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
• 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 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
• 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
• 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
• 2002A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations1,198 cited
• 2017Estimating global bank network connectedness637 cited
• 2016A Model of Financialization of Commodities594 cited
• 2007Oil spills on other commodities454 cited
• 2020Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution423 cited
• 2021Quantile connectedness in the cryptocurrency market344 cited
• 2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression