Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network

Analyzing quantile spillover effects among international financial markets

(2023) Jie Wang et al.   North American Journal of Economics and Finance

Asymmetric effects of geopolitical risks and uncertainties on green bond markets

(2023) Yumei Tang et al.   TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE

Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict

(2023) Ahmed Bossman et al.   Heliyon

Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty

(2023) Buhari Doğan et al.   QUARTERLY REVIEW OF ECONOMICS AND FINANCE

Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks

(2022) Tomohiro Ando et al.   MANAGEMENT SCIENCE

Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies

(2022) Mehmet Balcilar et al.   Empirical Economics

Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond

(2022) Walid Mensi et al.   International Review of Financial Analysis

The roles of oil shocks and geopolitical uncertainties on China’s green bond returns

(2022) Chi-Chuan Lee et al.   Economic Analysis and Policy

Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets

(2022) Ioannis Chatziantoniou et al.   Journal of Cleaner Production

Spillover nexus of financial stress during black Swan events

(2022) Rabin K Jana et al.   Finance Research Letters

Asymmetric effects of climate policy uncertainty, infectious diseases-related uncertainty, crude oil volatility, and geopolitical risks on green bond prices

(2022) Hao Tian et al.   Finance Research Letters

A tale of two tails among carbon prices, green and non-green cryptocurrencies

(2022) Linh Pham et al.   International Review of Financial Analysis

Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications

(2022) Walid Mensi et al.   International Review of Economics & Finance

Dynamic spillovers between uncertainties and green bond markets in the US, Europe, and China: Evidence from the quantile VAR framework

(2022) Shaobo Long et al.   International Review of Financial Analysis

Extreme risk spillover between crude oil price and financial factors

(2021) Wan-Li Zhao et al.   Finance Research Letters

Geopolitical uncertainty and sovereign bond yields of BRICS economies

(2021) Sowmya Subramaniam   Studies in Economics and Finance

Oil prices and financial stress: A volatility spillover analysis

(2015) Saban Nazlioglu et al.   ENERGY POLICY

On the network topology of variance decompositions: Measuring the connectedness of financial firms

(2014) Francis X. Diebold et al.   JOURNAL OF ECONOMETRICS

Jump tails, extreme dependencies, and the distribution of stock returns

(2012) Tim Bollerslev et al.   JOURNAL OF ECONOMETRICS