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2. Investor sentiment and energy futures predictability: Evidence from Feasible Quasi Generalized Least Squares. (2022). Oyewole, Oluwatomisin ; Adekoya, Oluwasegun ; Adegboyega, Soliu ; Fasanya, Ismail.
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1. Total, asymmetric and frequency connectedness between oil and forex markets. (2019). Kočenda, Evžen ; Baruník, Jozef ; Kovcenda, Evvzen.
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2. Fear connectedness among asset classes. (2018). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Perez, Adrian.
   In: Applied Economics.
   RePEc:taf:applec:v:50:y:2018:i:39:p:4234-4249.

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3. Industry Herding, Spillover Index and Investment Strategy. (2018). Lee, Yen-Hsien ; Pai, Tung-Yueh.
   In: Journal of Applied Finance & Banking.
   RePEc:spt:apfiba:v:8:y:2018:i:6:f:8_6_6.

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4. On the Dynamic Linkages Among International Emerging Currencies. (2018). Mighri, Zouheir.
   In: Journal of Quantitative Economics.
   RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0088-1.

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5. Extreme co-movements and dependencies among major international exchange rates: A copula approach. (2018). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:69:y:2018:i:c:p:56-69.

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6. The intraday volatility spillover index approach and an application in the Brexit vote. (2018). Nishimura, Yusaku ; Sun, Bianxia.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:55:y:2018:i:c:p:241-253.

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7. The dynamics of volatility connectedness in international real estate investment trusts. (2018). Liow, Kim ; Huang, Yuting.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:55:y:2018:i:c:p:195-210.

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8. Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Wang, Gang-Jin ; Xu, Zishuang ; Yi, Shuyue.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

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9. Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets. (2018). Kim, Suk-Joong ; Prasad, Nalin ; Grant, Andrew.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:60:y:2018:i:c:p:115-126.

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10. Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis. (2018). Salisu, Afees ; AYINDE, Taofeek.
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11. Co-movement of real exchange rates in the West African Monetary Zone. (2017). Tweneboah, George ; Owusu Junior, Peterson ; Soo, Kwok Tong ; Adam, Anokye M.
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12. Volatility spillover effects in interbank money markets. (2017). DIAS CURTO, JOSÉ ; Ribeiro, Pedro Pires.
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13. Refined Measures of Dynamic Connectedness based on TVP-VAR. (2017). Antonakakis, Nikolaos ; Gabauer, David.
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    RePEc:pra:mprapa:78282.

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14. Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:956.

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15. Fear connectedness among asset classes. (2017). Sosvilla-Rivero, Simon ; Andrada-Felixa, Julian ; Fernandez-Perez, Adrian.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201703.

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16. Examining dynamic currency linkages amongst South Asian economies: An empirical study. (2017). Sehgal, Sanjay ; Pandey, Piyush ; Diesting, Florent.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:173-190.

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17. The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises. (2017). Berke, Burcu ; Bajo-Rubio, Oscar ; McMillan, David.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:41:y:2017:i:c:p:577-589.

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18. Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods. (2017). Yarovaya, Larisa ; Aloui, Chaker ; Hammoudeh, Shawkat ; Hkiri, Besma.
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19. Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef ; Koenda, Even.
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20. Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. (2017). Filis, George ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
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21. Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?. (2017). Baruník, Jozef ; Apergis, Nicholas ; Keung, Marco Chi.
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    RePEc:eee:eneeco:v:66:y:2017:i:c:p:108-115.

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22. Option-implied volatility spillover indices for FX risk factors. (2017). Grobys, Klaus ; Heinonen, Jari-Pekka.
    In: Economics Letters.
    RePEc:eee:ecolet:v:157:y:2017:i:c:p:83-87.

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23. Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets. (2017). Simos, Theodore ; Kenourgios, Dimitris ; Dimitriou, Dimitrios.
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    RePEc:eee:ecmode:v:66:y:2017:i:c:p:112-120.

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24. Dynamics of volatility spillover between stock market and foreign exchange market: evidence from Asian Countries. (2016). Jebran, Khalil ; Iqbal, Amjad.
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25. Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK. (2016). Tamakoshi, Go ; Hamori, Shigeyuki.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:36:y:2016:i:c:p:288-296.

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26. The connectedness between crude oil and financial markets: Evidence from implied volatility indices. (2016). Maghyereh, Aktham ; Awartani, Basel ; Aktham, Maghyereh ; Cherif, Guermat .
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27. The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes. (2016). Maghyereh, Aktham ; Bouri, Elie ; Awartani, Basel.
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    RePEc:eee:eneeco:v:57:y:2016:i:c:p:78-93.

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28. Real estate global beta and spillovers: An international study. (2016). Liow, Kim ; Newell, Graeme.
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    RePEc:eee:ecmode:v:59:y:2016:i:c:p:297-313.

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29. Economic growth, volatility, and cross-country spillovers: New evidence for the G7 countries. (2016). Badinger, Harald ; Antonakakis, Nikolaos.
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    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:352-365.

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30. Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?. (2016). Filis, George ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
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    RePEc:bla:manchs:v:84:y:2016:i:4:p:437-481.

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31. Asymmetric volatility connectedness on forex markets. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
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32. Measuring spillover effects in Euro area financial markets: a disaggregate approach. (2015). Louzis, Dimitrios.
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    RePEc:spr:empeco:v:49:y:2015:i:4:p:1367-1400.

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33. An investigation of price discovery and volatility spillovers in India’s foreign exchange market. (2015). Deisting, Florent ; Ahmad, Wasim ; Sehgal, Sanjay.
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34. Business cycle and financial cycle spillovers in the G7 countries. (2015). Scharler, Johann ; Antonakakis, Nikolaos ; Breitenlechner, Max.
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35. Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis. (2015). Maghyereh, Aktham ; Awartani, Basel ; Al Hilu, Khalil .
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36. Dynamic spillovers between commodity and currency markets. (2015). Antonakakis, Nikolaos ; Kizys, Renatas.
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37. Are volatility spillovers between currency and equity market driven by economic states? Evidence from the US economy. (2015). Grobys, Klaus.
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38. Volatility spillover dynamics and relationship across G7 financial markets. (2015). Liow, Kim.
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    RePEc:eee:ecofin:v:33:y:2015:i:c:p:328-365.

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39. How strong is the linkage between tourism and economic growth in Europe?. (2015). Filis, George ; Antonakakis, Nikolaos ; Dragouni, Mina.
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40. Assessing exchange rate dynamics of East Africa: fragmented or integrated?. (2014). Yabara, Masafumi.
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41. International business cycle spillovers since the 1870s. (2014). Badinger, Harald ; Antonakakis, Nikolaos.
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42. How Strongly are Business Cycles and Financial Cycles Linked in the G7 Countries?. (2014). Scharler, Johann ; Antonakakis, Nikolaos ; Breitenlechner, Max.
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43. The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages. (2014). Liow, Kim.
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44. Value at risk estimation with entropy-based wavelet analysis in exchange markets. (2014). Zou, Yingchao ; Wang, Lijun ; Lai, Kin Keung ; He, Kaijian.
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45. The global financial crisis: An analysis of the spillover effects on African stock markets. (2014). Yoshida, Yushi ; Matsuki, Takashi ; Sugimoto, Kimiko.
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46. Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries. (2013). Filis, George ; Antonakakis, Nikolaos ; Dragouni, Mina.
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47. The global financial crisis: An analysis of the spillover effects on African stock markets. (2013). Yoshida, Yushi ; Matsuki, Takashi ; Sugimoto, Kimiko.
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48. Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries. (2013). Filis, George ; Antonakakis, Nikolaos ; Dragouni, Mina.
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49. Financial crises and dynamic linkages among international currencies. (2013). Kenourgios, Dimitris ; Dimitriou, Dimitrios.
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50. Measuring return and volatility spillovers in euro area financial markets. (2013). Louzis, Dimitrios.
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