1. Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions. (2024). Basher, Syed ; Sadorsky, Perry.
   In: Energy Economics.
   RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005401.

   Full description at Econpapers || Download paper

2. Inflation, Equity Market Volatility, and Bond Prices: Evidence from G7 Countries. (2023). Chen, Yu-Fen ; Chiang, Thomas Chinan ; Lin, Fu-Lai.
   In: Risks.
   RePEc:gam:jrisks:v:11:y:2023:i:11:p:191-:d:1271970.

   Full description at Econpapers || Download paper

3. The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Huszar, Zsuzsa R ; Badics, Milan Csaba ; Kotro, Balazs B.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

   Full description at Econpapers || Download paper

4. Institutional enforcement of environmental fiscal stance and energy stock markets performance: Evaluating for returns and risk among connected markets. (2023). Philips, Abiodun S.
   In: Energy.
   RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222029437.

   Full description at Econpapers || Download paper

5. Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Mensi, Walid ; Teplova, Tamara ; Kang, Sang Hoon ; Gubareva, Mariya.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426.

   Full description at Econpapers || Download paper

6. Oil prices, labour market adjustment and dynamic quantile connectedness analysis: evidence from Greece during the crisis. (2022). Palaios, Panagiotis ; Papapetrou, Evangelia.
   In: Journal of Economic Structures.
   RePEc:spr:jecstr:v:11:y:2022:i:1:d:10.1186_s40008-022-00291-7.

   Full description at Econpapers || Download paper

7. An intra-cryptocurrency analysis of volatility connectedness and its determinants: Evidence from mining coins, non-mining coins and tokens. (2022). Charfeddine, Lanouar ; Benlagha, Noureddine ; ben Khediri, Karim.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000873.

   Full description at Econpapers || Download paper

1. Ahmad W, Mishra AV, Daly KJ (2018) Financial connectedness of BRICS and global sovereign bond markets. Emerg Mark Rev 37:1–16.

2. Al-Deehani T, Moosa I (2006) Volatility spillover in regional emerging stock markets: a structural time-series approach. Emerg Mark Finance Trade 42(4):78–89. https://doi.org/10.2753/REE1540-496X420404 .

3. Albagli E, Ceballos L, Claro S, Romero D (2019) Channels of US monetary policy spillovers to international bond markets. J Financial Econ 134(2):447–473.

4. Antonakakis N, Cunado J, Filis G, Gabauer D, de Gracia FP (2018) Oil volatility, oil and gas firms and portfolio diversification. BAFES Working Papers BAFES18.

5. Antonakakis N, Vergos K (2013) Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis. J Int Financial Mark Inst Money 26(258):272. https://doi.org/10.1016/j.intfin.2013.06.004 .

6. Atenga AME, Mougoué M (2020) Return and volatility spillovers to African equity markets and their determinants. Empir Econ. https://doi.org/10.1007/s00181-020-01881-9 .
   Paper not yet in RePEc: Add citation now
   
7. Baker S, Bloom N, Davis S (2013) Measuring economic policy uncertainty. Stanford University and University of Chicago Booth School of Business.
   Paper not yet in RePEc: Add citation now
   

8. Barclay MJ, Litzenberger RH, Warner JB (1990) Private information, trading volume and stockreturn variances. Rev Financial Stud 3:233–253.

9. Baruník J, Kočenda E, Vácha L (2016) Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers. J Financial Mark 27:55–78. https://doi.org/10.1016/j.finmar.2015.09.003 .

10. Beirne J, Caporale GM, Schulze-Ghattas M, Spagnolo N (2010) ‟Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis. Emerg Mark Rev 11(3):250–260. https://doi.org/10.1016/j.ememar.2010.05.002 .

11. Belke A, Verheyen F (2014) The low-interest-rate environment, global liquidity spillovers and challenges for monetary policy ahead. Comp Econ Stud 56(2):313–334.

12. Benlagha N (2020) Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade. Res Int Bus Financ 54.

13. Benlagha N, Hemrit W (2020) Internet use and insurance growth: evidence from a panel of OECD countries. Technol Soc 62.

14. Bouri E, Das M, Gupta R, Roubaud D (2018) Spillovers between Bitcoin and other assets during bear and bull markets. Appl Econ 50(55). https://doi.org/10.1080/00036846.2018.1488075 .

15. Bubak V, Kocenda E, Zikes F (2011) Volatility transmission in emerging European foreign exchange markets. J Bank Finance 35(11):2829–2841. https://doi.org/10.1016/j.jbankfin.2011.03.012 .

16. Capelle-Blancard G, Patricia C, Diaye M-A, Oueghlissi R, Scholtens B (2019) Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. J Bank Finance 98(C):156–169.

17. Cepni O, Gul S, Gupta R (2019) Local currency bond risk premia of emerging markets: the role of local and global factors. Finance Res Lett. https://doi.org/10.1016/j.frl.2019.05.001 .

18. Chevallier J, Ielpo F (2013) The economics of commodity markets. The Wiley Finance Series.

19. Chionis D, Pragidis I, Schizas P (2014) Long-term government bond yields and macroeconomic fundamentals: Evidence for Greece during the crisis-era. Finance Res Lett 11(3):254–258.

20. Chou R, Lin J, Wu C (1999) Modeling the Taiwan stock market and international linkages. Pacific Econ Rev 4:305–320.
    Paper not yet in RePEc: Add citation now
    

21. Claeys P (2017) Uncertainty spillover and policy reactions. Ens Sobre Política Econ 35(82):64–77.

22. Claeys P, Vašíček B (2014) Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. J Bank Finance 46:151–165. https://doi.org/10.1016/j.jbankfin.2014.05.011 .

23. Conefrey T, Cronin D (2015) Spillover in Euro Area Sovereign Bond Markets. Econ Soc Rev 46(2):197–231.

24. Corbet S, Meegan A, Larkin C, Lucey B, Yarovaya L (2018) Exploring the dynamic relationships between cryptocurrencies and other financial assets. Econ Lett 165:28–34. https://doi.org/10.1016/j.econlet.2018.01.004 .

25. Costantini M, Fragetta M, Melina G (2014) Determinants of sovereign bond yield spreads in the EMU. An optimal currency area perspective. Eur Econ Rev 70:337–349.

26. De Santis RA, Zimic S (2018) Spillovers among sovereign debt markets: Identification through absolute magnitude restrictions. J Appl Econ 33:727–747.

27. Diebold FX, Yilmaz K (2009) Measuring financial asset return and volatility spillovers, with application to global equity markets. NBER Working Paper No. 13811.

28. Diebold FX, Yilmaz K (2012) Better to give than to receive: Predictive directional measurement of volatility spillovers. Int J Forecast 28(1):57–66.

29. Diebold FX, Yilmaz K (2014) On the network topology of variance decompositions: measuring the connectedness of financial firms. NBER Working Paper No. 17490.

30. Eun CS, Shim S (1989) International transmission of stock market movements. J Financial Quant Anal 24:241–256.

31. Fernández-Rodríguez F, Gómez-Puig M, Sosvilla-Rivero S (2015) Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility. J Int Financial Mark Inst Money 43. https://doi.org/10.1016/j.intfin.2016.04.005 .

32. Finta MA, Aboura S (2020) Risk premium spillovers among stock markets: Evidence from higher-order moments. J Financial Mark 49:100533. https://doi.org/10.1016/j.finmar.2020.100533 .

33. Galariotis E, Rong W, Spyrou S (2015) Herding on fundamental information: A comparative study. J Bank Finance 50:589–598.

34. Garvey R, Santry G, Stevenson S (2001) The linkages between real estate securities in the Asia Pacific. Pac Rim Prop Res J 7(4):240–58.
    Paper not yet in RePEc: Add citation now
    

35. Ghosh A, Kim J, Mendoza E, Ostry J, Qureshi M (2013) Fiscal fatigue, fiscal space and debt sustainability in advanced economies. Econ J 123(566):4–30.

36. Giudici P, Pagnottoni P (2019) Vector error correction models to measure connectedness of Bitcoin exchange markets. Appl Stoch Models Bus Ind 2019:1–15. https://doi.org/10.1002/asmb.2478 .
    Paper not yet in RePEc: Add citation now
    

37. Golosnoy V, Gribisch B, Liesenfeld R (2015) Intra-daily volatility spillovers in international stock markets. J Int Money Finance 53:95–114. https://doi.org/10.1016/j.jimonfin.2015.01.002 .

38. Hamao Y, Masulis R, Ng V (1990) Correlations in price changes and volatility across internationalstock markets. Rev Financial Stud 3(2):281–307.

39. Handler L, Jankowitsch R (2018) Political Uncertainty and Sovereign Bond Markets. Available at SSRN: https://ssrn.com/abstract=3227790 .
    Paper not yet in RePEc: Add citation now
    

40. Horta P, Lagoa S, Martins L (2014) The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion. Int Rev Financial Anal 35:140–153. https://doi.org/10.1016/j.irfa.2014.08.002 .

41. Ji Q, Bouri E, Lau CKM, Roubaud D (2019) Dynamic connectedness and integration in cryptocurrency markets. Int Rev Financial Anal 63:257–272.

42. Jung RC, Maderitsch R (2014) Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence? J Bank Finance 47:331–342. https://doi.org/10.1016/j.jbankfin.2013.12.023 .

43. Kim BH, Kim H, Lee BS (2015) Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries. Int Rev Econ Finance. 39:192–210. https://doi.org/10.1016/j.iref.2015.04.005 .

44. Kim S-J, Lucey BM, Wu E (2006) Dynamics of bond market integration between established and accession European Union countries. J Int Financial Mark Inst Money 16(1):41–56. https://doi.org/10.1016/j.intfin.2004.12.004 .

45. Koop G, Pesaran MH, Potter SM (1996) Impulse response analysis in nonlinear multivariate models. J Econom 74(1):119–147.

46. Lane PR (2005) Global bond portfolios and EMU. ECB Working Paper No. 553.

47. Lane PR (2012) The European Sovereign Debt Crisis. J Econ Perspect 26(3):49–68.

48. Leippold M, Matthys F (2017) Economic policy uncertainty and the yield curve. Available at SSRN 2669500:2015.
    Paper not yet in RePEc: Add citation now
    

49. Meegan A, Corbet S, Larkin C (2018) Financial market spillovers during the quantitative easing programmes of the global financial crisis (2007–2009) and the European debt crisis. J Int Financial Mark Inst Money 56:128–148. https://doi.org/10.1016/j.intfin.2018.02.010 .

50. Pesaran HH, Shin Y (1998) Generalized impulse response analysis in linear multivariate models. Econom Lett 58(1):17–29.

51. Piljak V (2013) Bond markets co-movement dynamics and macroeconomic factors: evidence from emerging and frontier markets. Emerg Mark Rev 17:29–43.

52. Poghosyan T (2014) Long-run and short-run determinants of sovereign bond yields in advanced economies. Econ Syst Elsevier 38(1):2014.

53. Vácha L, Filip S, Baxa J (2019) Comovement and disintegration of EU sovereign bond markets during the crisis. Int Rev Econ Finance Elsevie 64(C):541-556.

54. Weiping Z, Zhuang X, Dongmei W (2020) Spatial connectedness of volatility spillovers in G20 stock markets: Based on block models analysis. Finance Res Lett 34:101274.

55. Yip PS, Brooks R, Xuan Hung, Do H (2017) Dynamic spillover between commodities and commodity currencies during United States. Energy Econ 66:399–410. https://doi.org/10.1016/j.eneco.2017.07.008 .

56. Yusuf A, Prasetyo AD (2019) The effect of inflation, US bond yield, and exchange rate on Indonesia bond yield. J Perspektif Pembiayaan Pembang Daerah 6(6).
    Paper not yet in RePEc: Add citation now
    

1. Unraveling the Interplay of Knowledge and Innovation in the Global Financial System: A Vine Copula Analysis of Sino-US Financial Risk Contagion. (2025). Cai, Shuhui ; He, Hua ; Zhou, Yan.
   In: Journal of the Knowledge Economy.
   RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-01869-1.

   Full description at Econpapers || Download paper

2. Sustainable synergy: Static and dynamic nexus between ESG and BRICS equity markets. (2025). Ali, Shoaib ; Naveed, Muhammad ; Sindhu, Muzammal Ilyas ; Al-Nassar, Nassar S.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004914.

   Full description at Econpapers || Download paper

3. International extreme sovereign risk connectedness: Network structure and roles. (2025). Huang, Wei-Qiang ; Zhu, Yao-Long ; Liu, Peipei.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002808.

   Full description at Econpapers || Download paper

4. Time-frequency information transmission among financial markets: evidence from implied volatility. (2024). Tiwari, Aviral ; Qureshi, Fiza ; Naeem, Muhammad Abubakr ; Farid, Saqib ; Elheddad, Mohamed.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04266-y.

   Full description at Econpapers || Download paper

5. The Effects of Economic Uncertainty and Trade Policy Uncertainty on Industry-Specific Stock Markets Equity. (2024). Sharif, Arshian ; Tang, Xuan ; Shah, Waheed Ullah ; Gupta, Himani ; Younis, Ijaz.
   In: Computational Economics.
   RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10552-1.

   Full description at Econpapers || Download paper

6. Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Tian, Shu ; Yahya, Muhammad ; Hedstrom, Axel.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:92:y:2024:i:c:p:1028-1044.

   Full description at Econpapers || Download paper

7. Complex network analysis of cryptocurrency market during crashes. (2024). Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan ; Hens, Chittaranjan ; Majhi, Sushovan.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:653:y:2024:i:c:s0378437124006046.

   Full description at Econpapers || Download paper

8. Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets. (2024). Wang, Gang-Jin ; Uddin, Gazi ; PARK, DONGHYUN ; Yahya, Muhammad ; Allahdadi, Mohammad Reza.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011200.

   Full description at Econpapers || Download paper

9. Financial connectedness in BRICS: Quantile effects and BRICS SUMMIT impacts. (2024). Su, Xianfang ; Chen, Meixia.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000792.

   Full description at Econpapers || Download paper

10. Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Wang, Shuhan ; Ma, Shiqun ; Xiang, Lijin ; Liu, Jianjian.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000147.

    Full description at Econpapers || Download paper

11. Spillover effects of external economic shocks on African sovereign bonds. (2024). Xiao, Hao ; Tang, Xiaoyang ; Lin, Jie.
    In: China Economic Review.
    RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001275.

    Full description at Econpapers || Download paper

12. Complex network analysis of cryptocurrency market during crashes. (2024). Majhi, Sushovan ; Luwang, SR ; Nurujjaman, MD ; Mukhia, Kundan ; Hens, Chittaranjan ; Rai, Anish.
    In: Papers.
    RePEc:arx:papers:2405.05642.

    Full description at Econpapers || Download paper

13. Early warning systems for financial markets of emerging economies. (2024). Prokhorov, Artem ; Sokolovskiy, Evgeniy ; Kraevskiy, Artem.
    In: Papers.
    RePEc:arx:papers:2404.03319.

    Full description at Econpapers || Download paper

14. Better to Give than to Receive: A Study of BRICS Countries Stock Markets. (2023). Ahmad, Wasim ; Panda, Pradiptarathi ; Thiripalraju, M.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:22:y:2023:i:2:p:164-188.

    Full description at Econpapers || Download paper

15. Return and Volatility Connectedness in Foreign Exchange Markets of Sierra Leone. (2023). Johnson, Leroy ; Osabuohien, Evans.
    In: MPRA Paper.
    RePEc:pra:mprapa:118135.

    Full description at Econpapers || Download paper

16. The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure. (2023). Umar, Zaghum ; Jareo, Francisco ; Escribano, Ana.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-022-01500-1.

    Full description at Econpapers || Download paper

17. The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors. (2023). Billah, Syed ; Ben Amar, Amine ; Balli, Faruk.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x23000021.

    Full description at Econpapers || Download paper

18. The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Huszar, Zsuzsa R ; Badics, Milan Csaba ; Kotro, Balazs B.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

    Full description at Econpapers || Download paper

19. Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets: An interacting network perspective. (2023). Huang, Wei-Qiang ; Liu, Peipei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003915.

    Full description at Econpapers || Download paper

20. Time-varying tail risk connectedness among sustainability-related products and fossil energy investments. (2023). Ren, Boru ; lucey, brian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003109.

    Full description at Econpapers || Download paper

21. 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.

    Full description at Econpapers || Download paper

22. Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?. (2022). Benlagha, Noureddine ; Hemrit, Wael.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:46:y:2022:i:1:d:10.1007_s12197-021-09554-8.

    Full description at Econpapers || Download paper

23. Liquidity connectedness in cryptocurrency market. (2022). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar ; Vo, Xuan Vinh.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00308-3.

    Full description at Econpapers || Download paper

24. Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period. (2022). Rout, Sanjay Kumar ; Mallick, Hrushikesh.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09371-x.

    Full description at Econpapers || Download paper

25. Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness. (2022). Billah, Syed ; Karim, Sitara ; Vigne, Samuel A ; Naeem, Muhammad Abubakr.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:62:y:2022:i:c:s027553192200068x.

    Full description at Econpapers || Download paper

26. Network connectedness dynamics of the yield curve of G7 countries. (2022). Umar, Zaghum ; Riaz, Yasir ; Aharon, David Y.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:79:y:2022:i:c:p:275-288.

    Full description at Econpapers || Download paper

27. Spillovers among energy commodities and the Russian stock market. (2022). Lorusso, Marco ; Costola, Michele.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000071.

    Full description at Econpapers || Download paper

28. Dynamic spillovers between uncertainties and green bond markets in the US, Europe, and China: Evidence from the quantile VAR framework. (2022). Li, Zixuan ; Long, Shaobo ; Tian, Hao.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003660.

    Full description at Econpapers || Download paper

29. Go green or stay black: Bond market dynamics in Asia. (2022). Uddin, Gazi ; PARK, DONGHYUN ; Luo, Tianqi ; Tian, Shu ; Jayasekera, Ranadeva.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000825.

    Full description at Econpapers || Download paper

30. Modelling international sovereign risk information spillovers: A multilayer network approach. (2022). Huang, Wei-Qiang ; Liu, Peipei.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001322.

    Full description at Econpapers || Download paper

31. Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market. (2022). Gabauer, David ; Chatziantoniou, Ioannis ; Marfatia, Hardik A.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:69:y:2022:i:3:p:283-300.

    Full description at Econpapers || Download paper

32. Financial connectedness of GCC emerging stock markets. (2021). Hung, Ngo Thai.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:11:y:2021:i:4:d:10.1007_s40822-021-00185-2.

    Full description at Econpapers || Download paper

33. Spillovers among Energy Commodities and the Russian Stock Market. (2021). Lorusso, Marco ; Costola, Michele.
    In: MPRA Paper.
    RePEc:pra:mprapa:108990.

    Full description at Econpapers || Download paper

34. Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis. (2021). Umar, Zaghum ; Riaz, Yasir ; Manel, Youssef ; Gubareva, Mariya.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000706.

    Full description at Econpapers || Download paper

35. Dynamic connectedness of currencies in G7 countries: A Bayesian time-varying approach. (2021). HE, Shi ; Wan, Yang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320317104.

    Full description at Econpapers || Download paper

36. Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866.

    Full description at Econpapers || Download paper

37. Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis. (2021). Vuković, Darko ; Maiti, Moinak ; Lapshina, Kseniya A ; Vukovic, Darko B.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000838.

    Full description at Econpapers || Download paper

38. Can “Concerted” Macroprudential Policies Mitigate Cross‐border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies. (2021). Liu, Xiaoyu ; Chen, Xiaoli.
    In: China & World Economy.
    RePEc:bla:chinae:v:29:y:2021:i:3:p:26-54.

    Full description at Econpapers || Download paper

39. A cross-country and country-specific modelling of stock market performance, bank development and global equity index in emerging market economies: A case of BRICS countries. (2020). , Okoro ; Onaga, Florence Ifeoma ; Alio, Felix Chukwubuzo ; Kalu, Ebere Ume ; Arize, Augustine C.
    In: PLOS ONE.
    RePEc:plo:pone00:0240482.

    Full description at Econpapers || Download paper

40. Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market. (2020). Marfatia, Hardik ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2020-04.

    Full description at Econpapers || Download paper

41. Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets. (2020). Kang, Sang Hoon ; McIver, Ron P.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s027553191830789x.

    Full description at Econpapers || Download paper

42. Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521919305381.

    Full description at Econpapers || Download paper

43. Oil price shocks, global financial markets and their connectedness. (2020). Shahzad, Syed Jawad Hussain ; Demirer, Riza ; Hussain, Syed Jawad ; Ferrer, Roman.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301110.

    Full description at Econpapers || Download paper

44. Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302815.

    Full description at Econpapers || Download paper

45. Transmission of International Financial Shocks: A Cross Country Analysis. (2020). Rout, Sanjay Kumar.
    In: Asian Development Policy Review.
    RePEc:asi:adprev:2020:p:236-259.

    Full description at Econpapers || Download paper

46. Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis. (2019). GUPTA, RANGAN ; Suleman, Tahir ; Caldeira, Joao F ; Torrent, Hudson S.
    In: Working Papers.
    RePEc:pre:wpaper:201911.

    Full description at Econpapers || Download paper

47. A directional analysis of oil prices and real exchange rates in BRIC countries. (2019). Baghestani, Hamid ; Khallaf, Ashraf ; Chazi, Abdelaziz.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:50:y:2019:i:c:p:450-456.

    Full description at Econpapers || Download paper

48. Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds. (2019). Mishra, Anil ; Ahmad, Wasim ; Singh, Jitendra.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:441-460.

    Full description at Econpapers || Download paper

49. Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Lau, Chi Keung ; Ji, Qiang ; Bouri, Elie ; Marco, Chi Keung.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:63:y:2019:i:c:p:257-272.

    Full description at Econpapers || Download paper

50. Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

    Full description at Econpapers || Download paper

Report date: 2025-09-18 19:32:59 || Missing content? Let us know