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1. From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Farhani, Ramzi ; Yousfi, Mohamed ; Bouzgarrou, Houssam.
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9. Swings in Crude Oil Valuations: Analyzing Their Bearing on China€™s Stock Market Returns amid the COVID-19 Pandemic Upheaval. (2023). Teng, Zhuoqi ; He, Yugang ; Wu, Renhong ; Coronel, Anibal.
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14. COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets. (2023). Shi, Yujie ; Li, Yanshuang ; Zhang, Weiping ; Yi, Shangkun.
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15. A vaccine for volatility? An empirical analysis of global stock markets and the impact of the COVID-19 vaccine. (2023). O'Donnell, Niall ; Shannon, Darren ; Sheehan, Barry.
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18. Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping.
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27. 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.
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28. The link Between Stock Exchange Sectors and Indices: Implications During the COVID-19 Pandemic. (2022). Clemente-Almendros, Jos Antonio ; Tache, Ileana ; Boldeanu, Florin-Teodor ; Litra, Adriana Veronica.
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29. Modelling the Vulnerability of Financial Accounting Systems during Global Challenges: A Comparative Analysis. (2022). Antohi, Valentin Marian ; Ionescu, Romeo Victor ; Zlati, Monica Laura.
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30. The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets. (2022). Billah, Syed ; Anagreh, Suhaib ; Kumar, Sanjeev ; Tabash, Mosab I ; Alam, Md Kausar.
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31. Dynamic Causality Analysis of COVID-19 Pandemic Risk and Oil Market Changes. (2022). , Mike.
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32. Quantifying Foreign Exchange Risk in the Selected Listed Sectors of the Johannesburg Stock Exchange: An SV-EVT Pairwise Copula Approach. (2022). Eita, Joel ; Tchuinkam, Charles Raoul.
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33. From sentiment to systemic risk: Information transmission in Asia-Pacific stock markets. (2022). Naeem, Muhammad Abubakr ; Mbarki, Imen ; Omri, Abdelwahed.
    In: Research in International Business and Finance.
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34. Is gold still a safe haven for stock markets? New insights through the tail thickness of portfolio return distributions. (2022). Just, Magorzata ; Echaust, Krzysztof.
    In: Research in International Business and Finance.
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35. Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis. (2022). ben Jabeur, Sami ; Mefteh-Wali, Salma ; Aloui, Riadh.
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36. The correlations among COVID-19, the effect of public opinion, and the systemic risks of China’s financial industries. (2022). Ouyang, Zisheng ; Lai, Yongzeng ; Chen, Shili.
    In: Physica A: Statistical Mechanics and its Applications.
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37. Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework. (2022). Umar, Zaghum ; Teplova, Tamara ; Choi, Sun-Yong ; Polat, Onur.
    In: Pacific-Basin Finance Journal.
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38. Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic. (2022). Nguyen, Manh Huu ; Huong, Giang Thi ; Quang, Anh Ngoc.
    In: The Journal of Economic Asymmetries.
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39. Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches. (2022). Vo, Xuan Vinh ; Hung, Ngo Thai ; My, Linh Thi.
    In: Journal of International Financial Markets, Institutions and Money.
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40. The size of good and bad volatility shocks does matter for spillovers. (2022). Harb, Etienne ; Bouri, Elie.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001020.

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41. Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic. (2022). Li, Ping ; Huang, Lixin ; Wang, Dong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003007.

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42. Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach. (2022). Wang, ZE ; Di, Zengru ; Gao, Xiangyun ; Huang, Shupei ; Tang, Renwu ; Sun, Qingru ; Chen, Zhihua.
    In: International Review of Financial Analysis.
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43. Analysis of risk correlations among stock markets during the COVID-19 pandemic. (2022). Chen, Yun ; Wu, Junfeng ; Zhang, Chao.
    In: International Review of Financial Analysis.
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44. Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis. (2022). Dong, Zibing ; Li, Yanshuang ; Zhuang, Xintian ; Wang, Jian.
    In: The North American Journal of Economics and Finance.
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45. Financial contagion drivers during recent global crises. (2022). Perote, Javier ; Cortés, Lina ; Cortes, Lina M ; Pineda, Julian.
    In: Economic Modelling.
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46. Cross-category spillover effects of economic policy uncertainty between China and the US: Time and frequency evidence. (2022). Li, Youshu ; Shao, Qinglong ; Guo, Junjie.
    In: Journal of Asian Economics.
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47. How COVID-19 Influences Indian Sectoral Stocks. (2022). Oliyide, Johnson ; Fasanya, Ismail O ; Adetokunbo, Abiodun M.
    In: Asian Economics Letters.
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48. Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach. (2021). Canepa, Alessandra ; Alqaralleh, Huthaifa.
    In: JRFM.
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49. Impact of COVID-19 on the Stock Market by Industrial Sector in Chile: An Adverse Overreaction. (2021). Gonzalez, Pedro Antonio ; Gallizo, Jose Luis.
    In: JRFM.
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50. The effect of COVID‐19 on the global stock market. (2021). Treepongkaruna, Sirimon ; Jindahra, Pavitra ; Sarajoti, Pattarake ; Chatjuthamard, Pattanaporn.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:61:y:2021:i:3:p:4923-4953.

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