1. Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166.

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2. Volatility Spillovers between Equity and Green Bond Markets. (2020). Park, Jiyeon ; Ryu, Doojin.
   In: Sustainability.
   RePEc:gam:jsusta:v:12:y:2020:i:9:p:3722-:d:353863.

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3. Modeling stock market volatility using new HAR-type models. (2019). Lin, Boqiang ; Gong, XU.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:516:y:2019:i:c:p:194-211.

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4. Forecasting the KOSPI200 spot volatility using various volatility measures. (2019). Cho, Hoon ; Ryu, Doojin ; Chun, Dohyun.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:514:y:2019:i:c:p:156-166.

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5. The directional information content of options volumes. (2018). Yang, Heejin ; Ryu, Doojin.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:38:y:2018:i:12:p:1533-1548.

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6. Dynamic conditional relationships between developed and emerging markets. (2018). Song, Wonho ; Park, Sung Y. ; Ryu, Doojin.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:507:y:2018:i:c:p:534-543.

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1. Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict. (2025). Zhou, Long ; Zhang, YI ; Wu, Baoxiu ; Liu, Zhidong.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400233x.

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2. Uncertainty and international fund flows: A cross-country analysis. (2024). Gurdgiev, Constantin ; French, Joseph ; Shin, Seungho ; Naka, Atsuyuki.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:94:y:2024:i:c:s105752192400214x.

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3. Global factors and the transmission between United States and emerging stock markets. (2023). Farid, Saqib ; Naeem, Muhammad Abubakr ; Qureshi, Fiza ; Hesary, Farhad Taghizadeh.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3488-3510.

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4. Time‐frequency dynamics between fear connectedness of stocks and alternative assets. (2023). Balli, Faruk ; Naeem, Muhammad Abubakr ; Hasan, Mudassar ; Agyemang, Abraham.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2188-2201.

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5. Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers. (2023). Wang, Gang-Jin ; Foglia, Matteo ; Zhu, You ; Zhou, Yang ; Gong, Jue ; Xie, Chi.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:83:y:2023:i:c:s104244312300001x.

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6. Extreme dependence and spillovers between uncertainty indices and stock markets: Does the US market play a major role?. (2023). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Kamal, Md Rajib.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823000931.

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7. Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets. (2022). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta ; Gatsi, John Gartchie ; Asafo-Adjei, Emmanuel ; Boateng, Ebenezer.
   In: Oeconomia Copernicana.
   RePEc:pes:ieroec:v:13:y:2022:i:3:p:699-743.

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8. COVID-19 vaccine and post-pandemic recovery: Evidence from Bitcoin cross-asset implied volatility spillover. (2022). Di, Michael ; Xu, KE.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004731.

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9. Pandemic‐induced fear and government policy response as a measure of uncertainty in the foreign exchange market: Evidence from (a)symmetric wild bootstrap likelihood ratio test. (2022). Kumar, Nand ; Kathuria, Khyati.
   In: Pacific Economic Review.
   RePEc:bla:pacecr:v:27:y:2022:i:4:p:361-379.

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10. Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective. (2021). ben Sassi, Salim ; Majdoub, Jihed ; Bejaoui, Azza.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-020-00314-7.

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11. How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses. (2021). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Adekoya, Oluwasegun ; Vo, Xuan Vinh.
    In: MPRA Paper.
    RePEc:pra:mprapa:109829.

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12. Beta-Anomaly: Evidence from the Indian Equity Market. (2021). Badhani, K N ; Ali, Asgar.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:28:y:2021:i:1:d:10.1007_s10690-020-09316-2.

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13. Dynamic connectedness between the U.S. financial market and Euro-Asian financial markets: Testing transmission of uncertainty through spatial regressions models. (2021). Zaghdoudi, Taha ; Tissaoui, Kais.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:81:y:2021:i:c:p:481-492.

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14. Role of Economic Policy Uncertainty in the Connectedness of Cross-Country Stock Market Volatilities. (2020). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Nor, Safwan Mohd ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar.
    In: Mathematics.
    RePEc:gam:jmathe:v:8:y:2020:i:11:p:1904-:d:438200.

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15. Can happiness predict future volatility in stock markets?. (2020). Shahzad, Syed Jawad Hussain ; Balli, Faruk ; Hussain, Syed Jawad ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Faruk, Balli.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919312292.

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16. Dynamics and determinants of spillovers across the option-implied volatilities of US equities. (2020). Roubaud, David ; lucey, brian ; Bouri, Elie.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:75:y:2020:i:c:p:257-264.

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17. Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302665.

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18. The contagion effects of volatility indices across the U.S. and Europe. (2020). Huang, Tze-Chin ; Chiang, Shu-Mei ; Chen, Chun-Da.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301315.

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19. Interrelations in market fears of U.S. and European equity markets. (2020). Sarwar, Ghulam.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s106294081930169x.

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20. Forecasting the KOSPI200 spot volatility using various volatility measures. (2019). Cho, Hoon ; Ryu, Doojin ; Chun, Dohyun.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:514:y:2019:i:c:p:156-166.

    Full description at Econpapers || Download paper

21. Are alternative energies a real alternative for investors?. (2019). Miralles Quirós, José ; Miralles-Quiros, Maria Mar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:78:y:2019:i:c:p:535-545.

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22. Economic complexity and sovereign risk premia. (2019). Ozmen, Utku.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-18-00975.

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23. Testing CEV stochastic volatility models using implied volatility index data. (2018). Park, Yuen Jung ; Kim, Jungmu ; Ryu, Doojin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:499:y:2018:i:c:p:224-232.

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24. Asymmetric linkages among the fear index and emerging market volatility indices. (2018). Uddin, Gazi ; lucey, brian ; Bekiros, Stelios ; Badshah, Ihsan.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:37:y:2018:i:c:p:17-31.

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25. Is VIX still the investor fear gauge? Evidence for the US and BRIC markets. (2018). Resta, Marina ; Neffelli, Marco.
    In: Papers.
    RePEc:arx:papers:1806.07556.

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26. Discerning lead-lag between fear index and realized volatility. (2017). Masih, Abul ; Wahab, Fatin Farhana .
    In: MPRA Paper.
    RePEc:pra:mprapa:79433.

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