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Deciphering asymmetric spillovers in US industries: Insights from higher-order moments. (2024). Shafiullah, Muhammad ; lucey, brian ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam.
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001065.

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  137. Segal, G. ; Shaliastovich, I. ; Yaron, A. Good and bad uncertainty: Macroeconomic and financial market implications. 2015 J. Financ. Econ.. 117 369-397

  138. Shafiullah, M. ; Khalid, U. ; Chaudhry, S.M. Do stock markets play a role in determining COVID-19 economic stimulus? A cross-country analysis. 2022 World Econ.. 45 386-408
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  139. Simkowitz, M.A. ; Beedles, W.L. Diversification in a Three-Moment World. In Source: The. 1978 J. Financ. Quant. Anal.. Vol. 13 5-
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  140. Uluceviz, E. ; Yilmaz, K. Measuring real–financial connectedness in the U.S. economy. 2021 North Am. J. Econ. Financ.. 58 -
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  141. 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 -

  142. Wang, Z. ; Li, Y. ; He, F. Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China. 2020 Res. Int. Bus. Financ.. 53 -

  143. Wei, Y. ; Zhang, J. ; Bai, L. ; Wang, Y. Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model. 2023 Renew. Energy. 202 289-309
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  145. Zhang, X. ; Bouri, E. ; Xu, Y. ; Zhang, G. The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market. 2022 Energy Econ.. 109-

  146. Zhang, X. ; Naeem, M.A. ; Du, Y. ; Rauf, A. Examining the Bidirectional Ripple Effects in the NFT markets: Risky Center or Hedging Center?. 2024 Journal of Behavioral and Experimental Finance. -

Cocites

Documents in RePEc which have cited the same bibliography

  1. Are trade wars class wars? The importance of trade-induced horizontal inequality. (2024). Jaravel, Xavier ; Borusyak, Kirill.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:150:y:2024:i:c:s002219962400062x.

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  2. Measuring the input rank in global supply networks. (2023). Huremović, Kenan ; Fattorini, Loredana ; Rungi, Armando.
    In: The World Economy.
    RePEc:bla:worlde:v:46:y:2023:i:10:p:3081-3115.

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  3. Exposure to trade disruptions in case of the Russia–Ukraine conflict: A product network approach. (2023). Sebestyén, Tamás ; Sebestyn, Tams ; Iloskics, Zita ; Gyimesi, Andrs ; Braun, Emese.
    In: The World Economy.
    RePEc:bla:worlde:v:46:y:2023:i:10:p:2950-2982.

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  4. Persistence in Financial Connectedness and Systemic Risk. (2023). Baruník, Jozef ; Ellington, Michael.
    In: Papers.
    RePEc:arx:papers:2007.07842.

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  5. Production Network Structure, Service Share, and Aggregate Volatility. (2021). Miranda-Pinto, Jorge.
    In: Review of Economic Dynamics.
    RePEc:red:issued:19-157.

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  6. A magyar járműipar kapcsolati szerkezetének vizsgálata. A német járműipartól való függőség alakulása. (2020). Sebestyén, Tamás ; Kiss, Tibor ; Sebestyen, Tamas ; Braun, Erik.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1910.

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  7. Transmission of Domestic and External Shocks through Input-Output Network: Evidence from Korean Industries. (2019). Lee, Dongyeol.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/117.

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  8. Trade Linkages and International Business Cycle Comovement: Evidence from Korean Industry Data. (2019). Lee, Dongyeol.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/116.

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  9. Network Data. (2019). Graham, Bryan.
    In: Papers.
    RePEc:arx:papers:1912.06346.

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  10. Using network science to quantify economic disruptions in regional input-output networks. (2019). Harvey, Emily P.
    In: Papers.
    RePEc:arx:papers:1910.12498.

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  11. The Macroeconomic Impact of Microeconomic Shocks: Beyond Hultens Theorem. (2017). Baqaee, David ; Farhi, Emmanuel.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:479.

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  12. Subsidising car purchases in the euro area: any spill-over on production?. (2017). Paredes, Joan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172094.

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  13. The Network Composition of Aggregate Unemployment. (2016). Guerrero, Omar ; Axtell, Robert ; Lopez, Eduardo.
    In: MPRA Paper.
    RePEc:pra:mprapa:68962.

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  14. Community Analysis of Global Financial Markets. (2016). Havlin, Shlomo ; Vodenska, Irena ; Stanley, Eugene H ; Kenett, Dror Y ; Zhou, DI ; Becker, Alexander P.
    In: Risks.
    RePEc:gam:jrisks:v:4:y:2016:i:2:p:13-:d:70032.

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  15. Input diffusion and the evolution of production networks. (2015). Voigtländer, Nico ; Carvalho, Vasco ; Voigtlander, Nico.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1418.

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  16. Intersectoral Linkages, Diverse Information, and Aggregate Dynamics in a Neoclassical Model. (2015). Chahrour, Ryan ; Atolia, Manoj.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:398.

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  17. Schumpeterian business cycles. (2015). Rozsypal, Filip.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:320.

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  18. Price dynamics, financial fragility and aggregate volatility. (2015). Mandel, Antoine ; Gallegati, Mauro ; Landini, Simone ; Gintis, Herbert.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:51:y:2015:i:c:p:257-277.

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  19. Intersectoral Linkages, Diverse Information, and Aggregate Dynamics. (2015). Chahrour, Ryan ; Atolia, Manoj.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:832.

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  20. Input Diffusion and the Evolution of Production Networks. (2015). Voigtländer, Nico ; Carvalho, Vasco ; Voigtlander, Nico.
    In: Working Papers.
    RePEc:bge:wpaper:759.

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  21. Nets: Network Estimation for Time Series. (2015). Brownlees, Christian ; Barigozzi, Matteo.
    In: Working Papers.
    RePEc:bge:wpaper:723.

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  22. From micro to macro via production networks. (2014). Carvalho, Vasco.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1449.

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  23. Analytical Derivation of Power Laws in Firm Size Variables from Gibrat’s Law and Quasi-inversion Symmetry: A Geomorphological Approach. (2014). Souma, Wataru ; Watanabe, Tsutomu ; Mizuno, Takayuki.
    In: UTokyo Price Project Working Paper Series.
    RePEc:upd:utppwp:019.

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  24. Real and financial crises: A multi-agent approach. (2014). Setterfield, Mark ; Gibson, William.
    In: Working Papers.
    RePEc:tri:wpaper:1309.

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  25. Human-Mobility Networks, Country Income, and Labor Productivity. (2014). Santoni, Gianluca ; Fagiolo, Giorgio.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2014/08.

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  26. Virtual water trade and country vulnerability: A network perspective. (2014). Schiavo, Stefano ; Sartori, Martina.
    In: MPRA Paper.
    RePEc:pra:mprapa:59210.

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  27. Temporary Shocks and Persistent Effects in the Urban System: Evidence from British Cities after the U.S. Civil War. (2014). Hanlon, W.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20471.

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  28. Input Diffusion and the Evolution of Production Networks. (2014). Voigtländer, Nico ; Carvalho, Vasco ; Voigtlander, Nico.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20025.

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  29. Cégek kapcsolati hálózatainak gazdasági szerepe. (2014). Szeidl, Adam ; Koren, Miklós ; Kondor, Péter ; Pal, Jen .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1516.

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  30. The Structure and Evolution of Buyer-Supplier Networks. (2014). Souma, Wataru ; Watanabe, Tsutomu ; Mizuno, Takayuki.
    In: Working Paper Series.
    RePEc:hit:cinwps:27.

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  31. Key Players. (2014). Zenou, Yves.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10277.

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  32. Peering into the mist: social learning over an opaque observation network. (2014). Barrdear, John.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1409.

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  33. Buyer-Supplier Networks and Aggregate Volatility. (2014). Souma, Wataru ; Watanabe, Tsutomu ; Mizuno, Takayuki.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf353.

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  34. The Structure and Evolution of Buyer-Supplier Networks. (2014). Souma, Wataru ; Watanabe, Tsutomu ; Mizuno, Takayuki.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf339.

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  35. Foreign shocks in an estimated multi-sector model. (2014). Bergholt, Drago.
    In: Working Papers.
    RePEc:bny:wpaper:0022.

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  36. Stable Networks in Homogeneous Societies. (2014). Hellmann, Tim ; Landwehr, Jakob .
    In: Center for Mathematical Economics Working Papers.
    RePEc:bie:wpaper:517.

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  37. Instabilities in large economies: aggregate volatility without idiosyncratic shocks. (2014). thesmar, david ; Landier, Augustin ; Bonart, Julius ; Bouchaud, Jean-Philippe.
    In: Papers.
    RePEc:arx:papers:1406.5022.

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  38. Nets: Network estimation for time series. (2013). Brownlees, Christian ; Barigozzi, Matteo.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1391.

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  39. World, Country, and Sector Factors in International Business Cycles. (2013). Leon-Ledesma, Miguel ; Karadimitropoulou, Aikaterini.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:1307.

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  40. World, Country, and Sector Factors in International Business Cycles. (2013). Leon-Ledesma, Miguel ; Karadimitropoulou, Aikaterini.
    In: University of East Anglia Applied and Financial Economics Working Paper Series.
    RePEc:uea:aepppr:2012_45.

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  41. A New Approach to Infer Changes in the Synchronization of Business Cycle Phases. (2013). Leiva-Leon, Danilo.
    In: MPRA Paper.
    RePEc:pra:mprapa:54452.

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  42. Credit Contagion in Financial Markets: A Network-Based Approach. (2013). Steinbacher, Mitja.
    In: MPRA Paper.
    RePEc:pra:mprapa:49616.

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  43. Input-Output-based Measures of Systemic Importance. (2013). Angeloni, Ignazio ; Aldasoro, Iñaki.
    In: MPRA Paper.
    RePEc:pra:mprapa:49557.

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  44. Firm Volatility in Granular Networks. (2013). Van Nieuwerburgh, Stijn ; Lustig, Hanno ; Herskovic, Bernard ; Kelly, Bryan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19466.

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  45. Price dynamics, financial fragility and aggregate volatility. (2013). Mandel, Antoine ; Gallegati, Mauro ; Landini, Simone ; Gintis, Herbert.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:13076.

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  46. Outsourcing and the rise in services. (2013). Berlingieri, Giuseppe.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:51532.

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  47. The granular hypothesis in EU country exports. (2013). Del Rosal, Ignacio.
    In: Economics Letters.
    RePEc:eee:ecolet:v:120:y:2013:i:3:p:433-436.

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  48. Vacancies in supply chain networks. (2013). Kominers, Scott ; Hatfield, John William.
    In: Economics Letters.
    RePEc:eee:ecolet:v:119:y:2013:i:3:p:354-357.

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  49. World, country, and sector factors in international business cycles. (2013). Leon-Ledesma, Miguel ; Karadimitropoulou, Aikaterini.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:2913-2927.

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  50. Costly external finance and labor market dynamics. (2013). Chugh, Sanjay K..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:2882-2912.

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