1. Spillovers of good and bad volatility in Asian emerging markets: insights from global and regional perspectives. (2024). Baba, Boubekeur.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:48:y:2024:i:4:d:10.1007_s12197-024-09696-5.

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2. The comovements of tail risks in time and frequency domains: evidence from US and emerging Asian stock markets. (2024). Baba, Boubekeur.
   In: Future Business Journal.
   RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00350-4.

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3. Market risk spillover and the asymmetric effects of macroeconomic fundamentals on market risk across Vietnamese sectors. (2024). Vo, Duc Hong ; Nguyen, Hung Le-Phuc.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00602-2.

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4. Tail risk connectedness in clean energy and oil financial market. (2024). Foglia, Matteo ; Angelini, Eliana ; Duc, Toan Luu.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04745-w.

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5. Do market conditions affect interconnectedness pattern of socially responsible equities?. (2024). Anwer, Zaheer ; Naeem, Muhammad Abubakr ; Khan, Ashraf ; Paltrinieri, Andrea.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:93:y:2024:i:pa:p:611-630.

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6. Risk dynamics in energy transition: Evaluating downside risks and interconnectedness in fossil fuel and renewable energy markets. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Hamouda, Foued ; Zargar, Faisal Nazir.
   In: Resources Policy.
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7. 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.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002976.

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8. Time-frequency cross-country spillovers of climate policy uncertainty: Does it matter for financial risk?. (2024). Chen, Donghui ; Zhang, Jun.
   In: Energy.
   RePEc:eee:energy:v:312:y:2024:i:c:s0360544224033218.

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9. 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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10. Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Lang, Chunlin.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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11. Immunization of systemic risk in trade–investment networks. (2023). Li, Shouwei.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437122009980.

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12. Dynamic asymmetric connectedness in technological sectors. (2023). Alshater, Muneer ; el Khoury, Rim ; Alqaralleh, Huthaifa.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470.

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13. Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

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14. Social capital, trust, and bank tail risk: The value of ESG rating and the effects of crisis shocks. (2023). Trinh, Vu Quang ; Li, Teng ; Cao, Ngan Duong ; Elnahass, Marwa.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000082.

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15. Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets: An interacting network perspective. (2023). Huang, Wei-Qiang ; Liu, Peipei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003915.

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16. Bearish Vs Bullish risk network: A Eurozone financial system analysis. (2022). Wang, Gang-Jin ; Foglia, Matteo ; Angelini, Eliana ; Addi, Abdelhamid.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000142.

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17. Quantifying the asymmetric spillovers in sustainable investments. (2022). Iqbal, Najaf ; Suleman, Muhammed Tahir ; Naeem, Muhammad Abubakr.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121001864.

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18. Does Heterogeneity in COVID-19 News Affect Asset Market? Monte-Carlo Simulation Based Wavelet Transform. (2021). Ashfaq, Saira ; Kayani, Ghulam Mujtaba ; Siddique, Asima.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:463-:d:648446.

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2. Two-Way Risk Spillover of Financial and Real Sectors in the Presence of Major Public Emergencies. (2022). Zhang, Ziyi ; Li, Yong ; Niu, Tong.
   In: Sustainability.
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3. Sudden shock and stock market network structure characteristics: A comparison of past crisis events. (2022). Wen, Zhang ; Ji, Xiaoqin ; Huang, KE ; He, Chengying.
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4. Spillover effects between commodity and stock markets: A SDSES approach. (2022). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura.
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5. Predicting the stressed expected loss of large U.S. banks. (2022). Jondeau, Eric ; Khalilzadeh, Amir.
   In: Journal of Banking & Finance.
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6. Risk spillover analysis of China’s financial sectors based on a new GARCH copula quantile regression model. (2022). Niu, Rong ; Tian, Maoxi ; Guo, Fei.
   In: The North American Journal of Economics and Finance.
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7. Instability spillovers in the banking sector: A spatial econometrics approach. (2022). Karkowska, Renata ; Acedaski, Jan.
   In: The North American Journal of Economics and Finance.
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8. The Rising Interconnectedness of the Insurance Sector. (2022). Jourde, Tristan.
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9. Network‐based early warning system to predict financial crisis. (2021). Dastkhan, Hossein.
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10. The Risk Spillover Effects of the Real Estate Industry on the Financial Industry: A GARCH-Time-Varying-Copula-CoVaR Approach on China. (2021). Xu, Yunsong ; Ding, Ning ; Li, Jiaqi ; Qi, Hanying.
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11. International tail risk connectedness: Network and determinants. (2021). Nguyen, Linh Hoang ; Lambe, Brendan John.
    In: Journal of International Financial Markets, Institutions and Money.
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12. Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios.
    In: Journal of Financial Stability.
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13. Default clustering of the nonfinancial sector and systemic risk: Evidence from China. (2021). Wang, Xiaoting ; Hou, Siyuan ; Shen, Jie.
    In: Economic Modelling.
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14. An intraday-return-based Value-at-Risk model driven by dynamic conditional score with censored generalized Pareto distribution. (2021). Song, Shijia ; Li, Handong ; Tian, Fei.
    In: Journal of Asian Economics.
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15. Macro-Financial Spillovers. (2020). Yilmaz, Kamil ; Hallam, Mark ; cotter, john.
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16. Systemic importance of financial institutions: A complex network perspective. (2020). Yang, Xin ; Zhao, Xian ; Wen, Shigang ; Huang, Chuangxia.
    In: Physica A: Statistical Mechanics and its Applications.
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17. Research on Chinas financial systemic risk contagion under jump and heavy-tailed risk. (2020). Xiong, Xiong ; Gong, Xiao-Li ; Liu, Xi-Hua ; Zhang, Wei.
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18. Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach. (2020). Chevapatrakul, Thanaset ; Nguyen, Linh Hoang ; Yao, Kai.
    In: Journal of Empirical Finance.
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19. Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach. (2020). Jin, Xiu ; Chen, NA.
    In: The North American Journal of Economics and Finance.
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20. Risk and risk management of spillover effects: Evidence from the literature. (2020). Eckert, Christian.
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21. Too Connected to Fail? Evidence from a Chinese Financial Risk Spillover Network. (2020). Chen, YU ; Zhang, Weiping ; Hu, Jie.
    In: China & World Economy.
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22. Localizing Multivariate CAViaR. (2019). Härdle, Wolfgang ; Xu, Xiu ; Hardle, Wolfgang Karl ; Klochkov, Yegor.
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23. Spillover Effects Within Business Groups: The Case of Korean Chaebols. (2018). Oh, Frederick Dongchuhl ; Joe, Denis Yongmin.
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24. Spillover effects among financial institutions within Germany and the United Kingdom. (2018). Ghulam, Yaseen ; Doering, Jana.
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25. Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry. (2018). Lin, Edward ; Yu, Min-Teh ; Chang, Carolyn W.
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27. Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach. (2018). Jian, Zhihong ; Zhu, Zhican ; Wu, Shuai.
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28. Banks’ Vulnerability and Financial Openness across Central and Eastern Europe. (2017). Nistor, Simona ; Simona, Nistor.
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29. Mixed-frequency macro-financial spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john.
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30. Extreme risk spillover network: application to financial institutions. (2017). Wang, Gang-Jin ; He, Kaijian ; Stanley, Eugene H ; Xie, Chi.
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31. Mixed-Frequency Macro-Financial Spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john.
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32. The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches. (2017). Wohar, Mark ; GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C.
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34. Multiple risk measures for multivariate dynamic heavy–tailed models. (2017). Petrella, Lea ; Bernardi, Mauro ; Maruotti, Antonello.
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35. Measuring the systemic importance of banks. (2017). Sakellaris, Plutarchos ; Moratis, George.
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36. How Useful Is Basel IIIs Liquidity Coverage Ratio? Evidence From US Bank Holding Companies. (2017). Du, Brian.
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37. Pricing of Catastrophe Risk and the Implied Volatility Smile. (2016). Ben Ammar, Semir.
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38. Network, Market, and Book-Based Systemic Risk Rankings. (2016). van de Leur, Michiel ; Lucas, Andre.
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39. The information in systemic risk rankings. (2016). Schwaab, Bernd ; Nucera, Federico Calogero ; Lucas, Andre ; Koopman, Siem Jan.
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40. Systemic Risk in the Insurance Sector: A Review and Directions for Future Research. (2016). Pankoke, David ; Eling, Martin.
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41. CoVaR. (2016). Brunnermeier, Markus ; Adrian, Tobias.
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42. On the impact of leveraged buyouts on bank systemic risk. (2015). Grupp, Marcel .
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43. Financialization in Commodity Markets: A Passing Trend or the New Normal?. (2015). Adams, Zeno.
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44. The Information in Systemic Risk Rankings. (2015). Schwaab, Bernd ; Nucera, Federico Calogero ; Lucas, Andre ; Koopman, Siem Jan.
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45. Diverging financial regulations after the crisis? A comparison of the EU’s and the United States’ responses. (2015). Biedermann, Zsuzsanna ; Orosz, Agnes.
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46. Measuring Tail-Risk Cross-Country Exposures in the Banking Industry. (2015). Sanchis-Marco, Lidia ; Serrano, Antonio Rubia .
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47. Financialization in commodity markets: A passing trend or the new normal?. (2015). Adams, Zeno ; Gluck, Thorsten.
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48. Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS. (2015). Geraci, Marco Valerio ; Gnabo, Jean-Yves.
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49. Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions. (2015). Gnabo, Jean-Yves ; Geraci, Marco Valerio.
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50. The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity. (2015). Füss, Roland ; Adams, Zeno ; Fuss, Roland ; Schindler, Felix.
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