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Information dissemination across global markets during the spread of COVID-19 pandemic. (2021). Pandey, Ashish ; Tripathi, Abhinava.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:74:y:2021:i:c:p:103-115.

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  1. Cryptocurrency spectrum and 2020 pandemic: Contagion analysis. (2023). Lin, Boqiang ; Okorie, David.
    In: International Review of Economics & Finance.
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  2. Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market. (2023). Song, Ziyu ; Gong, Xiaomin ; Zhang, Cheng ; Yu, Changrui.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:83:y:2023:i:c:p:528-545.

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  3. COVID-19 and stock markets comovement in emerging Europe. (2022). Lupu, Dan ; Dan, Lupu ; Dumitru-Nicusor, Carausu.
    In: Proceedings of the International Conference on Business Excellence.
    RePEc:vrs:poicbe:v:16:y:2022:i:1:p:660-669:n:28.

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  4. Response of stock market volatility to COVID-19 announcements and stringency measures: A comparison of developed and emerging markets. (2022). Bakry, Walid ; Liu, Yiyang ; Saverimuttu, Vivienne ; Cyril, Sajan ; Kavalmthara, Peter John.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s154461232100355x.

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  5. Effects of investor sentiment and country governance on unexpected conditional volatility during the COVID-19 pandemic: Evidence from global stock markets. (2022). Hsu, Yu-Lin ; Tang, Leilei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001478.

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  6. The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements. (2022). Dash, Saumya Ranjan ; Maitra, Debasish.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200064x.

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  43. Contagion in CDS, Banking and Equity Markets.. (2012). Tabak, Benjamin ; Miranda, Rodrigo ; Rodrigo Cesar de Castro Miranda, ; Junior, Mauricio Medeiros .
    In: Working Papers Series.
    RePEc:bcb:wpaper:293.

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  44. Volatility Transmission in Emerging European Foreign Exchange Markets. (2011). Kočenda, Evžen ; Bubak, Vit ; Zikes, Filip.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2011-1020.

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  45. BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets.. (2011). Yoshino, Joe ; Bianconi, Marcelo ; Mariana O. Machado de Sousa, .
    In: Discussion Papers Series, Department of Economics, Tufts University.
    RePEc:tuf:tuftec:0764.

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  46. A Bibliometrics Portrait of Chinese Research through the Lens of China Economic Review. A research proposal.. (2011). Du, Yuxin.
    In: Economics and Management Research Projects: An International Journal.
    RePEc:por:emrpij:v:1:y:2011:i:1:p:79-91.

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  47. Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX. (2011). Poon, Ser-Huang ; Hilal, Sawsan ; Tawn, Jonathan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:9:p:2374-2387.

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  48. The macroeconomic sources of systemic risk in the banking sectors of five new EU member states. (2011). Repina, Sebastijan ; Festic, Mejra ; Kavkler, Alenka.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:2:p:310-322.

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  49. Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union. (2011). Herrera, Rodrigo ; Eichler, Stefan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:2916-2930.

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  50. Volatility transmission in emerging European foreign exchange markets. (2011). Kočenda, Evžen ; Bubak, Vit ; Zikes, Filip.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:2829-2841.

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