1. Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict. (2025). Zhou, Long ; Zhang, YI ; Wu, Baoxiu ; Liu, Zhidong.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400233x.

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2. Spillover effects from China and the United States to Key Regional Emerging Markets: A dynamic analysis. (2024). Bonga-Bonga, Lumengo ; Mpoha, Salifya.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005318.

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3. Is there Price Distortion in the Philippine Rice Market: A Bayesian Discrete Wavelet Transform Analysis. (2024). Montano, Vicente E.
   In: International Journal of Research and Innovation in Social Science.
   RePEc:bcp:journl:v:8:y:2024:i:15:p:275-287.

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4. A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy. (2022). Hamori, Shigeyuki ; Zhang, Yulian.
   In: Economic Analysis and Policy.
   RePEc:eee:ecanpo:v:76:y:2022:i:c:p:182-203.

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6. Forbes, Kristin J., and Roberto Rigobon. 2002. No contagion, only interdependence: Measuring stock market co-movements. The Journal of Finance 57: 2223–61. [CrossRef] Gallegati, Marco. 2012. A wavelet-based approach to test for financial market contagion. Computational Statistics and Data Analysis 56: 3491–97. [CrossRef] Int. J. Financial Stud. 2022, 10, 27 21 of 21 Goldman Sachs. 2003. Dreaming with BRICS: The Path to 2050. Global Economics. 99. Available online: http://www.goldmansachs.

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1. Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets. (2024). Bogobska, Joanna ; Szczepocki, Piotr ; Feder-Sempach, Ewa.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00589-w.

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2. Did Precious Metals Serve as Hedge and Safe-haven Alternatives to Equity During the COVID-19 Pandemic: New Insights Using a Copula-based Approach. (2024). Pradhan, H K ; Banerjee, Ameet Kumar.
   In: Journal of Emerging Market Finance.
   RePEc:sae:emffin:v:23:y:2024:i:4:p:399-423.

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3. Assessing the performance of safe haven assets during major crises. (2024). Bonga-Bonga, Lumengo ; Lwandile, Andiswa Luncedo ; Manguzvane, Mathias Mandla.
   In: MPRA Paper.
   RePEc:pra:mprapa:123066.

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4. What Drives Asset Returns Comovements? Some Empirical Evidence from US Dollar and Global Stock Returns (2000–2023). (2024). Tronzano, Marco.
   In: JRFM.
   RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:167-:d:1378380.

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5. Can ESG Stocks Be a Safe Haven during Global Crises? Evidence from the COVID-19 Pandemic and the Russia-Ukraine War with Time-Frequency Wavelet Analysis. (2024). Xanthopoulos, Stylianos ; Katsampoxakis, Ioannis ; Basdekis, Charalampos ; Christopoulos, Apostolos G.
   In: Economies.
   RePEc:gam:jecomi:v:12:y:2024:i:4:p:89-:d:1374726.

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6. Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications. (2024). Mei-Jun, Ling ; Guang-XI, Cao.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924002911.

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7. Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence. (2023). Sharif, Arshian ; Suleman, Muhammad Tahir ; Khan, Muhammad Asif.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006560.

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8. 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.
   In: The Journal of Economic Asymmetries.
   RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000439.

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9. Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets. (2023). XU, LEI ; Kinkyo, Takuji.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:85:y:2023:i:c:s104244312300032x.

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10. Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Yousaf, Imran ; Arfaoui, Nadia ; Jareo, Francisco.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634.

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11. Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan.
    In: World Journal of Applied Economics.
    RePEc:ana:journl:v:9:y:2023:i:1:p:33-47.

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12. The link between regional CDS spreads and equity returns: a multivariate GARCH approach. (2022). Manicaro, Christian.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:2:y:2022:i:2:d:10.1007_s43546-021-00197-9.

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13. A regime-switching skew-normal model of contagion in some selected stock markets. (2022). Onipede, Samuel F ; Bashir, Nafiu A ; Omoregie, David E ; Jamaladeen, Abubakar.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:2:y:2022:i:12:d:10.1007_s43546-022-00357-5.

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14. COVID Asymmetric Impact on the Risk Premium of Developed and Emerging Countries’ Stock Markets. (2022). Santillán-Salgado, Roberto ; Santillan-Salgado, Roberto Joaquin ; Contreras-Valdez, Mario Ivan ; Nuez-Mora, Jose Antonio.
    In: Mathematics.
    RePEc:gam:jmathe:v:10:y:2022:i:9:p:1353-:d:796644.

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15. Optimal Portfolio Allocation between Global Stock Indexes and Safe Haven Assets: Gold versus the Swiss Franc (1999–2021). (2022). Tronzano, Marco.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:241-:d:826298.

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16. Comovement across BRICS and the US Stock Markets: A Multitime Scale Wavelet Analysis. (2022). Uwilingiye, Josine ; Batondo, Musumba.
    In: IJFS.
    RePEc:gam:jijfss:v:10:y:2022:i:2:p:27-:d:791757.

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17. False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network. (2022). Będowska-Sójka, Barbara ; Kaczmarek, Tomasz ; Grobelny, Przemysaw ; Perez, Katarzyna ; Bdowska-Sojka, Barbara.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002312.

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18. Interdependence structure of global commodity classes and African equity markets: A vector wavelet coherence analysis. (2022). Agyei, Samuel Kwaku ; Bossman, Ahmed.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004822.

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19. Covid-19 and oil and gold price volatilities: Evidence from China market. (2022). Cong, Phan The ; Quynh, Nguyen Ngoc ; Ageli, Mohammed Moosa ; Yen-Ku, Kuo ; Xiaozhong, Cui ; Maneengam, Apichit ; Wisetsri, Worakamol.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004676.

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20. The effects of economic uncertainty, geopolitical risk and pandemic upheaval on gold prices. (2022). Chiang, Thomas C.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420721005535.

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21. Is Gold a Hedge against Stock Price Risk in U.S. or Indian Markets?. (2021). Manuj, Hemant.
    In: Risks.
    RePEc:gam:jrisks:v:9:y:2021:i:10:p:174-:d:645358.

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22. 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.
    RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:548-:d:677349.

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23. Risk transmission from the COVID-19 to metals and energy markets. (2021). Yousaf, Imran.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001707.

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24. Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Uma, Kalu ; Onwuka, Kevin O ; Yuni, Denis N ; Urom, Christian.
    In: International Economics.
    RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

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25. The Dynamic Behaviour and Determinants of Linkages among Middle Eastern and North African Stock Exchanges. (2014). Bouri, Elie ; Kachacha, Imad ; Eid, Andre .
    In: Economic Issues Journal Articles.
    RePEc:eis:articl:114bouri.

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26. Foreign shocks and international cost of equity destabilization. Evidence from the MENA region. (2014). Neaime, Simon ; Lagoarde-Ségot, Thomas ; Lagoarde-Segot, Thomas ; Guyot, Alexis.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:18:y:2014:i:c:p:101-122.

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27. Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?. (2013). KAABIA, Olfa ; Guesmi, Khaled ; Abid, Ilyes.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:423-432.

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28. Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications. (2013). Bouri, Elie.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-12-00677.

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29. FONDAMENTAUX, CONTAGION ET DYNAMIQUE DES ANTICIPATIONS :UNE EVALUATION A PARTIR DE LA CRISE FINANCIERE COREENNE. (2013). Khallouli, Wajih ; Ayadi, Mohamed ; Sandretto, Rene.
    In: Brussels Economic Review.
    RePEc:bxr:bxrceb:2013/186524.

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