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Dynamic integration and transmission channels among interest rates and oil price shocks
16 references·1 citing·34 second hop
Dynamic integration and transmission channels among interest rates and oil price shocks (2021)Dynamic integration and transmission chan…Dynamic connectedness and integration in cryptocurrency markets (2018)Dynamic connectedness and int…On the International Spillovers of US Quantitative Easing (2016)On the International Spillove…Determinants of global spillovers from US monetary policy (2015)Determinants of global spillo…The Global Crisis and Equity Market Contagion (2014)The Global Crisis and Equity …A new index of financial conditions (2014)A new index of financial cond…On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)On the Network Topology of Va…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Rethinking Macroeconomic Policy (2010)Rethinking Macroeconomic Poli…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Dynamic correlation analysis …Stock market integration in ASEAN after the Asian financial crisis (2005)Stock market integration in A…Transmission of equity returns and volatility in Asian developed and emerging markets: a multivariate GARCH analysis (2003)Transmission of equity return…Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Capital Mobility and Stabiliz…Política financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes (1962)Política financiera interna b…Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)Domestic Financial Policies U…Domestic Financial Policies under Fixed and under Floating Exchange Rates (Politiques finacierieures interieures avec un systeme de taux de change fixe et avec un systeme de taux de change fluctuant) (Politica financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes) (1962)Domestic Financial Policies u…Fintech and household participation in risky financial markets: evidence from China (2026)Fintech and household partici…The Monetary Dynamics of International Adjustment under Fixed and Flexible Exchange Rates (1960)The Appropriate Use of Monetary and Fiscal Policy for Internal and External Stability (1962)Flexible exchange rates (1969)Exchange Rate Dynamics Redux (1995)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Return connectedness across asset classes around the COVID-19 outbreak (2020)Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Market Liquidity and Funding Liquidity (2008)Banking sector performance during the COVID-19 crisis (2021)On the Estimation of Security Price Volatilities from Historical Data (1980)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Liquidity and leverage (2008)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Central Bank Digital Currency and the Future of Monetary Policy (2017)Measuring the natural rate of interest: International trends and determinants (2017)Multivariate Simultaneous Generalized ARCH (1995)An empirical analysis of herd behavior in global stock markets (2010)Financial crises and stock market contagion in a multivariate time-varying asymmetric framework (2010)The COVID-19 Outbreak and Affected Countries Stock Markets Response (2020)Expectations and Exchange Rate Dynamics (1976)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)The Rebirth of the Liberal Creed: Paths to Neoliberalism in Four Countries (2002)Dominant Currency Paradigm (2020)
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References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,380 cited
  • 1963Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates2,807 cited
  • 1962Domestic Financial Policies Under Fixed and Under Floating Exchange Rates1,426 cited
  • 1962Domestic Financial Policies under Fixed and under Floating Exchange Rates (Politiques finacierieures interieures avec un systeme de taux de change fixe et avec un systeme de taux de change fluctuant) (Politica financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes)1,040 cited
  • 2010Rethinking Macroeconomic Policy946 cited
  • 2007Dynamic correlation analysis of financial contagion: Evidence from Asian markets913 cited
  • 2014The Global Crisis and Equity Market Contagion720 cited
  • 2014A new index of financial conditions714 cited
  • 2018Dynamic connectedness and integration in cryptocurrency markets640 cited
  • 2016On the International Spillovers of US Quantitative Easing576 cited
  • 1962Política financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes544 cited

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2015
Determinants of global spillovers from US monetary policy
380 cited
  • 2005Stock market integration in ASEAN after the Asian financial crisis299 cited
  • 2003Transmission of equity returns and volatility in Asian developed and emerging markets: a multivariate GARCH analysis223 cited
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    • 2026Fintech and household participation in risky financial markets: evidence from China8 cited