1. Tokens and cryptocurrencies: Evidence from asymmetric frequency connectedness approach. (2025). Mbarek, Marouene ; Msolli, Badreddine.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001400.

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2. Can cryptocurrencies improve portfolio diversification? Evidence from the prospect risk perspective. (2025). Wang, Zhan ; Gu, Jiahao ; Gao, Xiang.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000844.

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3. Marketing tokens and marketing stocks: Tail risk connections with portfolio implications. (2025). Lee, Chi-Chuan ; Abakah, Emmanuel ; Rehman, Mohd Ziaur ; Aikins, Emmanuel Joel ; Odoom, Raphael ; Abdullah, Mohammad.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000406.

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4. Relationship of green cryptocurrencies, energy tokens, centralized and decentralized exchange tokens with crypto policy uncertainty. (2025). He, Feng ; Yousaf, Imran ; Nasir, Rana Muhammad.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005361.

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5. The spillover effects between renewable energy tokens and energy assets. (2025). Zhao, Longfeng ; Yang, Yajie ; Wang, Gang-Jin ; Chen, Lin.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004653.

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6. Music stocks and music tokens: Extreme connectedness and portfolio applications. (2025). Ustaoglu, Buse.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000358.

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7. Tail risk connectedness between DeFi and Islamic assets and their determinants. (2025). Do, Hung Xuan ; Hadhri, Sinda ; Hoque, Mohammad Enamul ; Billah, Mabruk.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007810.

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8. Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach. (2025). Ustaoglu, Erkan.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002377.

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9. On the prediction of systemic risk tolerance of cryptocurrencies. (2024). Boubaker, Sabri ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Rahman, Molla Ramizur.
   In: Technological Forecasting and Social Change.
   RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006480.

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10. Metaverse and financial markets: A quantile-time-frequency connectedness analysis. (2024). Gözgör, Giray ; Nanaeva, Zhamal ; Khalfaoui, Rabeh ; Batten, Jonathan ; Gozgor, Giray ; Aysan, Ahmet Faruk.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003209.

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11. Metaverse tokens or metaverse stocks – Who’s the boss?. (2024). Vakhromov, Oleg ; Alon, Ilan ; Aharon, David Y.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000515.

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12. Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach. (2024). Yousaf, Imran ; Demir, Ender ; Assaf, Ata.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000308.

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13. FinTech and fan tokens: Understanding the risks spillover of digital asset investment. (2024). Foglia, Matteo ; Pacelli, Vincenzo ; Maci, Giampiero.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003161.

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14. Tail risk intersection between tech-tokens and tech-stocks. (2024). Tiwari, Aviral ; Sarker, Provash ; Abakah, Emmanuel ; Rehman, Mohd Ziaur ; Abdullah, Mohammad ; Aikins, Emmanuel Joel.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000619.

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15. Impact of tokenization on financial investments: Exploring connectedness through the case of transport and travel/tourism sectors. (2024). Yousaf, Imran ; Ali, Shoaib ; Zeitun, Rami ; Palma, Alessia.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002514.

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16. Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach. (2024). Yousaf, Imran ; Pham, Linh ; Goodell, John W.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924000887.

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17. Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies. (2024). Chishti, Muhammad Zubair ; Teplova, Tamara ; Patel, Ritesh ; Gubareva, Mariya.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001133.

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18. Exploring volatility interconnections between AI tokens, AI stocks, and fossil fuel markets: evidence from time and frequency-based connectedness analysis. (2024). Yousaf, Imran ; Li, Yanshuang ; Umar, Muhammad ; Ijaz, Muhammad Shahzad.
    In: Energy Economics.
    RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001981.

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19. Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895.

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20. Quantifying systemic risk in the cryptocurrency market: A sectoral analysis. (2023). Gunay, Samet ; Goodell, John W ; Evik, Emrah Ismail ; Altinkeski, Buket Kirci.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009583.

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21. Assessing connectedness of transportation cryptocurrencies and transportation stocks: Evidence from wavelet quantile correlation. (2023). Chishti, Muhammad Zubair ; Patel, Ritesh ; Goodell, John W.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008760.

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22. Integration between asset management tokens, asset management stock, and other financial markets: Evidence from TVP-VAR modeling. (2023). Yousaf, Imran ; Riaz, Yasir ; Goodell, John W.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006487.

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31. Quantile and asymmetric return connectedness among BRICS stock markets. (2023). Seetharam, Yudhvir ; Nyakurukwa, Kingstone.
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32. Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; Cunado, Juncal ; de Gracia, Fernando Perez.
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33. Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk?. (2023). Yousaf, Imran ; Yarovaya, Larisa ; Abrar, Afsheen.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:89:y:2023:i:c:s104244312300149x.

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34. Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

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35. Alarming contagion effects: The dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets. (2023). Ma, Zhenyu ; Wei, YU ; Wang, Yizhi ; Vigne, Samuel A.
    In: Journal of International Financial Markets, Institutions and Money.
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36. Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic. (2023). Elsayed, Ahmed ; Helmi, Mohamad Husam ; Ahmed, Habib.
    In: Journal of International Financial Markets, Institutions and Money.
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37. Time–frequency dependence and connectedness between financial technology and green assets. (2023). Urom, Christian.
    In: International Economics.
    RePEc:eee:inteco:v:175:y:2023:i:c:p:139-157.

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38. Extreme risk transmission mechanism between oil, green bonds and new energy vehicles. (2023). Zhongzheng, Wang.
    In: Innovation and Green Development.
    RePEc:eee:ingrde:v:2:y:2023:i:3:s2949753123000322.

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39. What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). shin, yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037.

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40. Investor sentiments, economic policy uncertainty, US interest rates, and financial assets: Examining their interdependence over time. (2023). Kaabia, Olfa ; Oueslati, Karim ; Si, Kamel ; Obeid, Hassan.
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41. How connected is the crypto market risk to investor sentiment?. (2023). Meng, Yiqun ; Lin, Xudong ; Zhu, Hao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005494.

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42. FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies. (2023). Kinateder, Harald ; Bouri, Elie ; Kamal, Elham.
    In: Finance Research Letters.
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43. Sectoral spillovers and systemic risks: Evidence from China. (2023). Li, Yueshan ; Liu, Xutang ; Chen, Shoudong ; Goodell, John W ; Yue, Dianmin.
    In: Finance Research Letters.
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44. Asymmetric and time-frequency based networks of currency markets. (2023). Shahzad, Syed Jawad Hussain ; Caporin, Massimiliano ; Hussain, Syed Jawad ; Hasan, Mudassar.
    In: Finance Research Letters.
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45. Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network. (2023). Li, Zixuan ; Long, Shaobo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004611.

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46. Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector. (2023). Ouyang, Zisheng ; Zhou, Xuewei.
    In: International Review of Financial Analysis.
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47. Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities. (2023). Yousaf, Imran ; Jareo, Francisco.
    In: International Review of Financial Analysis.
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48. Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Gholami, Samad ; Asadi, Mehrad ; Ghasemi, Hamid Reza ; Roubaud, David.
    In: International Review of Financial Analysis.
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49. Tail risk contagion across electricity markets in crisis periods. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Abdullah, Mohammad ; Khan, Isma ; Wali, G M ; Aikins, Emmanuel Joel.
    In: Energy Economics.
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50. Financial markets, energy shocks, and extreme volatility spillovers. (2023). Boubaker, Sabri ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Sharma, Gagan Deep.
    In: Energy Economics.
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51. Decomposed oil price shocks and GCC stock market sector returns and volatility. (2023). Al-Fayoumi, Nedal ; Bouri, Elie ; Abuzayed, Bana.
    In: Energy Economics.
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52. Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic. (2023). Ye, Zhitao ; Lu, Xunfa ; Huang, Nan ; Mo, Jianlei.
    In: Energy Economics.
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53. Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications. (2023). Le, Trung H ; Pham, Linh ; Do, Hung X.
    In: Energy Economics.
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54. Diversification effects of Chinas carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach. (2023). lucey, brian ; Wei, YU ; Wang, Yizhi ; Bai, Lan ; Zhang, Jiahao.
    In: Energy Economics.
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55. Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

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56. Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach. (2023). Yousaf, Imran ; Martinez-Serna, Maria-Isabel ; Jareo, Francisco.
    In: Journal of Behavioral and Experimental Finance.
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57. Economic policy uncertainty and geopolitical risk: evidence from China and Southeast Asia. (2023). Wang, Zushan ; Li, Xin ; Liu, Hongwen.
    In: Asian-Pacific Economic Literature.
    RePEc:bla:apacel:v:37:y:2023:i:2:p:96-118.

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58. Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic. (2022). Maghyereh, Aktham ; Cui, Jinxin.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00395-w.

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59. Demystifying the US Treasury floating rate note puzzle: A swap market perspective. (2022). Ahn, Yongkil.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322005396.

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60. Are non-fungible tokens (NFTs) different asset classes? Evidence from quantile connectedness approach. (2022). Xia, Yufei ; Fu, Yating ; Li, Jinglong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003786.

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61. Asymmetric dynamic spillover effect between cryptocurrency and Chinas financial market: Evidence from TVP-VAR based connectedness approach. (2022). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003026.

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