Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Fear connectedness among asset classes

16 references·14 citing·36 second hop

FromToDepth

this work references cited by second hop

References

1998Generalized impulse response analysis in linear multivariate models6,129 cited
2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
1996Impulse response analysis in nonlinear multivariate models5,071 cited
2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
2016CoVaR2,395 cited
2015Systemic Risk and Stability in Financial Networks1,958 cited
2013Risk, uncertainty and monetary policy1,237 cited
2011Financial Stability Review1,137 cited
1998The relation between implied and realized volatility1,114 cited
2000The Investor Fear Gauge1,097 cited
2005The Model-Free Implied Volatility and Its Information Content1,012 cited
2008Carry Trades and Currency Crashes792 cited
1995Predicting Volatility in the Foreign Exchange Market723 cited
2009Understanding the VIX650 cited
2013Speculators, commodities and cross-market linkages617 cited
2013Investor Flows and the 2008 Boom/Bust in Oil Prices

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

616 cited

Cited by

2018Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility79 cited
2020The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices66 cited
2021Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics65 cited
2023The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors39 cited
2022Do financial volatilities mitigate the risk of cryptocurrency indexes?38 cited
2021Time-frequency information transmission among financial markets: evidence from implied volatility37 cited
2023Tail risk transmission in technology-driven markets28 cited
2024Spillover between investor sentiment and volatility: The role of social media27 cited
2024RETRACTED: Mapping fear in financial markets: Insights from dynamic networks and centrality measures27 cited
2021Spillover and risk transmission in the components of the term structure of eurozone yield curve26 cited
2024What drives the return and volatility spillover between DeFis and cryptocurrencies?24 cited
2022The exposure of the US tourism subsector stocks to global volatility and uncertainty factors24 cited
2018Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality23 cited
2019Market quality and the connectedness of steel rebar and other industrial metal futures in China19 cited