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2. Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Bakry, Walid ; Vo, Xuan Vinh ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094.

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3. Dynamic connectedness between investors’ sentiment and asset prices: A comparison between major markets in Europe and USA. (2023). Johan, Sofia ; Lawal, Rodiat ; Sakariyahu, Rilwan ; Chatzivgeri, Eleni ; Paterson, Audrey.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001348.

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4. Asymmetric connectedness across Asia-Pacific currencies: Evidence from time-frequency domain analysis. (2022). Hassan, M. Kabir ; Anwer, Zaheer ; Karim, Sitara ; Naeem, Muhammad Abubakr.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000952.

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5. Dependencia de los mercados de valores de Argentina, Brasil y México respecto del estadounidense: Covid19 y otras crisis financieras recientes. (2021). Herrera, Francisco Lpez ; Benavides, Domingo Rodrguez ; Ros, Csar Gurrola.
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6. Cyber-attacks, spillovers and contagion in the cryptocurrency markets. (2021). Spagnolo, Fabio ; Caporale, Guglielmo Maria ; Kang, Woo-Young.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000172.

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7. Firm-specific news and the predictability of Consumer stocks in Vietnam. (2021). Salisu, Afees ; Vo, Xuan Vinh.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316159.

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8. Jump Interdependencies: Stochastic linkages among international stock markets. (2021). Kshatriya, Saranya ; Prasanna, Krishna.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000528.

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9. Does Energy Price Induce China’s Green Energy Innovation?. (2020). Liu, Yue ; Xu, Xueying ; Failler, Pierre.
   In: Energies.
   RePEc:gam:jeners:v:13:y:2020:i:15:p:4034-:d:394381.

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10. Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying. (2020). Benito, Sonia ; Garcia-Jorcano, Laura.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300192.

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11. An assessment of contagion risks in the banking system using non-parametric and Copula approaches. (2020). Nasir, Muhammad Ali ; Huynh, Toan ; Duc, Toan Luu ; Nguyen, Sang Phu ; Duong, Duy.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:65:y:2020:i:c:p:105-116.

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12. Forecasting cryptocurrency returns and volume using search engines. (2019). Nasir, Muhammad Ali ; Huynh, Toan ; Duc, Toan Luu ; Nguyen, Sang Phu ; Duong, Duy.
    In: Financial Innovation.
    RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-018-0119-8.

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13. Economic risk contagion among major economies: New evidence from EPU spillover analysis in time and frequency domains. (2019). Liu, Yuntong ; Zhang, Xuhui ; Wang, Qian ; Bai, Lan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313998.

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14. Herding behavior and contagion in the cryptocurrency market. (2019). Klotzle, Marcelo ; Jordo, Paulo Vitor ; Gomes, Leonardo Lima ; Figueiredo, Antonio Carlos.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:22:y:2019:i:c:p:41-50.

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15. The dynamic dependence between stock markets in the greater China economic area: a study based on extreme values and copulas. (2018). Li, Steven ; Hussain, Saiful Izzuan.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:32:y:2018:i:2:d:10.1007_s11408-018-0308-5.

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2. The impact of COVID-19 on Ethereum returns and Ethereum market efficiency. (2024). al Rahahleh, Naseem ; al Qurashi, Ahmed.
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3. COVID-19 and its short-term informational impact on the stock markets of the Pacific Alliance countries. (2023). Cardona-Arenas, Carlos David ; Gomez-Gomez, Rafael ; Morales-Zuluaga, Eliana.
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4. Reconstructing the Emergent Organization of Information Flows in International Stock Markets: A Computational Complex Systems Approach. (2023). Ferilli, Guido ; Sacco, Pier Luigi ; Buscema, Paolo Massimo ; Massini, Giulia ; della Torre, Francesca.
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5. Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Bakry, Walid ; Vo, Xuan Vinh ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094.

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6. Do Forests help environmental development of Cities in China?. (2022). Chiu, Shih-Yung ; Chang, Tzu-Han ; Lu, Liang Chun.
   In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
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7. The nexus between green innovations and natural resources commodity prices in China. (2022). Wu, Wenzhuo ; Ding, Chen.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722001672.

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8. Asymmetric connectedness across Asia-Pacific currencies: Evidence from time-frequency domain analysis. (2022). Hassan, M. Kabir ; Anwer, Zaheer ; Karim, Sitara ; Naeem, Muhammad Abubakr.
   In: Finance Research Letters.
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9. Does oil impact gold during COVID-19 and three other recent crises?. (2022). Tanin, Tauhidul ; Do, Hung ; Brooks, Robert ; Sarker, Ashutosh.
   In: Energy Economics.
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10. 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.
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11. A New Machine Learning Forecasting Algorithm Based on Bivariate Copula Functions. (2021). Nieto, M ; Velez, J F ; Carrillo, J A.
    In: Forecasting.
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13. Dynamic Characteristics of Oil Attributes and Their Market Effects. (2021). Li, Xue ; Hu, Qingqing ; Dong, Hao.
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14. Effectiveness of Artificial Neural Networks in Hedging against WTI Crude Oil Price Risk. (2021). Puka, Radosaw ; Michalski, Marek ; Amasz, Bartosz.
    In: Energies.
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15. Cyber-attacks, spillovers and contagion in the cryptocurrency markets. (2021). Spagnolo, Fabio ; Caporale, Guglielmo Maria ; Kang, Woo-Young.
    In: Journal of International Financial Markets, Institutions and Money.
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16. Dependence Structure Analysis and VaR Estimation Based on China’s and International Gold Price: A Copula Approach. (2020). Liang, Zhicheng ; Lai, Kin Keung ; Wang, Junwei.
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17. Tail dependence in emerging ASEAN-6 equity markets: empirical evidence from quantitative approaches. (2020). Huynh, Toan ; Duc, Toan Luu ; Duong, Duy.
    In: Financial Innovation.
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18. The Impact of Implied Volatility Fluctuations on Vertical Spread Option Strategies: The Case of WTI Crude Oil Market. (2020). Iwaszczuk, Natalia ; Amasz, Bartosz.
    In: Energies.
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19. Dynamic Characteristics of Crude Oil Price Fluctuation—From the Perspective of Crude Oil Price Influence Mechanism. (2020). Li, Zhenghui ; Peng, Jiaying ; Drakeford, Benjamin M.
    In: Energies.
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20. Does Energy Price Induce China’s Green Energy Innovation?. (2020). Liu, Yue ; Xu, Xueying ; Failler, Pierre.
    In: Energies.
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21. For evil news rides fast, while good news baits later?—A network based analysis in Chinese stock market. (2020). Sun, Yafei ; Gao, Ting ; Borjigin, Sumuya ; An, Biao.
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22. Are tests of dividend policy robust to estimation techniques: The case of an emerging economy?. (2020). Bhatti, Ishaq M ; Al-Malkawi, Husam-Aldin Nizar.
    In: Physica A: Statistical Mechanics and its Applications.
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23. Political and Economic Uncertainty and Investment Behaviour in Pakistan. (2019). Husain, Fazal ; Ahmed, Eatzaz ; Abbas, Ahsan.
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24. Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulas. (2019). Duc, Toan Luu.
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26. Implementation of risk management and corporate sustainability in the Canadian oil and gas industry. (2019). Wojcik, Patrick ; Jagoda, Kalinga.
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27. The dynamic dependence between stock markets in the greater China economic area: a study based on extreme values and copulas. (2018). Li, Steven ; Hussain, Saiful Izzuan.
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28. Nonparametric Estimation of a Conditional Quantile Function in a Fixed Effects Panel Data Model. (2018). yan, karen ; Li, QI.
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29. Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study. (2018). Wu, Ximing ; Sun, Yiguo.
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30. Networks of volatility spillovers among stock markets. (2018). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan ; Koenda, Even.
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31. Can Islamic banks have their own benchmark?. (2018). Azad, A.S.M. ; Azmat, Saad ; Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz.
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32. Forecasting gold futures market volatility using macroeconomic variables in the United States. (2018). Xiao, Wen ; Fang, Libing ; Yu, Honghai.
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33. Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar. (2017). Mollick, Andre ; Huang, Wanling ; Nguyen, Khoa Huu.
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34. Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. (2017). Henry, Darren ; Bhatti, Muhammad ; Nguyen, Cuong.
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35. Tail dependence and information flow: Evidence from international equity markets. (2017). Bhatti, Muhammad ; al Rahahleh, Naseem ; Adeinat, Iman.
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36. Networks of Volatility Spillovers among Stock Markets. (2017). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vyrost, Tomas ; Lyocsa, Stefan .
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37. Fighting terrorism in Africa: benchmarking policy harmonization. (2017). Tchamyou, Vanessa ; Asongu, Acha-Anyi ; Minkoua, Jules.
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38. Gold price and stock markets nexus under mixed-copulas. (2016). Bhatti, Muhammad ; Komornikova, Magda ; Nguyen, Cuong.
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39. Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models. (2013). Okhrin, Ostap ; Zhang, Shulin ; Zhou, Qian M. ; Peter X.-K. Song, .
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40. Editorial to the special issue on Copulae of Statistics & Risk Modeling. (2013). Okhrin, Ostap ; Ostap, Okhrin.
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41. An overview of the goodness-of-fit test problem for copulas. (2012). Fermanian, Jean-David.
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