1. Global Risk Aversion: Driving Force of Future Real Economic Activity. (2025). Cho, Hoon ; Kim, Jinhwan ; Ryu, Doojin.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:44:y:2025:i:2:p:706-729.

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2. Designing a Financial Stress Index Based on the GHARCH-DCC Approach and Machine Learning Models. (2025). Fallahshams, Mirfeiz ; Gol, Reza Ghafari ; Pourmansouri, Rezvan.
   In: Journal of the Knowledge Economy.
   RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02075-9.

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3. The Impact of Financial Stress on New Energy Vehicles Industry from Cross-correlation to Explainable Machine Learning: Proof from China. (2025). Gong, Xingyue ; Jia, Guozhu.
   In: Computational Economics.
   RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10688-0.

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4. Global Shocks and Local Fragilities: A Financial Stress Index Approach to Pakistan’s Monetary and Asset Market Dynamics. (2025). Yousfani, Kinza ; Iftikhar, Hasnain ; Rodrigues, Paulo Canas ; Torres, Elas A ; Lpez-Gonzales, Javier Linkolk.
   In: Economies.
   RePEc:gam:jecomi:v:13:y:2025:i:8:p:243-:d:1727765.

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5. Impact of central bank digital currency uncertainty on international financial markets. (2025). Ozcelebi, Oguzhan ; Yoon, Seong-Min.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004203.

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6. Do institutional quality and trade openness enhance the role of financial openness in Eastern European financial development?. (2025). Batten, Jonathan ; Ryu, Doojin ; Nam, Hyun-Jung.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:64:y:2025:i:c:s1044028324001431.

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7. Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity. (2025). Dömötör, Barbara ; Vg, Attila Andrs ; Dmtr, Barbara ; Gunay, Samet.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000111.

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8. Impact of External Shocks on Tax Revenue Stress in Russian Regions. (2024). Yu, M ; Balakin, R V.
   In: Regional Research of Russia.
   RePEc:spr:rrorus:v:14:y:2024:i:1:d:10.1134_s2079970523600361.

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9. On the resilience of cryptocurrencies: A quantile-frequency analysis of bitcoin and ethereum reactions in times of inflation and financial instability. (2024). Chaâbane, Najeh ; Chaabane, Najeh ; Arfaoui, Nadia ; Sahut, Jean-Michel ; Gaies, Brahim.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000953.

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10. Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability. (2024). Chaâbane, Najeh ; Bouzouita, Nesrine ; Chaabane, Najeh ; Gaies, Brahim.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:93:y:2024:i:c:p:43-70.

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11. Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress. (2024). Maghyereh, Aktham ; Cui, Jinxin.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000703.

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12. Analysis of Systemic Risk Scenarios and Stabilization Effect of Monetary Policy under the COVID-19 Shock and Pharmaceutical Economic Recession. (2023). Zheng, Yingrong ; Li, NA ; Dong, Hao.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:1:p:880-:d:1024166.

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13. The Relation of Financial and Industrial Stresses to Monetary Policy Parameters in the Russian Economy. (2023). Balakin, Rodion V ; Yu, Marina.
    In: Finansovyj žhurnal — Financial Journal.
    RePEc:fru:finjrn:230307:p:104-121.

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14. Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model. (2022). Cho, Jin Seo ; Mensi, Walid ; Hammoudeh, Shawkat.
    In: International Economics.
    RePEc:eee:inteco:v:170:y:2022:i:c:p:66-78.

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1. Business and financial cycle across regimes: Does financial stress matter?. (2024). Cucculelli, Marco ; Sullo, Valerio ; Giampaoli, Noemi.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006373.

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2. Macro-financial implications of public debt in South Africa: The role of financial regimes. (2023). Kisten, Theshne.
   In: WIDER Working Paper Series.
   RePEc:unu:wpaper:wp-2023-76.

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3. How are policy uncertainty, real economy, and financial sector connected?. (2023). Tah, Kenneth ; Ngene, Geoffrey M.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323001037.

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4. The Volatility of the Stock Market and Financial Cycle: GARCH Family Models. (2022). Tran, Thuy Nhung.
   In: Jurnal Ekonomi Malaysia.
   RePEc:ukm:jlekon:v:56:y:2022:i:1:p:151-168.

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5. Spillovers in the Presence of Financial Stress – An Application to Romania. (2022). Copaciu, Anca Mihaela ; Horobet, Alexandra.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2022:i:2:p:29-43.

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6. How Does Financial Market Stress Respond to Shocks in Global Economic Activity and Exchange Rate Stability? A Structural VAR Approach. (2022). Naape, Baneng ; Qeqe, Bekithemba.
   In: Eurasian Journal of Social Sciences.
   RePEc:ejn:ejssjr:v:10:y:2022:i:1:p:25-36.

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7. The role of financial stress, oil, gold and natural gas prices on clean energy stocks: Global evidence from extreme quantile approach. (2022). Sharif, Arshian ; Chen, Zhiguo ; Fu, Zheng ; Razi, Ummara.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003063.

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8. International financial stress spillovers to bank lending: Do internal characteristics matter?. (2022). Haddou, Samira.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002459.

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9. A time-varying copula approach for constructing a daily financial systemic stress index. (2022). Yeap, Xiu Wei ; Tan, Sook Rei ; Li, Changtai.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001565.

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10. Financial stress and economic growth: The moderating role of trust. (2022). Pasiouras, Fotios ; Makrychoriti, Panagiota ; Tasiou, Menelaos.
    In: Kyklos.
    RePEc:bla:kyklos:v:75:y:2022:i:1:p:48-74.

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11. Macrofinancial linkages in Europe: Evidence from quantile local projections. (2021). Stolbov, Mikhail ; Shchepeleva, Maria.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5557-5569.

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12. Determinants of financial stress in emerging market economies: Are spatial effects important?. (2021). Önder, A. Özlem ; Onder, Ozlem A ; Kosedali, Begum Yurteri.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4653-4669.

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13. The role of financial stress in the economic activity: Fresh evidence from a Granger‐causality in quantiles analysis for the UK and Germany. (2021). Bahramian, Pejman ; Saliminezhad, Andisheh.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1670-1680.

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14. Time-frequency dependencies of financial and economic risks in South American countries. (2021). Kirikkaleli, Dervis ; Athari, Seyed Alireza ; Kondoz, Mehmet.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:79:y:2021:i:c:p:170-181.

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15. Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Wohar, Mark ; Floros, Christos ; Apostolakis, George ; Gkillas, Konstantinos.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005405.

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16. Financial Stability and Economic Growth Nexus: Evidence from Sub-Saharan Africa using Panel Data. (2021). Muda, Paul ; MacCarthy, John ; Ahulu, Helena.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2021-04-2.

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17. The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes. (2020). Kisten, Theshne ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:202046.

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18. A Financial Stress Index for South Africa: A Time-Varying Correlation Approach. (2020). Kisten, Theshne.
    In: Working Papers.
    RePEc:pre:wpaper:202011.

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19. The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier. (2020). Mansour-Ichrakieh, Layal.
    In: MPRA Paper.
    RePEc:pra:mprapa:99376.

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20. Assessing the impacts of financial stress index of developed countries on the exchange market pressure index of emerging countries. (2020). Ozcelebi, Oguzhan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:70:y:2020:i:c:p:288-302.

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21. Can systemic risk measures predict economic shocks? Evidence from China. (2020). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin.
    In: China Economic Review.
    RePEc:eee:chieco:v:64:y:2020:i:c:s1043951x20301541.

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22. Financial Vulnerability and Economic Dynamics in Malaysia. (2020). Puah, Chin-Hong ; Kuek, Tai Hock ; Arip, Affendy M.
    In: Journal of Central Banking Theory and Practice.
    RePEc:cbk:journl:v:9:y:2020:i:si:p:55-73.

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23. A Financial Stress Index for a Highly Dollarized Developing Country: The Case of Lebanon. (2019). Dagher, Leila ; el Hariri, Sadika ; Ishrakieh, Layal Mansour.
    In: MPRA Paper.
    RePEc:pra:mprapa:116083.

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24. A Markov Regime Switching Approach towards Assessing Resilience of Romanian Collective Investment Undertakings. (2019). Panait, Iulian ; Gherghina, Ştefan ; Badea, Leonardo ; armeanu, dan.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:5:p:1325-:d:210534.

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25. The switching impact of financial stability and economic growth in Qatar: Evidence from an oil-rich country. (2019). Jarallah, Shaif ; Alsamara, Mouyad ; Mrabet, Zouhair ; Barkat, Karim.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:73:y:2019:i:c:p:205-216.

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26. The role of geopolitical risks on the Turkish economy opportunity or threat. (2019). Mansour Ichrakieh, Layal ; Mansour-Ichrakieh, Layal ; Zeaiter, Hussein.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301445.

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27. The Institute of Financial Economics Financial Stress Index (IFEFSI) for Lebanon. (2018). Dagher, Leila ; el Hariri, Sadika ; Ishrakieh, Layal Mansour.
    In: MPRA Paper.
    RePEc:pra:mprapa:116054.

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28. Does Economic Policy Uncertainty Lead Systemic Risk? A Comparative Analysis of Selected European Countries. (2018). Stolbov, Mikhail ; Karminsky, Alexandr ; Shchepeleva, Maria.
    In: Comparative Economic Studies.
    RePEc:pal:compes:v:60:y:2018:i:3:d:10.1057_s41294-018-0065-5.

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29. An Investigation of Co-Movement of Financial Stability Index with Macro-Prudential Indicator through Wavelet Analysis. (2018). Ebrahimi, Sajad ; Nadri, Kamran ; Fadaie, Abbas.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:13:y:2018:i:2:p:125-151.

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