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2. Investigating Volatility Transmissions among Sovereign Bonds in African and Emerging Markets Using Multivariate GARCH Models. (2023). Debalke, Negash.
   In: MPRA Paper.
   RePEc:pra:mprapa:118447.

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3. Persistence and long run co-movements across stock market prices. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel Angel ; Infante, Juan.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357.

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4. Did equity returns and volatilities change after the 2016 Trump election victory?. (2022). Škrinjarić, Tihana ; Dedi, Lidija ; Yavas, Burhan F.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1291-1308.

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5. Stock market contagion during the COVID-19 pandemic in emerging economies. (2022). Uddin, Gazi ; lucey, brian ; Goswami, Gour ; Yahya, Muhammad ; Ahmed, Ali.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:79:y:2022:i:c:p:302-309.

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6. Connectedness mechanisms in the “Carbon-Commodity-Finance” system: Investment and management policy implications for emerging economies. (2022). Tian, Tingting ; Lai, Kee-Hung.
   In: Energy Policy.
   RePEc:eee:enepol:v:169:y:2022:i:c:s0301421522004153.

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7. Return and volatility spillovers across the Western and MENA countries. (2022). Mohammadi, Hassan ; Habibi, Hamidreza.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000031.

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8. Nudging against panic selling: Making use of the IKEA effect. (2021). Rieger, Marc Oliver ; Stutz, David ; Ashtiani, Amin Zokaei.
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   RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000460.

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9. Foreign direct investment and financial markets influences: Results from the United States. (2020). Malladi, Rama ; Yavas, Burhan F.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300796.

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10. Stability of cross-market bivariate return distributions during financial turbulence. (2018). Uppal, Jamshed ; Mudakkar, Syeda Rabab.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:45:y:2018:i:c:p:389-401.

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11. Modeling financial market volatility in transition markets: a multivariate case. (2018). Oikonomikou, Leoni Eleni.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:45:y:2018:i:c:p:307-322.

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12. Portfolio diversification between developed and developing stock markets: The case of US and UK investors in Nigeria. (2018). Oloko, Tirimisiyu.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:45:y:2018:i:c:p:219-232.

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13. Oil vs. gasoline: The dark side of volatility and taxation. (2017). Chevallier, Julien ; Aboura, Sofiane.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:39:y:2017:i:pb:p:976-989.

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14. Return and volatility spillovers in equity markets: An investigation using various GARCH methodologies. (2016). Dedi, Lidija ; McMillan, David ; Yavas, Burhan F.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:4:y:2016:i:1:p:1266788.

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15. Dynamic spillovers between Nigerian, South African and international equity markets. (2016). Shuaibu, Mohammed ; Fowowe, Babajide.
    In: International Economics.
    RePEc:eee:inteco:v:148:y:2016:i:c:p:59-80.

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1. Impact of return and volatility spillover from banking industry to other industries: An evidence from Pakistan. (2024). Bhutta, Nousheen Tariq ; Mir, Fahad Waqas.
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   RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1680-1695.

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2. Dynamic dependencies and return connectedness among stock, gold and Bitcoin markets: Evidence from South Asia and China. (2023). Lu, Ran ; Zeng, Hongjun ; Ahmed, Abdullahi D.
   In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
   RePEc:pes:ierequ:v:18:y:2023:i:1:p:49-87.

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3. Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective. (2023). Sharma, Sudhi ; Yadav, Miklesh Prasad ; Bhardwaj, Indira.
   In: Asia-Pacific Financial Markets.
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4. Following the leaders? A study of co-movement and volatility spillover in BRICS currencies. (2023). Sinha Roy, Saikat ; Das, Suman.
   In: Economic Systems.
   RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000425.

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5. Volatility spillover and dynamic co-movement of foreign direct investment between Malaysia and China and developed countries. (2022). Kogid, Mori ; Lily, Jaratin ; Alin, James M ; Mulok, Dullah ; Asid, Rozilee.
   In: Quality & Quantity: International Journal of Methodology.
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6. Action for Action: Mad COVID-19, Falling Markets and Rising Volatility of SAARC Region. (2022). Saleem, Asima.
   In: Annals of Data Science.
   RePEc:spr:aodasc:v:9:y:2022:i:1:d:10.1007_s40745-021-00349-6.

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7. Assessing Financial Distress and Predicting Stock Prices of Automotive Sector: Robustness of Altman Z-score. (2022). Sharma, Sudhi ; Sareen, Amit.
   In: Vision.
   RePEc:sae:vision:v:26:y:2022:i:1:p:11-24.

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8. Net Transmitter of Stock Market Volatility and Safe Haven for Portfolio Investors in the Asian Dragons. (2022). Chen, Shu-Hui ; Dewi, Christine ; Lee, Cheng-Wen ; Huruta, Andrian Dolfriandra ; Po, Abbott.
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9. Modelling volatility transmission in regional Asian stock markets. (2022). Azimova, Tarana.
   In: The Journal of Economic Asymmetries.
   RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000342.

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    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002459.

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11. Analysing time difference and volatility linkages between China and the United States during financial crises and stable period using VARX‐DCC‐MEGARCH model. (2021). Tiwari, Aviral ; Shehzad, Khurram ; Arif, Muhammad ; Rauf, Abdul ; Liu, Xiaoxing.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:814-833.

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12. Integration and Interdependence Among Equity Markets in South Asia: Measuring Through ARDL Bounds Approach. (2021). Prakash, Vineesh J ; Nauriyal, D K.
    In: Millennial Asia.
    RePEc:sae:millen:v:12:y:2021:i:2:p:229-251.

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13. Modelling of Daily Price Volatility of South Africa Property Stock Market Using GARCH Analysis. (2021). Fateye, Tosin B ; Ajay, Oluwaseun D.
    In: AfRES.
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14. Co-Movement and Volatility Transmission between Islamic and Conventional Equity Index in Bangladesh. (2019). Hasan, Md Abu.
    In: Islamic Economic Studies.
    RePEc:ris:isecst:0176.

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15. Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination. (2018). Deisting, Florent ; Sehgal, Sanjay ; Jain, Payal.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-016-0067-y.

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16. Understanding international stock market comovements: A comparison of developed and emerging markets. (2018). Chen, Peng.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:56:y:2018:i:c:p:451-464.

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17. Implied volatility linkages between the U.S. and emerging equity markets: A note. (2018). Dutta, Anupam.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:35:y:2018:i:c:p:138-146.

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18. Information linkages among emerging equity markets—an empirical study. (2017). Sehgal, Sanjay ; Jain, Payal.
    In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
    RePEc:spr:decisn:v:44:y:2017:i:1:d:10.1007_s40622-016-0144-2.

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19. Terrorism and Stock Market Linkages: An Empirical Study from a Front-line State. (2017). Suleman, Tahir.
    In: Global Business Review.
    RePEc:sae:globus:v:18:y:2017:i:2:p:365-378.

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20. Efficiency and Volatility of the Stock Market in Bangladesh: A Macroeconometric Analysis. (2017). Abu, MD.
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    RePEc:ksp:journ2:v:4:y:2017:i:2:p:239-249.

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21. Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic.
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    RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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22. Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis. (2017). Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:21:y:2017:i:c:p:26-33.

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23. The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B.
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24. Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem.
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25. RETURNS AND VOLATILITY SPILLOVER BETWEEN ASIAN EQUITY MARKETS: A WAVELET APPROACH. (2017). S Kumar, Anoop ; Kamaiah, B.
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    RePEc:beo:journl:v:62:y:2017:i:212:p:63-84.

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26. Return and volatility spillovers in equity markets: An investigation using various GARCH methodologies. (2016). Dedi, Lidija ; McMillan, David ; Yavas, Burhan F.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:4:y:2016:i:1:p:1266788.

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27. Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting. (2016). Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon.
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28. Long-Run Comovements in East Asian Stock Market Volatility. (2016). Keddad, Benjamin ; DE TRUCHIS, Gilles.
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29. An investigation of return and volatility linkages among equity markets: A study of selected European and emerging countries. (2016). Dedi, Lidija ; Yavas, Burhan F.
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    RePEc:eee:riibaf:v:37:y:2016:i:c:p:583-596.

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30. Global financial crisis and spillover effects among the U.S. and BRICS stock markets. (2016). Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon.
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31. Dynamic spillovers between Nigerian, South African and international equity markets. (2016). Shuaibu, Mohammed ; Fowowe, Babajide.
    In: International Economics.
    RePEc:eee:inteco:v:148:y:2016:i:c:p:59-80.

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32. Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting. (2016). Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon.
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33. Volatility transmission and volatility impulse response functions among the Greater China stock markets. (2015). Jin, Xiaoye.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:39:y:2015:i:c:p:43-58.

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34. Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles.
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35. Dynamic spanning trees in stock market networks: The case of Asia-Pacific. (2014). Tabak, Benjamin ; Sensoy, Ahmet ; Åžensoy, Ahmet.
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36. Financial liberalisation and international market interdependence: Evidence from China’s stock market in the post-WTO accession period. (2014). Yao, Shujie ; Chen, Shou ; Ou, Jinghua.
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