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Effects of the geopolitical risks on Bitcoin returns and volatility. (2019). Lau, Chi Keung ; Gözgör, Giray ; Demir, Ender ; Aysan, Ahmet ; Gozgor, Giray ; Marco, Chi Keung.
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:47:y:2019:i:c:p:511-518.

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  8. Crypto market relationships with bric countries uncertainty – A wavelet-based approach. (2024). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose ; Gaio, Cristina.
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  9. Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Shahzad, Umer ; Tiwari, Sunil ; Mahendru, Mandeep ; Cheng, Jiyang ; Khaled, Djebbouri.
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  10. Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A.
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  11. How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2024). Panagiotidis, Theodore ; Bampinas, Georgios.
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  13. Harbor in the storm: How Bitcoin navigates challenges of climate change and global uncertainties. (2024). Luo, Fangyuan ; Guo, Lili ; Li, Houjian.
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  14. Are metaverse coins more prone to geopolitical risk than traditional crypto assets?. (2024). Jana, Rabin K.
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  16. Global, local, or glocal? Unravelling the interplay of geopolitical risks and financial stress. (2024). Sohag, Kazi ; Islam, Md. Monirul ; Gurdgiev, Constantin ; Zeqiraj, Veton ; Ahmed, Faroque.
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  17. Impact of oil and gold prices on Bitcoin price during Russia-Ukraine and Israel-Gaza wars. (2024). Karimi, Mohammad Sharif ; Zeinedini, Shabnam ; Falahati, Ali ; Khanzadi, Azad.
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  18. Geopolitical risk and currency returns. (2024). Zhang, Xueyong ; Liu, XI.
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  19. Connectedness between central bank digital currency index, financial stability and digital assets. (2024). Malki, Issam ; Bas, Tugba ; Sivaprasad, Sheeja.
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  20. The relevance of media sentiment for small and large scale bitcoin investors. (2024). Beckmann, Joscha ; Geldner, Teo ; Wustenfeld, Jan.
    In: Journal of International Financial Markets, Institutions and Money.
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  21. Cryptocurrencies as a vehicle for capital exodus: Evidence from the Russian–Ukrainian crisis. (2024). Benninghoff, Sven ; Priberny, Christopher ; Laschinger, Ralf ; Kreuzer, Christian.
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  22. Bitcoin attention and economic policy uncertainty. (2024). Ordóñez, Javier ; Monfort, Mercedes ; Lafuente, Juan A ; Ordoez, Javier ; Gill-De, Belen.
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  23. Enhanced safe-haven status of Bitcoin: Evidence from the Silicon Valley Bank collapse. (2024). Tian, Xiujuan ; Jin, Changlun.
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  24. Uncertainty and cryptocurrency returns: A lesson from turbulent times. (2024). Hemmings, Danial ; Górka, Joanna ; Będowska-Sójka, Barbara ; Gorka, Joanna ; Bdowska-Sojka, Barbara ; Zaremba, Adam.
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  25. Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Lu, Xunfa ; Huang, Nan ; Mo, Jianlei.
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  26. The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun.
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  27. Geopolitical risk hedging or timing: Evidence from hedge fund strategies. (2024). Zhou, Xuting ; Ma, Tianyi.
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  28. Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih.
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  29. Stock and oil price returns in international markets: Identifying short and long-run effects. (2023). Osah, Theophilus Teye ; Mollick, Andre Varella.
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  30. Short- and Long-Term Interactions Between Bitcoin and Economic Variables: Evidence from the US. (2023). Sarker, Provash ; Wang, Lei ; Bouri, Elie.
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  31. Cryptocurrency return predictability: What is the role of the environment?. (2023). Clark, Ephraim ; Mefteh-Wali, Salma ; Lahiani, Amine.
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  32. Implications of cryptocurrency energy usage on climate change. (2023). Lau, Chi Keung ; Chen, Xihui Haviour ; Zhang, Dongna ; Marco, Chi Keung ; Xu, Bing.
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  33. How do economic policy uncertainty and geopolitical risk drive Bitcoin volatility?. (2023). ben Nouir, Jihed ; ben Haj, Hayet.
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  34. FoMO in the Bitcoin market: Revisiting and factors. (2023). Hsu, Yuan-Teng ; Lee, Yen-Hsien ; Wang, Jying-Nan ; Liu, Hung-Chun.
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  35. How does geopolitical risk affect carbon emissions?: An empirical study from the perspective of mineral resources extraction in OECD countries. (2023). Zhao, Xin ; Ding, Tao ; Tan, Ruipeng ; Li, Hao.
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  39. Optimal mining in proof-of-work blockchain protocols. (2023). Soria, Jorge ; Moya, Jorge ; Mohazab, Amin.
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  40. The role of uncertainty index in forecasting volatility of Bitcoin: Fresh evidence from GARCH-MIDAS approach. (2023). Wang, Ziyao ; Xia, Yufei ; He, Lingyun ; Sang, Chong.
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  41. Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis. (2023). Gözgör, Giray ; Khalfaoui, Rabeh ; Goodell, John W.
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  42. Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants. (2023). Jalkh, Naji ; Bouri, Elie.
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  43. Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models. (2023). Niu, Zibo ; Zhang, Hongwei ; Wang, Chenlu.
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  44. Can Twitter-based economic uncertainty predict safe-haven assets under all market conditions and investment horizons?. (2022). Gok, Remzi ; Gemici, Eray ; Bouri, Elie.
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  45. Do national development factors affect cryptocurrency adoption?. (2022). Hausken, Kjell ; Bhimani, Alnoor ; Arif, Sameen.
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  46. Past, present, and future of the application of machine learning in cryptocurrency research. (2022). Baltas, Konstantinos ; Ren, Yi-Shuai ; Kong, Xiao-Lin ; Zureigat, Qasim ; Ma, Chao-Qun.
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  47. Correlation between geopolitical risk, economic policy uncertainty, and Bitcoin using partial and multiple wavelet coherence in P5 + 1 nations. (2022). Singh, Sanjeet ; Bansal, Pooja ; Bhardwaj, Nav.
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  48. Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks. (2022). Long, Shaobo ; Guo, Jiaqi.
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  49. COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies. (2022). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Youssef, Manel.
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  50. Twitter-Based uncertainty and cryptocurrency returns. (2022). Zaremba, Adam ; Lau, Chi Keung ; Demir, Ender ; Aharon, David Y ; Marco, Chi Keung.
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  51. Forecasting volatility of Bitcoin. (2022). Molnár, Peter ; Molnar, Peter ; Polasik, Micha ; Bergsli, Lykke Overland ; Lind, Andrea Falk.
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  52. Geopolitical risks and historical exchange rate volatility of the BRICS. (2022). Salisu, Afees ; GUPTA, RANGAN ; Cuado, Juncal.
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  54. Do gold, oil, equities, and currencies hedge economic policy uncertainty and geopolitical risks during covid crisis?. (2022). Wohar, Mark ; Kamal, Khaled Bin.
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  55. Asymmetric connectedness between cryptocurrency environment attention index and green assets. (2022). Hassan, M. Kabir ; Kamal, Javed Bin.
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  56. Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine. (2022). Demir, Ender ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara ; Zaremba, Adam.
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  57. Is geopolitical risk priced in the cross-section of cryptocurrency returns?. (2022). Shahzad, Syed Jawad Hussain ; Demir, Ender ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Long, Huaigang ; Bdowska-Sojka, Barbara ; Zaremba, Adam.
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  58. Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression. (2022). Umar, Zaghum ; Teplova, Tamara ; Choi, Sun-Yong ; Bossman, Ahmed.
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  59. The impact of the Russia-Ukraine conflict on the connectedness of financial markets. (2022). Umar, Zaghum ; Teplova, Tamara ; Choi, Sun-Yong ; Polat, Onur.
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  60. Volatility and return connectedness of cryptocurrency, gold, and uncertainty: Evidence from the cryptocurrency uncertainty indices. (2022). Yarovaya, Larisa ; Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray.
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  61. The link between cryptocurrencies and Google Trends attention. (2022). Fernandez Bariviera, Aurelio ; Lopez, Oscar G ; Aslanidis, Nektarios.
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  63. When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic. (2022). Mokni, Khaled ; Al-Shboul, Mohammad ; Assaf, Ata.
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  64. Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties. (2022). Lau, Chi Keung ; Gözgör, Giray ; Elsayed, Ahmed ; Marco, Chi Keung.
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  65. Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach. (2022). Salisu, Afees ; Olaniran, Abeeb ; Ogbonna, Ahamuefula ; Lasisi, Lukman.
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  66. Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). Ahmed, Walid.
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  67. Economic uncertainty and national bitcoin trading activity. (2022). Geldner, Teo ; Wustenfeld, Jan.
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  68. A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy. (2022). Hamori, Shigeyuki ; Zhang, Yulian.
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  71. The causal nexus of geopolitical risks, consumer and producer confidence indexes: evidence from selected economies. (2021). Alola, Andrew ; Akda, Saffet ; Pehlivanolu, Ferhat.
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  72. Regime specific spillover across cryptocurrencies and the role of COVID-19. (2021). Shahzad, Syed Jawad Hussain ; Bouri, Elie ; Hussain, Syed Jawad ; Kang, Sang Hoon ; Saeed, Tareq.
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  74. Bitcoin-specific fear sentiment and bitcoin returns in the COVID-19 outbreak. (2021). Aysan, Ahmet ; Tekin, Hasan ; Polat, Ali Yavuz ; Tunali, Ahmet Semih.
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  125. The role of uncertainty measures on the returns of gold. (2019). Yarovaya, Larisa ; Lau, Chi Keung ; Gözgör, Giray ; Sheng, Xin ; Gozgor, Giray ; Marco, Chi Keung.
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  126. Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. (2019). Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad.
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  14. A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Casarin, Roberto ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto.
    In: International Association of Decision Sciences.
    RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103.

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  15. A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Domenico ; Ravazzolo, Francesco ; Casarin, Roberto ; Corradin, Fausto.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

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  16. High-dimensional sparse financial networks through a regularised regression model. (2019). Costola, Michele ; Bernardi, Mauro.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:244.

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  17. CRYPTOCURRENCIES IN FINANCE: REVIEW AND APPLICATIONS. (2019). Flori, Andrea.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:22:y:2019:i:05:n:s0219024919500201.

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  18. Effectiveness of policy and regulation in European sovereign credit risk markets: a network analysis. (2019). Schienle, Melanie ; Buse, Rebekka ; Urban, Jorg.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201990.

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  19. Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin.
    In: Working Papers.
    RePEc:pre:wpaper:201910.

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  20. Manufacturing Sector Performance, Exchange Rate Volatility and Inclusive Growth In Nigeria (1981-2015). (2019). Kenny, Victoria.
    In: MPRA Paper.
    RePEc:pra:mprapa:93296.

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  21. Effects of Human Capital Investment on Unemployment Volatility in Nigeria (1981-2015). (2019). Kenny, Victoria.
    In: MPRA Paper.
    RePEc:pra:mprapa:93295.

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  22. Macroeconomic Performance Indicators and Exchange Rate Misalignment in Nigeria. (2019). Kenny, Victoria.
    In: MPRA Paper.
    RePEc:pra:mprapa:93292.

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  23. The Role of Public Sector Enterprise on Economic Development: A Case Study Of The Nigerian Power Sector (1981-2015).. (2019). Kenny, Victoria.
    In: MPRA Paper.
    RePEc:pra:mprapa:93291.

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  24. The role of agricultural sector performance on economic growth in Nigeria. (2019). Kenny, Victoria.
    In: MPRA Paper.
    RePEc:pra:mprapa:93132.

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  25. Effect of Foreign Direct Investment and Economic Growth in Nigeria. (2019). Victoria, Kenny.
    In: MPRA Paper.
    RePEc:pra:mprapa:92873.

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  26. Factorial Network Models To Improve P2P Credit Risk Management. (2019). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Hadji-Misheva, Branka.
    In: MPRA Paper.
    RePEc:pra:mprapa:92633.

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  27. Tree Networks to Assess Financial Contagion. (2019). Giudici, Paolo ; Ahelegbey, Daniel Felix.
    In: MPRA Paper.
    RePEc:pra:mprapa:92632.

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  28. Effects of the geopolitical risks on Bitcoin returns and volatility. (2019). Lau, Chi Keung ; Gözgör, Giray ; Demir, Ender ; Aysan, Ahmet ; Gozgor, Giray ; Marco, Chi Keung.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:47:y:2019:i:c:p:511-518.

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  29. Bayesian nonparametric sparse VAR models. (2019). Rossini, Luca ; Casarin, Roberto ; Billio, Monica.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:212:y:2019:i:1:p:97-115.

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  30. Sparse Bayesian time-varying covariance estimation in many dimensions. (2019). Kastner, Gregor.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:210:y:2019:i:1:p:98-115.

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  31. Modeling systemic risk with Markov Switching Graphical SUR models. (2019). Guidolin, Massimo ; Casarin, Roberto ; Billio, Monica ; Bianchi, Daniele.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:210:y:2019:i:1:p:58-74.

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  32. The role of uncertainty measures on the returns of gold. (2019). Yarovaya, Larisa ; Lau, Chi Keung ; Gözgör, Giray ; Sheng, Xin ; Gozgor, Giray ; Marco, Chi Keung.
    In: Economics Letters.
    RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303398.

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  33. Financial bridges and network communities. (2018). Casarin, Roberto ; Costola, Michele ; Yenerdag, Erdem.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:208.

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  34. A scoring rule for factor and autoregressive models under misspecification. (2018). Sartore, Domenico ; Ravazzolo, Francesco ; Casarin, Roberto ; Corradin, Fausto.
    In: Working Papers.
    RePEc:ven:wpaper:2018:18.

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  35. The Janus face nature of debt : results from a data-driven cointegrated SVAR approach. (2018). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/574jpbbn0f8f5r56hqi6mjgm9d.

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  36. Bayesian identification of structural vector autoregression models. (2018). Khabibullin, Ramis ; Arefiev, Nikolay.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0340.

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  37. Latent Factor Models for Credit Scoring in P2P Systems. (2018). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Hadji-Misheva, Branka.
    In: MPRA Paper.
    RePEc:pra:mprapa:92636.

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  38. Modeling Systemic Risk with Markov Switching Graphical SUR Models. (2018). Guidolin, Massimo ; Casarin, Roberto ; Billio, Monica ; Bianchi, Daniele.
    In: Working Papers.
    RePEc:igi:igierp:626.

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  39. Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach. (2018). Yin, Libo ; Ma, Xiyuan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:508:y:2018:i:c:p:434-453.

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  40. Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation. (2018). Lau, Chi Keung ; Gözgör, Giray ; Demir, Ender ; Vigne, Samuel A ; Gozgor, Giray ; Marco, Chi Keung.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:26:y:2018:i:c:p:145-149.

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  41. Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Hosseini, Seyed Mehdi ; Marco, Chi Keung.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142.

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  42. The Janus-Faced Nature of Debt: Results from a Data-Driven Cointegrated SVAR Approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2017/04.

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  43. The Janus-faced nature of debt : results form a data driven cointegrated SVAR approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/3l2vounfl99nvqsr0k24sn3k5l.

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  44. Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model. (2017). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Hosseini, Seyed Mehdi ; Marco, Chi Keung.
    In: Working Papers.
    RePEc:pre:wpaper:201704.

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  45. The Janus-faced nature of debt : result from a data-driven cointegrated SVAR approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1702.

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  46. Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach. (2017). Ahelegbey, Daniel Felix ; Teye, Alfred Larm.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:65:y:2017:i:c:p:56-64.

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  47. Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models. (2017). West, Mike ; Gruber, Lutz F.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:3:y:2017:i:c:p:3-22.

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  48. Sparse Bayesian time-varying covariance estimation in many dimensions. (2017). Kastner, Gregor.
    In: Papers.
    RePEc:arx:papers:1608.08468.

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  49. The Econometrics of Bayesian Graphical Models: A Review With Financial Application. (2016). Ahelegbey, Daniel Felix.
    In: MPRA Paper.
    RePEc:pra:mprapa:92634.

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  50. An entropy-based early warning indicator for systemic risk. (2016). Casarin, Roberto ; Billio, Monica ; Costola, Michele ; Pasqualini, Andrea .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:45:y:2016:i:c:p:42-59.

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