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The kidnapping of Europe: High-order moments' transmission between developed and emerging markets
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358 cited
  • 2009Volatility transmission between oil prices and equity sector returns352 cited
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    • 2021On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis76 cited
    • 2023Realized higher-order moments spillovers across cryptocurrencies35 cited
    • 2020Do higher-order realized moments matter for cryptocurrency returns?35 cited
    • 2022The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters27 cited
    • 2022Have crisis-induced banking supports influenced European bank performance, resilience and price discovery?24 cited
    • 2022Financial contagion drivers during recent global crises24 cited
    • 2024Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers23 cited
    • 2024Multiscale quantile dependence between China's green bond and green equity: Fresh evidence from higher-order moment perspective23 cited
    • 2019Predicting Contagion from the US Financial Crisis to International Stock Markets Using Dynamic Copula with Google Trends23 cited
    • 2023Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model20 cited