1. Quantification of the short-term impact of economic shock events on the gross domestic product of 31 provinces in China from 2005 to 2022. (2024). Zhang, Zhanyang ; Qiu, Xiaomeng ; Wang, Fengwei.
   In: SN Business & Economics.
   RePEc:spr:snbeco:v:4:y:2024:i:8:d:10.1007_s43546-024-00687-6.

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2. The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach. (2024). Darne, Olivier ; Levy-Rueff, Guy ; Pop, Adrian.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001007.

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3. Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Nikolaos A.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003140.

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4. Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies. (2022). Fiszeder, Piotr ; Maecka, Marta.
   In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
   RePEc:pes:ierequ:v:17:y:2022:i:4:p:939-967.

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5. Sudden shock and stock market network structure characteristics: A comparison of past crisis events. (2022). Wen, Zhang ; Ji, Xiaoqin ; Huang, KE ; He, Chengying.
   In: Technological Forecasting and Social Change.
   RePEc:eee:tefoso:v:180:y:2022:i:c:s004016252200258x.

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6. A sentiment-based modeling and analysis of stock price during the COVID-19: U- and Swoosh-shaped recovery. (2022). Debnath, Kanish ; Majhi, Sushovan ; Nurujjaman, MD ; Rai, Anish ; Mahata, Ajit.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:592:y:2022:i:c:s0378437121009778.

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7. Predicting the volatility of Chinas new energy stock market: Deep insight from the realized EGARCH-MIDAS model. (2022). Jiu, Song ; Wang, LU ; Zhao, Chenchen ; Liang, Chao.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002306.

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8. Effects of structural changes on the prediction of downside volatility in futures markets. (2021). Lin, Boqiang ; Gong, XU.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1124-1153.

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9. Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darné, Olivier ; Charles, Amelie.
   In: Cliometrica.
   RePEc:spr:cliomt:v:15:y:2021:i:2:d:10.1007_s11698-020-00209-y.

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10. Oil Price Shocks, Real Economic Activity and Uncertainty. (2021). Suardi, Sandy ; Darné, Olivier ; Charles, Amelie ; Chua, Chew Lian.
    In: Post-Print.
    RePEc:hal:journl:hal-03284089.

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11. Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darné, Olivier ; Charles, Amelie ; Darne, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-03186891.

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12. Oil price shocks, real economic activity and uncertainty. (2021). Suardi, Sandy ; Darné, Olivier ; Darne, Olivier ; Chua, Chew Lian ; Charles, Amelie.
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:73:y:2021:i:3:p:364-392.

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13. Forecasting stock volatility in the presence of extreme shocks: Short‐term and long‐term effects. (2020). Wang, LU ; Liu, Guoshan ; Ma, Feng.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:5:p:797-810.

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14. The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model. (2020). Menzietti, Massimiliano ; Costabile, Massimo ; Pirra, Marco ; Baiardi, Lorenzo Cerboni ; Massabo, Ivar ; Lamantia, Fabio ; Russo, Emilio ; de Giovanni, Domenico ; Leccadito, Arturo ; Staino, Alessandro.
    In: Risks.
    RePEc:gam:jrisks:v:8:y:2020:i:3:p:71-:d:379251.

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15. Analyzing Crude Oil Prices under the Impact of COVID-19 by Using LSTARGARCHLSTM. (2020). Bildirici, Melike ; Ucan, Yasemen ; Bayazit, Nilgun Guler.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:11:p:2980-:d:369469.

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16. The dynamics of stock price during their listing and delisting. (2019). Andrukovich, P.
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2019:i:44:p:50-76.

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17. The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets. (2019). Al-Shboul, Mohammad ; Alsharari, Nizar.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:73:y:2019:i:c:p:119-135.

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18. Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum. (2019). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:29:y:2019:i:c:p:222-230.

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19. Leverage effect in energy futures revisited. (2019). Carnero, M. Angeles ; Perez, Ana.
    In: Energy Economics.
    RePEc:eee:eneeco:v:82:y:2019:i:c:p:237-252.

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20. Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal. (2019). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad ; Hamdi, Atef.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:49:y:2019:i:c:p:104-120.

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21. Local versus International Crises and Bank Stability: does bank foreign expansion make a difference?. (2018). TARAZI, Amine ; Alraheb, Tammuz H.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:10:p:1138-1155.

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22. Stock market reactions to wars and political risks: A cliometric perspective for a falling empire. (2018). Hanedar, Avni.
    In: MPRA Paper.
    RePEc:pra:mprapa:85600.

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23. Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). Ferrara, Laurent ; Darné, Olivier ; Charles, Amelie ; Darne, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-01757081.

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24. Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). Charles, Amelie ; Darne, Olivier ; Ferrara, Laurent.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-01757081.

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25. DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE. (2018). Ferrara, Laurent ; Darné, Olivier ; Darne, Olivier ; Charles, Amlie.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:56:y:2018:i:2:p:745-760.

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26. Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910-1914. (2017). Hanedar, Avni.
    In: eabh Papers.
    RePEc:zbw:eabhps:1702.

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27. Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910 -1914. (2017). Hanedar, Elmas Yaldiz.
    In: Working Papers.
    RePEc:tek:wpaper:2017/2.

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28. Efficiency and Volatility of the Stock Market in Bangladesh: A Macroeconometric Analysis. (2017). Abu, MD.
    In: Turkish Economic Review.
    RePEc:ksp:journ2:v:4:y:2017:i:2:p:239-249.

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29. Does the fear gauge predict downside risk more accurately than econometric models? Evidence from the US stock market. (2016). McMillan, David ; Tsuji, Chikashi.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:4:y:2016:i:1:p:1220711.

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30. Identification of asymmetric conditional heteroscedasticity in the presence of outliers. (2016). Ruiz, Esther ; Carnero, M. Angeles ; Perez, Ana.
    In: SERIEs: Journal of the Spanish Economic Association.
    RePEc:spr:series:v:7:y:2016:i:1:d:10.1007_s13209-015-0131-4.

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31. Local Versus International Crises, Foreign Subsidiaries and Bank Stability: Evidence from the MENA Region. (2016). TARAZI, Amine ; Alraheb, Tammuz.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01270806.

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32. Local Versus International Crises, Foreign Subsidiaries and Bank Stability: Evidence from the MENA Region. (2016). TARAZI, Amine ; Alraheb, Tammuz.
    In: Working Papers.
    RePEc:erg:wpaper:1045.

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33. Regime-dependent determinants of Euro area sovereign CDS spreads. (2016). Qian, Zongxin ; Eijffinger, Sylvester ; Blommestein, Hans.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:22:y:2016:i:c:p:10-21.

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34. Monitoring multivariate variance changes. (2016). Wied, Dominik ; Galeano, Pedro ; Pape, Katharina .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:39:y:2016:i:pa:p:54-68.

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35. Impact of the NYSE Shocks on the European Developed Capital Markets. (2016). Stefanescu, Razvan ; Dumitriu, Ramona.
    In: Risk in Contemporary Economy.
    RePEc:ddj:fserec:y:2016:p:327-334.

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36. The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices. (2015). Manera, Matteo ; Bashiri Behmiri, Niaz.
    In: Working Papers.
    RePEc:fem:femwpa:2015.77.

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37. Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes. (2015). Darné, Olivier ; Darne, Olivier ; Charles, Amelie ; Pop, Adrian.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:35:y:2015:i:c:p:33-56.

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38. The role of outliers and oil price shocks on volatility of metal prices. (2015). Manera, Matteo ; Behmiri, Niaz Bashiri.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:139-150.

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39. Shifts in volatility driven by large stock market shocks. (2015). Tzavalis, Elias ; Kapetanios, George ; Dendramis, Yiannis.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:55:y:2015:i:c:p:130-147.

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40. Far out in the tails – The historical distributions of macro-financial risk factors in Denmark. (2014). Abildgren, Kim.
    In: Nationaløkonomisk tidsskrift.
    RePEc:hhs:jdaecn:0029.

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41. The sensitivity of Fama-French factors to economic uncertainty. (2014). Moussa, Zakaria ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01015702.

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42. Econometric history of the growth–volatility relationship in the USA: 1919–2017. (). Darné, Olivier ; Charles, Amelie.
    In: Cliometrica.
    RePEc:spr:cliomt:v::y::i::d:10.1007_s11698-020-00209-y.

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1. Geopolitical Risk and Foreign Portfolio Investment: A Tale of Advanced and Emerging Markets. (2023). Choi, Sangyup ; Havel, Jiri.
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2. The impact of the Russian-Ukrainian war on global financial markets. (2023). Muradoglu, Yaz ; Muradolu, Yaz Gulnur ; Pappas, Vasileios ; Sivaprasad, Sheeja ; Izzeldin, Marwan ; Petropoulou, Athina.
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3. Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2023). Virbickaite, Audrone ; Nguyen, Hoang.
   In: Energy Economics.
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4. Prospects for the Development of Transport in Poland during the Energy Crisis. (2023). Zimon, Grzegorz.
   In: International Journal of Energy Economics and Policy.
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5. Does bankruptcy filing always mean contagion? Evidence from industry rivals. (2022). Pastusiak, Radosaw ; Krzeczewska, Olga.
   In: International Journal of Finance & Economics.
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6. Event study on the reaction of the Balkan stock markets to the conflict between Russia and Ukraine. (2022). Goran, Mojanoski ; Vesna, Bucevska.
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7. Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2022). Virbickaite, Audrone ; Nguyen, Hoang.
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8. Once bitten, twice shy? The relationship between business failure experience and entrepreneurial collaboration. (2022). Adomako, Samuel ; Amankwah-Amoah, Joseph ; Berko, Damoah Obi.
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9. Terrorism and international stock returns. (2022). Phan, Dinh ; Narayan, Seema ; Bach, Dinh Hoang.
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10. Perceptions of the threat to national security and the stock market. (2021). Wisniewski, Tomasz Piotr ; Lambe, Brendan J.
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11. Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis. (2021). Ma, YU ; Xie, Qichang ; Wu, Haifeng.
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12. Economic policy uncertainty and adaptability in international capital markets. (2021). Souza, Paulo Vitor ; Tiburcio, Cesar Augusto.
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13. The effects of geopolitical risks on the stock dynamics of Chinas rare metals: A TVP-VAR analysis. (2020). Zhou, Mei-Jing ; Chen, Jin-Yu ; Huang, Jian-Bai.
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14. Hedging geopolitical risk with precious metals. (2020). Smales, Lee ; Baur, Dirk G.
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15. Consumer Response to Chapter 11 Bankruptcy: Negative Demand Spillover to Competitors. (2019). Chintagunta, Pradeep ; Venkataraman, Sriram ; Ozturk, Cem O.
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16. Behaviors of Stocks and Fear Index from Terrorist Attacks: Empirical Evidence from SENSEX and NVIX. (2019). Chang, Yu-Cheng ; Kam, Tai-Yung ; Shaikh, Imlak ; Liu, Chen-Chen.
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17. Stock Market Reaction to Terrorist Attacks and Political Uncertainty: Empirical Evidence from the Tunisian Stock Exchange. (2019). Talbi, Mariem ; ben Moussa, Fatma.
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18. Extreme Downside Risk in Asset Returns. (2019). Ergun, Lerby.
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19. Stock market reactions to wars and political risks: A cliometric perspective for a falling empire. (2018). Hanedar, Avni.
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20. Can VPIN forecast geopolitical events? Evidence from the 2014 Crimean Crisis. (2018). Bastos, Felipe ; Volkova, Ekaterina.
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21. Political instability and stock market returns : evidence from firm-level panel data of securities in Bangladesh. (2018). Tsubota, Kenmei ; Shonchoy, Abu ; Iqbal, Kazi ; Hoque, Mainul.
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22. Does Nuclear Uncertainty Threaten Financial Markets? The Attention Paid to North Korean Nuclear Threats and Its Impact on South Koreas Financial Markets. (2018). Pyun, Ju Hyun ; Hyun, JU ; Huh, IN.
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23. Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910-1914. (2017). Hanedar, Avni.
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24. Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910 -1914. (2017). Hanedar, Elmas Yaldiz.
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25. Measuring Temporal Dimensions of the Intensity of Violent Political Conflict. (2017). Rubin, Ofir ; Ihle, Rico.
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26. The pro-Russian conflict and its impact on stock returns in Russia and the Ukraine. (2017). Neuenkirch, Matthias ; Hoffmann, Manuel.
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27. Helping hands or grabbing hands? An analysis of political connections and firm value. (2017). Li, Yingqi ; Zhang, Ting ; Luo, Danglun ; Chen, Carl R.
    In: Journal of Banking & Finance.
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28. Hurting without hitting: The economic cost of political tension. (2017). Nielsson, Ulf ; HE, YingHua ; Wang, Yonglei.
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29. Diversifying away the risk of war and cross-border political crisis. (2017). Nolte (Lechner), Sandra ; Wisniewski, Tomasz Piotr.
    In: Energy Economics.
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30. Armed conflict and financial and economic risk: evidence from Colombia. (2016). YAYA, MEHMET ; Kutan, Ali.
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31. Political Conflict and Foreign Portfolio Investment : Evidence from North Korean Attacks. (2016). Yook, Youngsuk ; Gerlach, Jeffrey R.
    In: Finance and Economics Discussion Series.
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32. Disaster and fortune risk in asset returns. (2016). Ergun, Lerby M.
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33. Political conflict and foreign portfolio investment: Evidence from North Korean attacks. (2016). Yook, Youngsuk ; Gerlach, Jeffrey R.
    In: Pacific-Basin Finance Journal.
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34. An integrative process model of organisational failure. (2016). Amankwah-Amoah, Joseph.
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35. Is there a link between politics and stock returns? A literature survey. (2016). Wisniewski, Tomasz Piotr.
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36. Impact of terrorist attacks on stock market volatility in emerging markets. (2016). Nechi, Salem ; Mnasri, Ayman.
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37. Modeling covariance breakdowns in multivariate GARCH. (2016). Maheu, John ; Jin, Xin.
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38. Hurting without Hitting: The Economic Cost of Political Tension. (2015). Nielsson, Ulf ; HE, YingHua ; Wang, Yonglei.
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39. The war puzzle: contradictory effects of international conflicts on stock markets. (2015). Hens, Thorsten ; Wang, Mei ; Rieger, Marc ; Brune, Amelie .
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40. Modeling Covariance Breakdowns in Multivariate GARCH. (2014). Maheu, John ; Jin, Xin.
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41. Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013. (2014). Darné, Olivier ; Charles, Amelie.
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42. Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013. (2014). Darné, Olivier ; CHARLES, Amelie.
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43. Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests. (2014). Papadamou, Stephanos ; Kollias, Christos ; Iacovos, Psarianos ; Stephanos, Papadamou ; Christos, Kollias.
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44. The effects of terrorism and war on the oil price–stock index relationship. (2013). Papadamou, Stephanos ; KYRTSOU, Catherine ; Kollias, Christos.
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45. The impact of violent political conflict on commodity prices: The Israeli food market. (2013). Rubin, Ofir ; Ihle, Rico ; Goodwin, Barry ; Kachel, Yael.
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46. Political crises and the stock market integration of emerging markets. (2012). Tourani-Rad, Alireza ; Frijns, Bart ; Indriawan, Ivan.
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47. Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests. (2012). Papadamou, Stephanos ; Kollias, Christos.
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48. Terrorism and capital markets: The effects of the Madrid and London bomb attacks. (2011). STAGIANNIS, APOSTOLOS ; Papadamou, Stephanos ; Kollias, Christos.
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49. Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market. (2011). Papadamou, Stephanos ; Kollias, Christos ; Manou, Efthalia ; Stagiannis, Apostolos .
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50. Time-varying rare disaster risk and stock returns. (2011). berkman, henk ; Lee, John B. ; Jacobsen, Ben.
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51. The information content of reorganization procedures: contagion or competitive effects?. (2010). Tang, Tseng-Chung .
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52. Flights and contagion--An empirical analysis of stock-bond correlations. (2009). lucey, brian ; Baur, Dirk.
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53. Using Markets to Inform Policy: The Case of the Iraq War. (2009). Zitzewitz, Eric ; Wolfers, Justin.
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54. Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets. (2007). Hammoudeh, Shawkat ; Nandha, Mohan.
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55. Dynamic volatility and external security related shocks: The case of the Athens Stock Exchange. (2006). SYRIOPOULOS, THEODOROS ; Kollias, Christos ; Athanassiou, Emmanuel.
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56. Asset Market Perspectives on the Israeli-Palestinian Conflict. (2006). Zussman, Asaf ; Nielsen, Morten.
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57. The effect of OPEC policy decisions on oil and stock prices. (2006). Marco G. D. Guidi, ; Tarbert, Heather ; Russell, Alexander.
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58. The effects of war risk on US financial markets. (2005). Rigobon, Roberto ; Sack, Brian.
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