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2. Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets. (2025). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gmez-Puig, Marta ; Fernandez-Perez, Adrin.
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3. Heterogeneity in the volatility spillover of cryptocurrencies and exchanges. (2024). Wu, Meiyu ; Wang, LI ; Yang, Haijun.
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4. Cryptocurrencies under climate shocks: a dynamic network analysis of extreme risk spillovers. (2024). Zhang, Dayong ; Kang, Yuxin ; Ji, Qiang ; Guo, Kun.
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   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00579-y.

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5. Are the Crypto Markets Shock Resilient to COVID-19? A Comparative Investigation of Trading Prices and Volumes. (2024). Bwando, William ; Ul, Asad.
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   RePEc:erh:journl:v:16:y:2024:i:2:p:148-171.

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6. Bitcoin forks: What drives the branches?. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000539.

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7. Mapping fear in financial markets: Insights from dynamic networks and centrality measures. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam.
   In: Pacific-Basin Finance Journal.
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8. Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kukacka, Jiri ; Kristoufek, Ladislav ; Kocenda, Evzen.
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9. Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani.
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10. Cryptocurrency Connectedness: Does Controlling for the Cross-Correlations Matter?. (2023). Wiesen, Thomas ; Bharadwaj, Lakshya.
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    RePEc:taf:apeclt:v:30:y:2023:i:20:p:2873-2880.

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11. Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic. (2023). Al-Shboul, Mohammad ; Mokni, Khaled ; Assaf, Ata.
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12. Comparing cryptocurrencies and gold - a system-GARCH-approach. (2022). Klose, Jens.
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    RePEc:spr:eurase:v:12:y:2022:i:4:d:10.1007_s40822-022-00218-4.

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13. On the asymmetrical connectedness between cryptocurrencies and foreign exchange markets: Evidence from the nonparametric quantile on quantile approach. (2022). Raza, Syed ; Ahmed, Maiyra ; Aloui, Chaker.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000150.

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14. When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic. (2022). Mokni, Khaled ; Al-Shboul, Mohammad ; Assaf, Ata.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002630.

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15. The Accuracy of the Tick Rule in the Bitcoin Market. (2021). Zhai, Pengxiang ; Ma, Donglian.
    In: SAGE Open.
    RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211014504.

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16. Cryptocurrencies and Gold - Similarities and Differences. (2021). Klose, Jens.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:202128.

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45. Systemic risk with endogenous loss given default. (2017). Ijtsma, Pieter ; Spierdijk, Laura.
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46. The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model. (2017). Kishor, N ; Bhatt, Vipul ; Ma, Jun.
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47. D-vine copula based quantile regression. (2017). Kraus, Daniel ; Czado, Claudia.
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49. Systemic risk, corporate governance and regulation of banks across emerging countries. (2016). Nistor, Simona ; Andrieș, Alin Marius.
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50. A Composite Indicator of Systemic Stress (CISS) for Colombia. (2014). Rojas Bohórquez, Juan Sebastián ; Morales Mosquera, Miguel ; Cabrera, Wilmar ; Hurtado, Jorge .
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