this work references cited by second hopReferences
- 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
- 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
- 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
- 1980The Extreme Value Method for Estimating the Variance of the Rate of Return1,946 cited
- 2020Spillover of COVID-19: Impact on the Global Economy1,403 cited
- 2020Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective644 cited
- 2015Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers459 cited
- 2021Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany357 cited
- 2020Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19292 cited
- 2015Dynamic spillovers between commodity and currency markets240 cited
- 2020Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic229 cited
- 2021Safe haven in GFC versus COVID-19: 100 turbulent days in the financial markets
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work