1. 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.

   Full description at Econpapers || Download paper

2. Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification. (2025). Patra, Saswat ; Malik, Kunjana.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000213.

   Full description at Econpapers || Download paper

3. Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I.
   In: Energy Economics.
   RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

   Full description at Econpapers || Download paper

1. Abid, A. Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence. 2020 Finance Research Letters. 37 -

2. Adekoya, O.B. ; Akinseye, A.B. ; Antonakakis, N. ; Chatziantoniou, I. ; Gabauer, D. ; Oliyide, J. Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies. 2022 Resources Policy. 78 -

3. Ahir, H. ; Bloom, N. ; Furceri, D. The world uncertainty index. 2022 National Bureau of Economic Research, Inc:

4. Ahmed, S. ; Coulibaly, B. ; Zlate, A. International financial spillovers to emerging market economies: How important are economic fundamentals?. 2017 Journal of International Money and Finance. 76 133-152

5. Akhtaruzzaman, M. ; Benkraiem, R. ; Boubaker, S. ; Zopounidis, C. COVID-19 crisis and risk spillovers to developing economies: Evidence from Africa. 2022 Journal of International Development. 34 898-918
   Paper not yet in RePEc: Add citation now
   
6. Akhtaruzzaman, M. ; Boubaker, S. ; Sensoy, A. Financial contagion during COVID–19 crisis. 2021 Finance Research Letters. 38 -
   Paper not yet in RePEc: Add citation now
   

7. Al-Yahyaee, K.H. ; Rehman, M.U. ; Mensi, W. ; Al-Jarrah, I.M.W. Can uncertainty indices predict bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. 2019 The North American Journal of Economics and Finance. 49 47-56

8. Alomari, M. ; Al Rababa’a, A.R. ; Rehman, M.U. ; Power, D.M. Infectious diseases tracking and sectoral stock market returns: A quantile regression analysis. 2022 The North American Journal of Economics and Finance. 59 -

9. Anscombe, F.J. ; Glynn, W.J. Distribution of the kurtosis Statistic B2 For Normal Samples. 1983 Biometrika. 70 227-234
   Paper not yet in RePEc: Add citation now
   

10. Antonakakis, N. ; Chatziantoniou, I. ; Filis, G. Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. 2017 International Review of Financial Analysis. 50 1-26

11. Antonakakis, N. ; Cunado, J. ; Filis, G. ; Gabauer, D. ; de Gracia, F.P. Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness. 2020 Energy Economics. 91 -

12. Apaitan, T. ; Luangaram, P. ; Manopimoke, P. Uncertainty in an emerging market economy: Evidence from Thailand. 2022 Empirical Economics. 62 933-989

13. Arouri, M.E.H. ; Jouini, J. ; Nguyen, D.K. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management. 2011 Journal of International Money and Finance. 30 1387-1405

14. Badshah, I. ; Bekiros, S. ; Lucey, B.M. ; Uddin, G.S. Asymmetric linkages among the fear index and emerging market volatility indices. 2018 Emerging Markets Review. 37 17-31

15. Balli, F. ; Balli, H.O. ; Dang, T.H.N. ; Gabauer, D. Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market. 2023 Finance Research Letters. 57 -

16. Balli, F. ; Balli, H.O. ; Hasan, M. ; Gregory-Allen, R. Economic policy uncertainty spillover effects on sectoral equity returns of New Zealand. 2020 Journal of Economics and Finance. 44 670-686

17. Balli, F. ; Balli, H.O. ; Hong, R. Spillover effects on the sectoral returns for Australian and New Zealand equity markets. 2016 Journal of Economics and Finance. 40 568-589
    Paper not yet in RePEc: Add citation now
    

18. Balli, F. ; Billah, M. ; Balli, H.O. ; De Bruin, A. Spillovers to sectoral equity returns: Do liquidity and financial positions matter?. 2021 Applied Economics. 53 3097-3130

19. Balli, H.O. ; Balli, F. ; Louis, R.J. Time-varying spillover effects on sectoral equity returns. 2013 International Review of Finance. 13 67-91

20. Baruník, J. ; Kočenda, E. ; Vácha, L. Asymmetric connectedness on the US stock market: Bad and good volatility spillovers. 2016 Journal of Financial Markets. 27 55-78

21. Baruník, J. ; Kočenda, E. ; Vácha, L. Asymmetric volatility connectedness on the forex market. 2017 Journal of International Money and Finance. 77 39-56

22. Baruník, J. ; Křehlík, T. Measuring the frequency dynamics of financial connectedness and systemic risk. 2018 Journal of Financial Econometrics. 16 271-296

23. Bekaert, G. ; Harvey, C.R. ; Lundblad, C. Does financial liberalization spur growth?. 2005 Journal of Financial Economics. 77 3-55

24. Bekiros, S.D. Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets. 2014 International Review of Financial Analysis. 33 58-69

25. Berrill, S. Foreign portfolio investment in emerging equity market. 1990 World Institute for Development Economics Research:

26. Bollerslev, T. Generalized autoregressive conditional heteroskedasticity. 1986 Journal of Econometrics. 31 307-327

27. Bouri, E. ; Cepni, O. ; Gabauer, D. ; Gupta, R. Return connectedness across asset classes around the COVID-19 outbreak. 2021 International Review of Financial Analysis. 73 -

28. Bouri, E. ; Gupta, R. ; Tiwari, A.K. ; Roubaud, D. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. 2017 Finance Research Letters. 23 87-95

29. Carrière-Swallow, Y. ; Céspedes, L.F. The impact of uncertainty shocks in emerging economies. 2013 Journal of International Economics. 90 316-325

30. Carrieri, F. ; Errunza, V. ; Hogan, K. Characterizing world market integration through time. 2007 Journal of Financial and Quantitative Analysis. 42 915-940

31. Chatziantoniou, I. ; Abakah, E.J.A. ; Gabauer, D. ; Tiwari, A.K. Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets. 2022 Journal of Cleaner Production. 361 -
    Paper not yet in RePEc: Add citation now
    
32. Chatziantoniou, I. ; Abakah, E.J.A. ; Gabauer, D. ; Tiwari, A.K. Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets. 2022 Journal of Cleaner Production. 361 -
    Paper not yet in RePEc: Add citation now
    

33. Chatziantoniou, I. ; Gabauer, D. ; Marfatia, H.A. Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market. 2022 Scottish Journal of Political Economy. 69 283-300

34. Chatziantoniou, I. ; Gabauer, D. ; Stenfors, A. Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach. 2021 Economics Letters. 204 -

35. Chatziantoniou, I. ; Gabauer, D. ; Stenfors, A. Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach. 2021 Economics Letters. 204 -

36. Chen, M.-P. ; Chen, P.-F. ; Lee, C.-C. Frontier stock market integration and the global financial crisis. 2014 The North American Journal of Economics and Finance. 29 84-103

37. Costa, A. ; Matos, P. ; da Silva, C. Sectoral connectedness: New evidence from US stock market during COVID-19 pandemics. 2022 Finance Research Letters. 45 -

38. Cunado, J. ; Chatziantoniou, I. ; Gabauer, D. ; de Gracia, F.P. ; Hardik, M. Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. 2023 Journal of Commodity Markets. 30 -

39. D’Agostino, R.B. Transformation to normality of the null distribution of g1. 1970 Biometrika. 679-681
    Paper not yet in RePEc: Add citation now
    

40. Dai, P.-F. ; Xiong, X. ; Liu, Z. ; Huynh, T.L.D. ; Sun, J. Preventing crash in stock market: The role of economic policy uncertainty during COVID-19. 2021 Financial Innovation. 7 1-15

41. Dang, T.H.-N. ; Nguyen, N.T. ; Vo, D.H. Sectoral volatility spillovers and their determinants in Vietnam. 2023 Economic Change and Restructuring. 56 681-700

42. Dickey, D.A. ; Fuller, W.A. Distribution of the estimators for autoregressive time series with a unit root. 1979 Journal of the American statistical association. 74 427-431
    Paper not yet in RePEc: Add citation now
    

43. Diebold, F.X. ; Yilmaz, K. Measuring financial asset return and volatility spillovers, with application to global equity markets. 2009 The Economic Journal. 119 158-171

44. Diebold, F.X. ; Yılmaz, K. Better to give than to receive: Predictive directional measurement of volatility spillovers. 2012 International Journal of Forecasting. 28 57-66

45. Diebold, F.X. ; Yılmaz, K. On the network topology of variance decompositions: Measuring the connectedness of financial firms. 2014 Journal of Econometrics. 182 119-134

46. Eckernkemper, T. Modeling systemic risk: Time-varying tail dependence when forecasting marginal expected shortfall. 2018 Journal of Financial Econometrics. 16 63-117

47. Ederington, L.H. The hedging performance of the new futures markets. 1979 The Journal of Finance. 34 157-170

48. Elliott, G. ; Rothenberg, T.J. ; Stock, J.H. Efficient tests for an autoregressive unit root. 1996 Econometrica. 64 813-836

49. Elyasiani, E. ; Mansur, I. ; Odusami, B. Oil price shocks and industry stock returns. 2011 Energy Economics. 33 966-974

50. Engle, R. Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models. 2002 Journal of Business & Economic Statistics. 20 339-350

51. Engle, R. ; Ito, T. ; Lin, W.-L. Meteor showers or heat waves? Heteroskedastic intra-daily volatility in the foreign exchange market. 1990 Econometrica. 58 525-542

52. Engle, R.F. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. 1982 Econometrica. 987-1007

53. Eterovic, D. ; Sweet, C. ; Eterovic, N. Asymmetric spillovers in emerging market monetary policy. 2022 International Review of Economics and Finance. 82 650-662
    Paper not yet in RePEc: Add citation now
    

54. Fassas, A.P. ; Siriopoulos, C. Intraday price discovery and volatility spillovers in an emerging market. 2019 International Review of Economics & Finance. 59 333-346

55. Fisher, T.J. ; Gallagher, C.M. New weighted Portmanteau statistics for time series goodness of fit testing. 2012 Journal of the American Statistical Association. 107 777-787

56. Gabauer, D. ; Subramaniam, S. ; Gupta, R. On the transmission mechanism of Asia-Pacific yield curve characteristics. 2022 International Journal of Finance and Economics. 27 473-488
    Paper not yet in RePEc: Add citation now
    
57. Gao, Y. ; Zheng, W. ; Wang, Y. Sectoral risk contagion and quantile network connectedness on Chinese stock sectors after the COVID-19 outbreak. 2023 China Finance Review International. -
    Paper not yet in RePEc: Add citation now
    

58. Geng, J.-B. ; Xu, X.-Y. ; Ji, Q. The time-frequency impacts of natural gas prices on US economic activity. 2020 Energy. 205 -

59. Glosten, L.R. ; Jagannathan, R. ; Runkle, D.E. On the relation between the expected value and the volatility of the nominal excess return on stocks. 1993 The Journal of Finance. 48 1779-1801

60. Gupta, R. ; Olasehinde-Williams, G. ; Wohar, M.E. The impact of US uncertainty shocks on a panel of advanced and emerging market economies. 2020 The Journal of International Trade and Economic Development. 29 711-721

61. Hansen, P.R. ; Lunde, A. A forecast comparison of volatility models: Does anything beat a GARCH (1, 1)?. 2005 Journal of Applied Econometrics. 20 873-889

62. Hedström, A. ; Zelander, N. ; Junttila, J. ; Uddin, G.S. Emerging market contagion under geopolitical uncertainty. 2020 Emerging Markets Finance and Trade. 56 1377-1401

63. Hiremath, G.S. ; Kumari, J. Stock returns predictability and the adaptive market hypothesis in emerging markets: Evidence from India. 2014 SpringerPlus. 3 1-14

64. Hkiri, B. ; Hammoudeh, S. ; Aloui, C. ; Yarovaya, L. Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods. 2017 Pacific-Basin Finance Journal. 43 124-150

65. Huidrom, R. ; Ayhan Kose, M. ; Matsuoka, H. ; Ohnsorge, F.L. How important are spillovers from major emerging markets?. 2020 International Finance. 23 47-63

66. Jarque, C.M. ; Bera, A.K. Efficient tests for normality, homoscedasticity and serial independence of regression residuals. 1980 Economics Letters. 6 255-259

67. Jiang, W. ; Chen, Y. The time-frequency connectedness among carbon, traditional/new energy and material markets of China in pre-and post-COVID-19 outbreak periods. 2022 Energy. 246 -

68. Jung, R.C. ; Maderitsch, R. Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?. 2014 Journal of Banking & Finance. 47 331-342

69. Koop, G. ; Pesaran, M.H. ; Potter, S.M. Impulse response analysis in nonlinear multivariate models. 1996 Journal of Econometrics. 74 119-147

70. Kroner, K.F. ; Sultan, J. Time-varying distributions and dynamic hedging with foreign currency futures. 1993 Journal of Financial and Quantitative Analysis. 28 535-551

71. Kwiatkowski, D. ; Phillips, P.C. ; Schmidt, P. ; Shin, Y. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?. 1992 Journal of Econometrics. 54 159-178

72. Labidi, C. ; Rahman, M.L. ; Hedström, A. ; Uddin, G.S. ; Bekiros, S. Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. 2018 International Review of Financial Analysis. 59 179-211

73. Laborda, R. ; Olmo, J. Volatility spillover between economic sectors in financial crisis prediction: Evidence spanning the great financial crisis and Covid-19 pandemic. 2021 Research in International Business and Finance. 57 -

74. Lastrapes, W.D. ; Wiesen, T.F. The joint spillover index. 2021 Economic Modelling. 94 681-691

75. Malik, F. Volatility spillover among sector equity returns under structural breaks. 2022 Review of Quantitative Finance and Accounting. 58 1063-1080

76. Markowitz, H. Selection portfolio. 1952 The Journal of Finance. 7 77-91

77. Martin, E. Money is flooding into these 10 industries that are adding jobs and thriving. 2018 CNBC. -
    Paper not yet in RePEc: Add citation now
    

78. Mauboussin, M.J. Revisiting market efficiency: The stock market as a complex adaptive system. 2002 Journal of Applied Corporate Finance. 14 47-55

79. Mensi, W. ; Al Rababa’a, A.R. ; Alomari, M. ; Vo, X.V. ; Kang, S.H. Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis. 2022 Resources Policy. 79 -
    Paper not yet in RePEc: Add citation now
    

80. Mensi, W. ; Al Rababa’a, A.R. ; Vo, X.V. ; Kang, S.H. Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. 2021 Energy Economics. 98 -

81. Mensi, W. ; Nekhili, R. ; Vo, X.V. ; Suleman, T. ; Kang, S.H. Asymmetric volatility connectedness among US stock sectors. 2021 The North American Journal of Economics and Finance. 56 -

82. Mensi, W. ; Shafiullah, M. ; Vo, X.V. ; Kang, S.H. Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies. 2021 Resources Policy. 71 -
    Paper not yet in RePEc: Add citation now
    

83. Mensi, W. ; Yousaf, I. ; Vo, X.V. ; Kang, S.H. Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets. 2022 Journal of International Financial Markets, Institutions and Money. 76 -

84. Mensi, W. ; Ziadat, S.A. ; Vo, X.V. ; Kang, S.H. Extreme quantile connectedness and spillovers between oil and Vietnamese stock markets: A sectoral analysis. 2022 International Journal of Emerging Markets. -

85. Mobarek, A. ; Muradoglu, G. ; Mollah, S. ; Hou, A.J. Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods. 2016 Journal of Financial Stability. 24 1-11

86. Moneta, F. ; Rüffer, R. Business cycle synchronisation in East Asia. 2009 Journal of Asian Economics. 20 1-12

87. Ngowi, H.P. Foreign direct investment inflows into emerging markets: Driving forces and lessons for Africa. 2005 En : Capital flows and foreign direct investments in emerging markets. Springer:
    Paper not yet in RePEc: Add citation now
    

88. Pesaran, H.H. ; Shin, Y. Generalized impulse response analysis in linear multivariate models. 1998 Economics Letters. 58 17-29

89. Pham, S.D. ; Nguyen, T.T.T. ; Do, H.X. Natural gas and the utility sector nexus in the US: Quantile connectedness and portfolio implications. 2023 Energy Economics. 120 -

90. Phillips, P.C. ; Perron, P. Testing for a unit root in time series regression. 1988 Biometrika. 75 335-346
    Paper not yet in RePEc: Add citation now
    

91. Phylaktis, K. ; Xia, L. Equity market comovement and contagion: A sectoral perspective. 2009 Financial Management. 38 381-409

92. Sarwar, G. ; Khan, W. The effect of US stock market uncertainty on emerging market returns. 2017 Emerging Markets Finance and Trade. 53 1796-1811

93. Shahzad, S.J.H. ; Mensi, W. ; Hammoudeh, S. ; Rehman, M.U. ; Al-Yahyaee, K.H. Extreme dependence and risk spillovers between oil and Islamic stock markets. 2018 Emerging Markets Review. 34 42-63

94. Shahzad, S.J.H. ; Naeem, M.A. ; Peng, Z. ; Bouri, E. Asymmetric volatility spillover among Chinese sectors during COVID-19. 2021 International Review of Financial Analysis. 75 -

95. Sharpe, W.F. The Sharpe ratio. 1994 Journal of Portfolio Management. 21 49-58
    Paper not yet in RePEc: Add citation now
    
96. Shen, Y.-Y. ; Jiang, Z.-Q. ; Ma, J.-C. ; Wang, G.-J. ; Zhou, W.-X. Sector connectedness in the Chinese stock markets. 2021 Empirical Economics. 1-28
    Paper not yet in RePEc: Add citation now
    

97. Stenfors, A. ; Chatziantoniou, I. ; Gabauer, D. Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves. 2022 Journal of International Financial Markets, Institutions and Money. 81 -

98. Stiassny, A. A spectral decomposition for structural VAR models. 1996 Empirical Economics. 21 535-555

99. Su, X. ; Liu, Z. Sector volatility spillover and economic policy uncertainty: Evidence from China’s stock market. 2021 Mathematics. 9 1411-

100. Su, X. ; Liu, Z. Sector volatility spillover and economic policy uncertainty: Evidence from China’s stock market. 2021 Mathematics. 9 1411-
     Paper not yet in RePEc: Add citation now
     

101. Suleman, M.T. ; Rehman, M.U. ; Sheikh, U.A. ; Kang, S.H. Dynamic time-frequency connectedness between European emissions trading system and sustainability markets. 2023 Energy Economics. 123 -

102. Umar, M. ; Farid, S. ; Naeem, M.A. Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis. 2022 Energy. 240 -

103. Urom, C. ; Ndubuisi, G. ; Del Lo, G. ; Yuni, D. Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic. 2022 Emerging Markets Review. -
     Paper not yet in RePEc: Add citation now
     
104. Vo, D.H. ; Dang, T.H.-N. The geopolitical risk spillovers across BRICS countries: A quantile frequency connectedness approach. 2023 Scottish Journal of Political Economy. -
     Paper not yet in RePEc: Add citation now
     

105. Wiesen, T.F. ; Beaumont, P.M. ; Norrbin, S.C. ; Srivastava, A. Are generalized spillover indices overstating connectedness?. 2018 Economics Letters. 173 131-134

106. World Economics, T.F. Emerging markets economic data. 2022 :
     Paper not yet in RePEc: Add citation now
     

107. Wu, F. ; Zhang, D. ; Zhang, Z. Connectedness and risk spillovers in China’s stock market: A sectoral analysis. 2019 Economic Systems. 43 -

108. Wu, S. ; Pan, Q. Economic growth in emerging market countries. 2021 Global Journal of Emerging Market Economies. 13 192-215

109. Yarovaya, L. ; Lau, M.C.K. Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets. 2016 Research in International Business and Finance. 37 605-619

110. Yin, K. ; Liu, Z. ; Jin, X. Interindustry volatility spillover effects in China’s stock market. 2020 Physica A. Statistical Mechanics and its Applications. 539 -

111. Zhang, W. ; Zhuang, X. ; Wang, J. ; Lu, Y. Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network. 2020 North American Journal of Economics and Finance. 54 -

112. Zivot, E. ; Andrews, D.W.K. Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. 2002 Journal of Business & Economic Statistics. 20 25-44

1. The relationship of economic policy uncertainty with the stock market index and the exchange rate: The case of Russia. (2025). Ince-Yenilmez, Meltem ; Yildirim, Hakan.
   In: Journal of New Economy.
   RePEc:url:izvest:v:26:y:2025:i:1:p:69-86.

   Full description at Econpapers || Download paper

2. EPU spillovers and exchange rate volatility. (2025). He, Zhongzhi ; Gong, Yuting ; Xue, Wenjun.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007567.

   Full description at Econpapers || Download paper

3. Unveiling the mystery of the responsiveness of inbound tourism to economic policy uncertainty: New evidence from Australia. (2024). Shi, Wenming ; Yin, Jingbo ; Lee, Paul Tae-Woo ; Chang, Chia-Hsun ; Gong, Yuting.
   In: Tourism Economics.
   RePEc:sae:toueco:v:30:y:2024:i:8:p:2159-2180.

   Full description at Econpapers || Download paper

4. Extreme risk spillovers in RMB exchange rates: The role of categorical economic policy uncertainties. (2024). Wang, Xinya.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003423.

   Full description at Econpapers || Download paper

5. Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach. (2024). Gabauer, David ; Balli, Hatice ; Nhat, Tam Hoang.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:93:y:2024:i:pb:p:121-139.

   Full description at Econpapers || Download paper

6. Jump forecasting in foreign exchange markets: A high‐frequency analysis. (2023). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Uzun, Sevcan.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:42:y:2023:i:3:p:578-624.

   Full description at Econpapers || Download paper

7. Economic policy uncertainty and stock markets’ co‐movements. (2023). Kucerova, Zuzana ; Kapounek, Svatopluk ; Albrecht, Peter ; Kuerova, Zuzana.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3471-3487.

   Full description at Econpapers || Download paper

8. Economic policy uncertainty and exchange market pressure in Nigeria: a quantile regression analysis. (2023). Kumeka, Terver Theophilus ; Falayi, Olabusuyi Rufus ; Adeyemi, Francis Olayinka ; Adedokun, Adeniyi Jimmy.
   In: International Journal of Sustainable Economy.
   RePEc:ids:ijsuse:v:15:y:2023:i:2:p:135-166.

   Full description at Econpapers || Download paper

9. Does Economic Policy Uncertainty Explain Exchange Rate Movements in the Economic Community of West African States (ECOWAS): A Panel ARDL Approach. (2023). giouvris, evangelos ; Korley, Maud.
   In: IJFS.
   RePEc:gam:jijfss:v:11:y:2023:i:4:p:128-:d:1272261.

   Full description at Econpapers || Download paper

10. Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic. (2023). Al-Shboul, Mohammad ; Mokni, Khaled ; Assaf, Ata.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002100.

    Full description at Econpapers || Download paper

11. Natural resources perspective of economic performance: Streamlining mineral resources as a path to sustainable development. (2023). Zeng, Queling ; Zheng, LI ; Luo, Guibin.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009479.

    Full description at Econpapers || Download paper

12. How susceptible is the European financial stability to economic policy uncertainty?. (2023). Orlowski, Lucjan.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:45:y:2023:i:4:p:864-875.

    Full description at Econpapers || Download paper

13. Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229.

    Full description at Econpapers || Download paper

14. Asymmetric Impact of Geopolitical Risk and Economic Policy Uncertainty on Russian Ruble Exchange Rate. (2023). Gainetdinova, Anna.
    In: Journal of Applied Economic Research.
    RePEc:aiy:jnjaer:v:22:y:2023:i:2:p:270-293.

    Full description at Econpapers || Download paper

15. Global Economic Uncertainties and Exchange Rate Management in Africa: A Panel Study. (2022). Kumeka, Terver ; Terver, Kumeka ; Olabusuyi, Falayi ; Francis, Adeyemi ; Adeniyi, Adedokun.
    In: Acta Universitatis Sapientiae, Economics and Business.
    RePEc:vrs:auseab:v:10:y:2022:i:1:p:161-184:n:9.

    Full description at Econpapers || Download paper

16. An econometric analysis of economic policy uncertainty and exchange market pressure of the three largest economies in West Africa. (2022). Kumeka, Terver ; Falayi, Olabusuyi R ; Adeyemi, Francis O ; Adedokun, Adeniyi J.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:2:y:2022:i:11:d:10.1007_s43546-022-00350-y.

    Full description at Econpapers || Download paper

17. The role of domestic and foreign economic uncertainties in determining the foreign exchange rates: an extended monetary approach. (2022). Murad, S. M. Woahid ; Woahid, S M.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:46:y:2022:i:4:d:10.1007_s12197-022-09589-5.

    Full description at Econpapers || Download paper

18. Competitiveness, fiscal policy and corruption: evidence from Central and Eastern European countries. (2022). Lupu, Dan ; Tiganasu, Ramona ; Pascariu, Gabriela Carmen.
    In: Oeconomia Copernicana.
    RePEc:pes:ieroec:v:13:y:2022:i:3:p:667-698.

    Full description at Econpapers || Download paper

19. Is oil risk important for commodity-related currency returns?. (2022). Su, Zhi ; Lu, Man ; Yin, Libo.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002257.

    Full description at Econpapers || Download paper

20. The influence of the renminbi and its macroeconomic determinants: A new Chinese monetary order in Asia?. (2022). Keddad, Benjamin ; Sato, Kiyotaka.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000695.

    Full description at Econpapers || Download paper

21. Economic policy uncertainty and bankruptcy filings. (2022). Ledyaeva, Svetlana ; Drogovoz, Pavel ; Fedorova, Elena ; Nevredinov, Alexandr.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001375.

    Full description at Econpapers || Download paper

22. Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China. (2022). Jiang, Yonghong ; Song, LU ; Tian, Gengyu.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:60:y:2022:i:c:s106294082200016x.

    Full description at Econpapers || Download paper

23. Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193.

    Full description at Econpapers || Download paper

24. On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2021). Rault, Christophe ; Abid, Abir.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:19:y:2021:i:3:d:10.1007_s40953-021-00240-4.

    Full description at Econpapers || Download paper

25. Nexus between Economic Policy Uncertainty and Renewable Energy Consumption in BRIC Nations: The Mediating Role of Foreign Direct Investment and Financial Development. (2021). Zhang, Yongliang ; Karim, Salma ; Qamruzzaman, MD ; Jahan, Ishrat.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:15:p:4687-:d:607082.

    Full description at Econpapers || Download paper

26. Does economic policy uncertainty affect renewable energy consumption?. (2021). Shafiullah, Muhammad ; Atif, Muhammad ; Miah, Mohammad Dulal ; Alam, Md Samsul.
    In: Renewable Energy.
    RePEc:eee:renene:v:179:y:2021:i:c:p:1500-1521.

    Full description at Econpapers || Download paper

27. On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty. (2021). Fasanya, Ismail ; Adekoya, Oluwasegun ; Adetokunbo, Abiodun M.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001240.

    Full description at Econpapers || Download paper

Report date: 2025-09-26 23:06:45 || Missing content? Let us know