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Risk spillovers across geopolitical risk and global financial markets
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Risk spillovers across geopolitical risk and global financial markets (2023)Risk spillovers across geopolitical risk …Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach (2023)Integration and risk transmis…Measuring Geopolitical Risk (2022)Measuring Geopolitical RiskGeopolitical risk and dynamic connectedness between commodity markets (2022)Geopolitical risk and dynamic…Systemic risk spillover across global and country stock markets during the COVID-19 pandemic (2021)Systemic risk spillover acros…Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany (2021)Crude oil market and stock ma…Tail risk contagion between international financial markets during COVID-19 pandemic (2020)Tail risk contagion between i…Return connectedness across asset classes around the COVID-19 outbreak (2020)Return connectedness across a…Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Refined Measures of Dynamic C…How connected is the global sovereign credit risk network? (2020)How connected is the global s…Hedging geopolitical risk with precious metals (2020)Hedging geopolitical risk wit…Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions (2020)Asymmetric effects of geopoli…Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia (2019)Does geopolitical risk streng…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004-2014 (2015)Trans-Atlantic Equity Volatil…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Gold a Hedge or a Safe Hav…Impulse response analysis in nonlinear multivariate models (1996)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Extreme risk spillover network: application to financial institutions (2017)Stock markets and the COVID-19 fractal contagion effects (2020)Time and frequency connectedness among oil shocks, electricity and clean energy markets (2020)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)Efficient Tests for an Autoregressive Unit Root (1996)Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies (2021)Macroeconomics and Reality (1980)SRISK: A conditional capital shortfall measure of systemic risk (2017)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Measuring Economic Policy Uncertainty* (2016)Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective (2022)Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine (2022)Judgment Under Uncertainty: Heuristics and Biases. (1984)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Is gold a safe haven? International evidence (2010)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Russia–Ukraine crisis: The effects on the European stock market (2022)The impact of the Russian-Ukrainian war on global financial markets (2023)NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic (2021)Quantile connectedness in the cryptocurrency market (2021)Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis (2021)Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak (2022)Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective (2022)
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References

  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2022Measuring Geopolitical Risk3,788 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 cited
  • 2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions1,586 cited
  • 2020Return connectedness across asset classes around the COVID-19 outbreak631 cited
  • 2020Hedging geopolitical risk with precious metals361 cited
  • 2021Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany357 cited
  • 2022Geopolitical risk and dynamic connectedness between commodity markets352 cited
  • 2015Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004-2014324 cited
  • 2020Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions282 cited
  • 2019Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia248 cited
  • 2021Systemic risk spillover across global and country stock markets during the COVID-19 pandemic217 cited
  • 2020Tail risk contagion between international financial markets during COVID-19 pandemic

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188 cited
  • 2020How connected is the global sovereign credit risk network?182 cited
  • 2023Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach172 cited
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