:105-124.

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41. Prudence and preference for flexibility gain. (2019). Danau, Daniel.
    In: Economics Working Paper Archive (University of Rennes & University of Caen).
    RePEc:tut:cremwp:2018-05.

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42. Investigating risk contagion initiated by endogenous liquidity shocks: evidence from the US and eurozone interbank markets. (2019). Urquhart, Andrew ; Eross, Andrea ; Wolfe, Simon.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:25:y:2019:i:1:p:35-53.

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43. Financial Stability, Monetary Stability and Growth: a PVAR Analysis. (2019). Papadopoulos, Athanasios ; Apostolakis, George.
    In: Open Economies Review.
    RePEc:kap:openec:v:30:y:2019:i:1:d:10.1007_s11079-018-9507-y.

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44. The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe. (2019). Moagar Poladian, Simona ; Moagr-Poladian, Simona ; Clichici, Dorina ; Stanciu, Cristian-Valeriu.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:14:p:3985-:d:250829.

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45. Financial stress dynamics in the MENA region: Evidence from the Arab Spring. (2019). Yarovaya, Larisa ; Elsayed, Ahmed.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:62:y:2019:i:c:p:20-34.

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46. Dynamic connectedness of global currencies: a conditional Granger-causality approach. (2018). TAN, LE ; Nguyen, Duc Khuong ; Martin, Franck.
    In: Economics Working Paper Archive (University of Rennes & University of Caen).
    RePEc:tut:cremwp:2018-04.

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47. Dynamic connectedness of global currencies: a conditional Granger-causality approach. (2018). TAN, LE ; Nguyen, Duc Khuong ; Martin, Franck ; Le, Tan.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01806733.

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48. RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan. (2018). Zhang, Zhaoyong ; Qin, Fengming.
    In: Risks.
    RePEc:gam:jrisks:v:6:y:2018:i:4:p:120-:d:175263.

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49. Order book microstructure and policies for financial stability. (2018). Biondo, Alessio Emanuele.
    In: Studies in Economics and Finance.
    RePEc:eme:sefpps:sef-04-2017-0087.

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50. Financial and monetary stability across Euro-zone and BRICS: An exogenous threshold VAR approach. (2018). Evgenidis, Anastasios ; Vartholomatou, Konstantina ; Tsagkanos, Athanasios.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:386-393.

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51. Economic dynamics during periods of financial stress: Evidences from Brazil. (2018). Stona, Filipe ; Triches, Divanildo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:55:y:2018:i:c:p:130-144.

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52. Extreme co-movements and dependencies among major international exchange rates: A copula approach. (2018). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:69:y:2018:i:c:p:56-69.

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53. A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries. (2018). de Boyrie, Maria E ; Pavlova, Ivelina ; Parhizgari, Ali M.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:68:y:2018:i:c:p:10-22.

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54. Currency downside risk, liquidity, and financial stability. (2018). Uribe, Jorge ; Fernández Mejía, Julián ; Chuliá, Helena ; Fernandez, Julian ; Chulia, Helena.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:89:y:2018:i:c:p:83-102.

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55. Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index. (2018). Tsopanakis, Andreas ; Sogiakas, Vasilios ; MacDonald, Ronald.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:52:y:2018:i:c:p:17-36.

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56. Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty. (2018). Liow, Kim ; Huang, Yuting ; Liao, Wen-Chi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:68:y:2018:i:c:p:96-116.

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57. An analysis of the literature on systemic financial risk: A survey. (2017). Kimura, Herbert ; Silva, Walmir ; Sobreiro, Vinicius Amorim.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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58. Leading indicators of financial stress: New evidence. (2017). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob ; Midkova, Kateina ; Vaiek, Boek.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:28:y:2017:i:c:p:240-257.

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59. Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach. (2017). Evgenidis, Anastasios ; Tsagkanos, Athanasios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:51:y:2017:i:c:p:69-81.

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60. Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes. (2017). ben Sassi, Salim ; Majdoub, Jihed.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:31:y:2017:i:c:p:16-31.

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61. Spreading crisis: Evidence of financial stress spillovers in the Asian financial markets. (2016). Apostolakis, George.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:43:y:2016:i:c:p:542-551.

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