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1. On the transmission mechanism of Asia‐Pacific yield curve characteristics. (2022). GUPTA, RANGAN ; Gabauer, David ; Subramaniam, Sowmya.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:27:y:2022:i:1:p:473-488.

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2. Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic. (2022). Yousaf, Imran ; NEKHILI, Ramzi ; Gubareva, Mariya.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000539.

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3. Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China. (2022). Jiang, Yonghong ; Song, LU ; Tian, Gengyu.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:60:y:2022:i:c:s106294082200016x.

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4. The impact of Euro through time: Exchange rate dynamics under different regimes. (2021). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1375-1408.

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5. Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Youssef, Manel.
   In: Financial Innovation.
   RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00227-3.

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6. A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification. (2021). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
   In: The Annals of Regional Science.
   RePEc:spr:anresc:v:66:y:2021:i:2:d:10.1007_s00168-020-01021-2.

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7. Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration. (2021). YAYA, OLAOLUWA ; abu, nurudeen ; Ogundunmade, Tayo P.
   In: Economic Change and Restructuring.
   RePEc:kap:ecopln:v:54:y:2021:i:2:d:10.1007_s10644-020-09288-3.

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8. The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies. (2021). Umar, Zaghum ; Jareño, Francisco ; De, Maria ; Jareo, Francisco.
   In: Technological Forecasting and Social Change.
   RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004571.

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9. Dynamic connectedness of major financial markets in China and America. (2021). Lin, Sihan ; Chen, Shoudong.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:75:y:2021:i:c:p:646-656.

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10. Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang ; Xu, Danyang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:55-81.

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11. Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach. (2021). Hamori, Shigeyuki ; Zhang, Yulian.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:82:y:2021:i:c:p:145-162.

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12. 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.

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13. Exploring diversification opportunities across commodities and financial markets: Evidence from time-frequency based spillovers. (2021). Dar, Arif ; Shah, Adil Ahmad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003275.

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14. On interdependence structure of Chinas commodity market. (2021). Yang, Xuan ; Chen, Peng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002671.

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15. Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300.

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16. Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness. (2021). Umar, Zaghum ; Jareño, Francisco ; Jareo, Francisco ; Escribano, Ana.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001616.

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17. Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Mokni, Khaled ; Charif, Husni ; Assaf, Ata.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001264.

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18. How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?. (2021). Oliyide, Johnson ; Fasanya, Ismail ; AGBATOGUN, TAOFEEK ; Adekoya, Oluwasegun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000921.

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19. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

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20. Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Khan, Muhammad A.
    In: International Economics.
    RePEc:eee:inteco:v:167:y:2021:i:c:p:136-150.

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21. Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Floros, Christos ; Gkillas, Konstantinos ; Konstantatos, Christoforos ; Tsagkanos, Athanasios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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22. Green markets integration in different time scales: A regional analysis. (2021). Brahim, Mariem ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001596.

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23. Effect of trade and economic policy uncertainties on regional systemic risk: Evidence from ASEAN. (2021). Dogah, Kingsley.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002145.

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24. Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China. (2021). Wei, Xiaohui ; Li, Xiao-Lin ; Yan, Jing.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:69:y:2021:i:c:p:640-652.

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25. Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms. (2020). Gabauer, David.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:5:p:788-796.

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26. Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries. (2020). Jiang, Yonghong ; Tian, Gengyu ; Mo, Bin.
    In: Financial Innovation.
    RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00208-y.

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27. Sentiment and Financial Market Connectedness: The Role of Investor Happiness. (2020). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202022.

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28. 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.

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29. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. (2020). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823.

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30. Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. (2020). GUPTA, RANGAN ; Gabauer, David.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:52:y:2020:i:c:p:167-173.

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31. Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?. (2020). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat ; Youssef, Manel.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308515.

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32. Analyzing time-varying volatility spillovers between the crude oil markets using a new method. (2020). Gong, XU ; Liu, Tangyong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300505.

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33. Quantile spillovers and dependence between Bitcoin, equities and strategic commodities. (2020). Guesmi, Khaled ; Chevallier, Julien ; Abid, Ilyes ; Urom, Christian.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:93:y:2020:i:c:p:230-258.

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34. Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach. (2019). GUPTA, RANGAN ; Gabauer, David.
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35. EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness. (2019). Gabauer, David ; Chatziantoniou, Ioannis.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2019-07.

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36. A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities. (2019). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2019-06.

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37. From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps. (2019). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2019-05.

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38. “Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”. (2019). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Perez, Adrian.
    In: IREA Working Papers.
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39. Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach. (2019). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313202.

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40. Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. (2019). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51.

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41. Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China. (2019). Zhu, Zixuan ; Jiang, Yonghong ; Nie, HE ; Tian, Gengyu.
    In: Finance Research Letters.
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42. International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression. (2019). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:65:y:2019:i:c:s105752191930050x.

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43. On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics. (2018). GUPTA, RANGAN ; Gabauer, David ; Subramaniam, Sowmya.
    In: Working Papers.
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44. Greek Economic Policy Uncertainty: Does it Matter for the European Union?. (2018). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Working Papers.
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45. On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach. (2018). GUPTA, RANGAN ; Gabauer, David.
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46. International Monetary Policy Spillovers: Evidence from a TVP-VAR. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
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47. Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
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48. “Time connectedness of fear”. (2018). Sosvilla-Rivero, Simon ; Andrada-Felixa, Julian ; Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian.
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49. On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. (2018). GUPTA, RANGAN ; Gabauer, David.
    In: Economics Letters.
    RePEc:eee:ecolet:v:171:y:2018:i:c:p:63-71.

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50. Dynamic connectedness of uncertainty across developed economies: A time-varying approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Economics Letters.
    RePEc:eee:ecolet:v:166:y:2018:i:c:p:63-75.

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