Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A closer look into the global determinants of oil price volatility |
0 |
0 |
1 |
25 |
0 |
2 |
10 |
72 |
A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification |
0 |
2 |
4 |
10 |
0 |
4 |
8 |
31 |
Asset prices regime-switching and the role of inflation targeting monetary policy |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
55 |
Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? |
0 |
0 |
1 |
17 |
0 |
0 |
1 |
71 |
Can Variations in Temperature Explain the Systemic Risk of European Firms? |
0 |
0 |
0 |
8 |
0 |
0 |
4 |
44 |
Credit supply conditions and business cycles: New evidence from bank lending survey data |
0 |
2 |
5 |
22 |
1 |
4 |
10 |
60 |
Crises and Contagion in Equity Portfolios |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
3 |
Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies |
1 |
3 |
6 |
22 |
4 |
11 |
26 |
61 |
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios |
0 |
1 |
8 |
78 |
1 |
8 |
29 |
345 |
Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures |
0 |
0 |
1 |
1 |
0 |
1 |
4 |
4 |
Dynamic co-movements of stock market returns, implied volatility and policy uncertainty |
1 |
4 |
20 |
156 |
3 |
10 |
52 |
519 |
Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market |
0 |
0 |
2 |
5 |
0 |
2 |
6 |
17 |
Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets |
0 |
0 |
2 |
5 |
0 |
1 |
7 |
14 |
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures |
0 |
0 |
0 |
2 |
2 |
2 |
6 |
8 |
Dynamic spillovers of oil price shocks and economic policy uncertainty |
2 |
4 |
9 |
92 |
4 |
6 |
33 |
325 |
EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness |
0 |
3 |
7 |
47 |
5 |
16 |
43 |
157 |
Editorial of special issue 2016 Portsmouth – Fordham conference on Banking and Finance |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
Energy consumption, CO2 emissions, and economic growth: An ethical dilemma |
1 |
3 |
14 |
147 |
5 |
15 |
75 |
610 |
Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis |
0 |
0 |
1 |
25 |
1 |
3 |
6 |
81 |
Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency |
0 |
4 |
6 |
22 |
2 |
7 |
16 |
75 |
Environmental disclosure and idiosyncratic risk in the European manufacturing sector |
0 |
0 |
4 |
13 |
1 |
2 |
11 |
55 |
Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries |
0 |
2 |
7 |
74 |
4 |
6 |
27 |
264 |
Forecasting oil price volatility using spillover effects from uncertainty indices |
0 |
0 |
2 |
6 |
1 |
2 |
6 |
13 |
Forecasting tourist arrivals using origin country macroeconomics |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
34 |
From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps |
0 |
0 |
2 |
9 |
2 |
4 |
7 |
62 |
Futures-based forecasts: How useful are they for oil price volatility forecasting? |
0 |
0 |
0 |
4 |
1 |
1 |
1 |
35 |
Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves |
0 |
5 |
5 |
12 |
1 |
6 |
8 |
23 |
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach |
1 |
5 |
10 |
16 |
2 |
7 |
24 |
36 |
Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach |
1 |
5 |
12 |
51 |
4 |
13 |
39 |
171 |
Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach |
1 |
2 |
7 |
7 |
3 |
5 |
18 |
19 |
Model-free connectedness measures |
1 |
1 |
3 |
12 |
1 |
2 |
10 |
35 |
Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty |
0 |
0 |
4 |
30 |
1 |
1 |
7 |
81 |
Oil Price Volatility is Effective in Predicting Food Price Volatility. Or is it? |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies |
0 |
1 |
2 |
8 |
0 |
2 |
6 |
22 |
Oil price volatility is effective in predicting food price volatility. Or is it? |
0 |
0 |
1 |
5 |
0 |
1 |
3 |
12 |
Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries |
1 |
1 |
3 |
24 |
3 |
5 |
12 |
84 |
Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest |
0 |
0 |
3 |
44 |
1 |
1 |
11 |
230 |
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions |
11 |
30 |
93 |
268 |
22 |
67 |
238 |
727 |
Stock market response to monetary and fiscal policy shocks: Multi-country evidence |
0 |
5 |
28 |
303 |
4 |
12 |
69 |
1,230 |
Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic |
0 |
0 |
1 |
5 |
1 |
1 |
5 |
22 |
The Evolution of Monetary Policy Focal Points |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
7 |
The dynamic connectedness of UK regional property returns |
1 |
1 |
1 |
26 |
3 |
3 |
5 |
82 |
The impact of Euro through time: Exchange rate dynamics under different regimes |
2 |
4 |
13 |
45 |
4 |
8 |
30 |
104 |
US partisan conflict shocks and international stock market returns |
0 |
0 |
3 |
4 |
0 |
0 |
4 |
15 |
Total Journal Articles |
24 |
88 |
292 |
1,663 |
89 |
244 |
887 |
5,919 |