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Asymmetric Higher-Moment spillovers between sustainable and traditional investments. (2024). Hamori, Shigeyuki ; He, Xie.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001446.

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  32. Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. (2021). Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001629.

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  33. Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Floros, Christos ; Gkillas, Konstantinos ; Konstantatos, Christoforos ; Tsagkanos, Athanasios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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  34. Return connectedness across asset classes around the COVID-19 outbreak. (2021). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302878.

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  35. Green bonds as hedging assets before and after COVID: A comparative study between the US and China. (2021). Zhou, Peng ; Guo, Dong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100548x.

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  36. Do investor sentiments drive cryptocurrency prices?. (2021). Ceyhan Darendeli, Sanli ; Cepni, Oguzhan ; Aysan, Ahmet ; Akyildirim, Erdinc.
    In: Economics Letters.
    RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002573.

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  37. What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133.

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  38. The impact of COVID-19 induced panic on the return and volatility of precious metals. (2021). Umar, Zaghum ; Aziz, Saqib ; Tawil, Dima.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000691.

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  39. Volatility connectedness of major cryptocurrencies: The role of investor happiness. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Gabauer, David ; Bouri, Elie.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000071.

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  40. Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China. (2021). Zhou, Peng ; Guo, Dong.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2021/28.

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  41. How Does Economic Policy Uncertainty Connect With the Volatility Spillovers in Asia-Pacific Markets?. (2021). Oyewole, Oluwatomisin ; Fasanya, Ismail ; AGBATOGUN, TAOFEEK.
    In: Asian Economics Letters.
    RePEc:ayb:jrnael:32.

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  42. Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach. (2021). Polat, Onur.
    In: World Journal of Applied Economics.
    RePEc:ana:journl:v:7:y:2021:i:2:p:47-59.

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  43. Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States. (2020). GUPTA, RANGAN ; Gabauer, David ; André, Christophe ; Andre, Christophe.
    In: Working Papers.
    RePEc:pre:wpaper:202091.

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  44. Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gabauer, David ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202059.

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  45. Return Connectedness across Asset Classes around the COVID-19 Outbreak. (2020). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202047.

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  46. Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era. (2020). Foglia, Matteo ; Angelini, Eliana.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:23:p:9863-:d:450945.

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  47. Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation. (2020). Feng, Yanhong ; Li, Tinghui ; Failler, Pierre ; Xu, Dilong.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:16:p:6523-:d:398132.

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  48. Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Cagli, Efe ; Mandaci, Pinar Evrim ; Takin, Dilvin.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301008.

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  49. From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps. (2020). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301293.

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  50. Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities. (2020). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Perez, Adrian.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301037.

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