1. Unraveling the Interplay of Knowledge and Innovation in the Global Financial System: A Vine Copula Analysis of Sino-US Financial Risk Contagion. (2025). Cai, Shuhui ; He, Hua ; Zhou, Yan.
   In: Journal of the Knowledge Economy.
   RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-01869-1.

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2. Unraveling financial interconnectedness: A quantile VAR model analysis of AI-based assets, sukuk, and islamic equity indices. (2025). Billah, Mabruk.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005117.

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3. Dynamic asymmetric tail dependence structure among multi-asset classes for portfolio management: Dynamic skew-t copula approach. (2025). Ito, Kakeru.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007160.

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4. Spatial linkages of positive feedback trading among the stock index futures markets. (2025). Liu, Shuyi ; Tian, Shuxi ; Mu, Lijie.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002407.

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5. Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints. (2024). Sensoy, Ahmet ; Mahapatra, Biplab ; Banerjee, Ameet Kumar ; Fabozzi, Frank ; Pradhan, H K.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05865-1.

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6. Did Precious Metals Serve as Hedge and Safe-haven Alternatives to Equity During the COVID-19 Pandemic: New Insights Using a Copula-based Approach. (2024). Pradhan, H K ; Banerjee, Ameet Kumar.
   In: Journal of Emerging Market Finance.
   RePEc:sae:emffin:v:23:y:2024:i:4:p:399-423.

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7. How dynamic capabilities enable Chinese SMEs to survive and thrive during COVID-19: Exploring the mediating role of business model innovation. (2024). Ichikohji, Takeyasu ; Huang, Wenjun.
   In: PLOS ONE.
   RePEc:plo:pone00:0304471.

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8. Interconnectedness in the FOREX market during the high inflation regime: A network analysis. (2024). Akhtaruzzaman, Md ; Le, Van ; Nath, Tamal ; Ahmed, Shamima ; Rahman, Molla Ramizur.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002605.

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9. 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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10. Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096.

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11. Is the Evergrande crisis spilling beyond China?. (2024). James, Wendy ; Ahmed, Shamima ; Moussa, Faten ; Banerjee, Ameet Kumar.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002064.

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12. Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods. (2024). Sensoy, Ahmet ; Banerjee, Ameet Kumar ; Goodell, John W.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007329.

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13. How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty?. (2024). Sensoy, Ahmet ; Ozer, Zeynep Sueda ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:93:y:2024:i:pa:p:442-468.

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14. Hedging precious metals with impact investing. (2024). Akhtaruzzaman, Md ; Le, Van ; Moussa, Faten ; Banerjee, Ameet Kumar.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pa:p:651-664.

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15. Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Thomakos, Dimitrios ; Prelorentzos, Arsenios-Georgios ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Goutte, Stephane.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027.

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16. Climate policy initiatives, green finance, and carbon risk interconnectedness. (2024). Boubaker, Sabri ; Al-Nassar, Nassar S ; Banerjee, Ameet Kumar.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008067.

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17. Environmental sustainability and the time-varying changing dynamics of green and brown energy ETFs. (2024). Banerjee, Ameet Kumar.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324001788.

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18. Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Goodell, John W ; Mahapatra, Biplab ; Banerjee, Ameet Kumar.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

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19. Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders. (2024). Shah, Mohamed ; Karim, Muhammad Mahmudul ; Yarovaya, Larisa ; Hanifa, Abu.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005490.

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20. Volatility spillovers and hedging strategies between impact investing and agricultural commodities. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Goodell, John W ; Banerjee, Ameet Kumar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698.

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21. Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs. (2024). Sensoy, Ahmet ; Goodell, John W ; Pradhan, H K ; Banerjee, Ameet Kumar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005112.

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22. Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. (2024). Sensoy, Ahmet ; Goodell, John W ; Dionisio, Andreia ; Banerjee, Ameet Kumar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003918.

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23. 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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24. Are life insurance futures a safe haven during COVID-19?. (2023). wang, kuan min ; Lee, Yuan-Ming.
    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00411-z.

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25. Spillover analysis across FinTech, ESG, and renewable energy indices before and during the Russia–Ukraine war: International evidence. (2023). Hussainey, Khaled ; el Khoury, Rim ; Assaf, Rima ; Nasrallah, Nohad.
    In: Post-Print.
    RePEc:hal:journl:hal-04564870.

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26. Does Green Improve Portfolio Optimisation?. (2023). Boubaker, Sabri ; Akhtaruzzaman, Md ; Moussa, F ; Banerjee, A K.
    In: Post-Print.
    RePEc:hal:journl:hal-04435509.

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27. Contagion Patterns Classification in Stock Indices: A Functional Clustering Analysis Using Decision Trees. (2023). Venegas-Martínez, Francisco ; Romero-Castro, Luis Lorenzo ; Razo-De, Jorge Omar ; Venegas-Martinez, Francisco.
    In: Mathematics.
    RePEc:gam:jmathe:v:11:y:2023:i:13:p:2961-:d:1185733.

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28. Artificial neural network (ANN)-based estimation of the influence of COVID-19 pandemic on dynamic and emerging financial markets. (2023). Hongxing, Yao ; Ali, Shoaib ; Alhussam, Mohammed Ismail ; Sohu, Jan Muhammad ; Naveed, Hafiz Muhammad ; Memon, Bilal Ahmed.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:190:y:2023:i:c:s0040162523001555.

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29. Shock transmission between crude oil prices and stock markets. (2023). Esparcia, Carlos ; Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004658.

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30. Does green improve portfolio optimisation?. (2023). Boubaker, Sabri ; Akhtaruzzaman, Md ; Moussa, Faten ; Banerjee, Ameet Kumar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003298.

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31. COVID‐19 crisis and risk spillovers to developing economies: Evidence from Africa. (2022). Boubaker, Sabri ; Akhtaruzzaman, Md ; Benkraiem, Ramzi ; Zopounidis, Constantin.
    In: Journal of International Development.
    RePEc:wly:jintdv:v:34:y:2022:i:4:p:898-918.

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32. Hedging commodities in times of distress: The case of COVID‐19. (2022). Tabak, Benjamin ; Silva, Thiago ; Magalhaes, Luiz Augusto ; Magalhes, Luiz Augusto.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:10:p:1941-1959.

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33. The source of financial contagion and spillovers: An evaluation of the covid-19 pandemic and the global financial crisis. (2022). Gunay, Samet ; Can, Gokberk.
    In: PLOS ONE.
    RePEc:plo:pone00:0261835.

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34. Risk Contagion between Commodity Markets and the Macro Economy during COVID-19: Evidence from China. (2022). Pan, QI ; Shen, Hong.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2022:i:1:p:66-:d:1010244.

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35. Is gold still a safe haven for stock markets? New insights through the tail thickness of portfolio return distributions. (2022). Just, Magorzata ; Echaust, Krzysztof.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:63:y:2022:i:c:s027553192200174x.

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36. Search for safe havens and resilience to global financial volatility: Response of GCC equity indexes to GFC and Covid-19. (2022). Hassan, M. Kabir ; Choudhury, Tonmoy ; Kamran, Muhammad ; Djajadikerta, Hadrian Geri.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000634.

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37. Does the Russia-Ukraine war lead to currency asymmetries? A US dollar tale. (2022). Pandey, Dharen ; Chortane, Sana Gaied.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000263.

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38. Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches. (2022). Vo, Xuan Vinh ; Hung, Ngo Thai ; My, Linh Thi.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001044.

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39. COVID-19 and the Economy: Summary of research and future directions. (2022). Iyer, Subramanian Rama ; Simkins, Betty J.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001131.

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40. The impact of COVID-19 on S&P500 sector indices and FATANG stocks volatility: An expanded APARCH model. (2022). Serrasqueiro, Pedro ; Curto, Jose Dias.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003020.

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41. COVID–19 media coverage and ESG leader indices. (2022). Umar, Zaghum ; Boubaker, Sabri ; Akhtaruzzaman, Md.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002440.

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42. Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic. (2022). Umar, Zaghum ; Jareño, Francisco ; Esparcia, Carlos ; Jareo, Francisco.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000328.

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43. Is greenness an optimal hedge for sectoral stock indices?. (2022). Umar, Zaghum ; Akhtaruzzaman, Md ; Ghardallou, Wafa ; Banerjee, Ameet Kumar.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002681.

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44. Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment. (2022). Sensoy, Ahmet ; Almeida, Dora ; Akhtaruzzaman, Md ; Dionisio, Andreia ; Banerjee, Ameet Kumar.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000703.

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45. Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk. (2022). Tsai, I-Chun.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000454.

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46. Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis. (2022). Chopra, Monika ; Mehta, Chhavi.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000100.

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1. Japanese stock market sectoral dynamics: A time and frequency analysis. (2025). el Khoury, Rim ; Polat, Onur ; Alshater, Muneer M.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1249-1274.

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2. Exploring the connectedness between major volatility indexes and worldwide sustainable investments. (2025). Lin, Boqiang ; He, Yongda ; Oxley, Les ; Hu, Yang ; Xu, Danyang.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007944.

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3. Dynamic financial connectedness among the US, China, and countries of the Belt and Road Initiative. (2025). Winkelried, Diego ; Bazn-Palomino, Walter.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000354.

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4. Volatility transmission in the property market during two inflationary periods: The 2008–2009 global financial crisis and the COVID-19 crisis. (2024). Asiri, Maram S ; Hasan, Fakhrul ; Aljohani, Bader M ; Fadul, Abubaker ; Alkhathami, Abdulrahman D.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:70:y:2024:i:pb:s027553192400206x.

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5. Interconnectedness and systemic risk: Evidence from global stock markets. (2024). Çevik, Emrah ; Kilic, Yunus ; Dibooglu, Sel ; Bugan, Mehmet Fatih ; Terzioglu, Hande Caliskan ; Cevik, Emrah Ismail.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000758.

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6. Is the Evergrande crisis spilling beyond China?. (2024). James, Wendy ; Ahmed, Shamima ; Moussa, Faten ; Banerjee, Ameet Kumar.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002064.

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7. When giants fall: Tracing the ripple effects of Silicon Valley Bank (SVB) collapse on global financial markets. (2024). OMRI, Anis ; Ali, Shoaib ; Naveed, Muhammad ; Gubareva, Mariya.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002866.

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8. Quantile time-frequency connectedness among G7 stock markets and clean energy markets. (2024). Alshater, Muneer ; Li, Yanshuang ; Xiong, Xiong ; el Khoury, Rim.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:93:y:2024:i:c:p:71-90.

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9. Market turbulence and investor decision-making in currency option market. (2024). Frikha, Wajdi ; Dammak, Wael ; Souissi, Mohamed Naceur.
   In: The Journal of Economic Asymmetries.
   RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000227.

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10. Contagion between selected European indexes during the Covid-19 pandemic. (2023). Gurgul, Henryk ; Syrek, Robert.
    In: Operations Research and Decisions.
    RePEc:wut:journl:v:33:y:2023:i:1:p:47-59:id:4.

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11. The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model. (2023). Shaik, Muneer ; Rehman, Mohd Ziaur.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09393-5.

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12. Investor behavior in the currency option market during the COVID-19 pandemic. (2023). de Peretti, Christian ; Dammak, Wael ; ben Hamad, Salah ; Boutouria, Nahla.
    In: The Journal of Economic Asymmetries.
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13. COVID‐19 crisis and risk spillovers to developing economies: Evidence from Africa. (2022). Boubaker, Sabri ; Akhtaruzzaman, Md ; Benkraiem, Ramzi ; Zopounidis, Constantin.
    In: Journal of International Development.
    RePEc:wly:jintdv:v:34:y:2022:i:4:p:898-918.

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14. Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic. (2022). mongi, arfaoui ; Chkili, Walid ; Arfaoui, Mongi ; ben Rejeb, Aymen.
    In: The Journal of Economic Asymmetries.
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15. Modeling global real economic activity: Evidence from variable selection across quantiles. (2022). Stolbov, Mikhail ; Shchepeleva, Maria.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:25:y:2022:i:c:s1703494921000438.

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16. Co-movements in sector price indexes during the COVID-19 crisis: Evidence from the US. (2022). Chlibi, Souhir ; Labidi, Oussama ; Nammouri, Hela.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003299.

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17. Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic. (2022). Umar, Zaghum ; Jareño, Francisco ; Esparcia, Carlos ; Jareo, Francisco.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000328.

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18. Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain. (2022). Wang, Yaojun ; Li, Yangyang ; Gao, Yang ; Zhao, Chengjie.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002151.

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19. Financial contagion drivers during recent global crises. (2022). Perote, Javier ; Cortés, Lina ; Cortes, Lina M ; Pineda, Julian.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003042.

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20. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD.
    In: Post-Print.
    RePEc:hal:journl:hal-04998990.

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21. Financial contagion during COVID–19 crisis. (2021). Sensoy, Ahmet ; Boubaker, Sabri ; Akhtaruzzaman, Md.
    In: Post-Print.
    RePEc:hal:journl:hal-04455600.

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22. Financial Contagion: A Tale of Three Bubbles. (2021). Burks, Nathan ; Hibbert, Ann Marie ; Fadahunsi, Adetokunbo.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:229-:d:558547.

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23. Spatial financial contagion during the COVID-19 outbreak: Local correlation approach. (2021). Garfatta, Riadh ; Zorgati, Imen.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000281.

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24. Futures market and the contagion effect of COVID-19 syndrome. (2021). Banerjee, Ameet Kumar.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000994.

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25. Financial contagion during COVID–19 crisis. (2021). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Boubaker, Sabri.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305754.

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26. Is China a source of financial contagion?. (2021). Akhtaruzzaman, Md ; Abdel-Qader, Waleed ; Shams, Syed ; Hammami, Helmi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310402.

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27. Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis. (2021). Liu, Lan ; Wang, DA ; Luo, Changqing.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001303.

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28. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; lucey, brian ; Boubaker, Sabri ; Akhtaruzzaman, Md.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772.

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29. Industrial firms and systemic risk. (2020). O'Connor, Thomas ; Flavin, Thomas ; Wosser, Michael ; Dungey, Mardi.
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n298-20.pdf.

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30. The influence of Bitcoin on portfolio diversification and design. (2020). Sensoy, Ahmet ; Corbet, Shaen ; Akhtaruzzaman, Md.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319305215.

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31. The static and dynamic connectedness of environmental, social, and governance investments: International evidence. (2020). Umar, Zaghum ; Papathanasiou, Spyros ; Kenourgios, Dimitris.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:93:y:2020:i:c:p:112-124.

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32. Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?. (2018). Aristeidis, Samitas ; Elias, Kampouris.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:53:y:2018:i:c:p:263-286.

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33. Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Pappas, Vasileios ; Alexakis, Christos.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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34. The sources of contagion risk in a banking sector with foreign ownership. (2017). Havranek, Tomas ; Fiala, Tomas.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:60:y:2017:i:c:p:108-121.

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