| 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 |
2 |
27 |
3 |
8 |
20 |
92 |
| A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification |
0 |
2 |
2 |
12 |
0 |
6 |
10 |
41 |
| Asset prices regime-switching and the role of inflation targeting monetary policy |
0 |
0 |
0 |
6 |
2 |
6 |
10 |
65 |
| Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? |
0 |
0 |
0 |
17 |
2 |
6 |
6 |
77 |
| Can Variations in Temperature Explain the Systemic Risk of European Firms? |
0 |
0 |
0 |
8 |
0 |
4 |
10 |
54 |
| Credit supply conditions and business cycles: New evidence from bank lending survey data |
0 |
0 |
1 |
23 |
3 |
6 |
13 |
73 |
| Crises and Contagion in Equity Portfolios |
0 |
0 |
0 |
1 |
1 |
6 |
10 |
13 |
| Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies |
0 |
2 |
3 |
25 |
5 |
14 |
31 |
92 |
| Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios |
0 |
2 |
12 |
90 |
3 |
16 |
64 |
409 |
| Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures |
1 |
1 |
6 |
7 |
3 |
10 |
29 |
33 |
| Dynamic co-movements of stock market returns, implied volatility and policy uncertainty |
0 |
1 |
6 |
162 |
1 |
15 |
43 |
562 |
| Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market |
0 |
0 |
2 |
7 |
1 |
7 |
20 |
37 |
| Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets |
0 |
0 |
1 |
6 |
1 |
6 |
11 |
25 |
| Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures |
0 |
1 |
1 |
3 |
1 |
4 |
11 |
19 |
| Dynamic spillovers of oil price shocks and economic policy uncertainty |
0 |
3 |
10 |
102 |
2 |
20 |
65 |
390 |
| EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness |
0 |
0 |
14 |
61 |
3 |
16 |
52 |
209 |
| Editorial of special issue 2016 Portsmouth – Fordham conference on Banking and Finance |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
8 |
| Energy consumption, CO2 emissions, and economic growth: An ethical dilemma |
1 |
2 |
8 |
155 |
7 |
21 |
51 |
661 |
| Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis |
0 |
1 |
3 |
28 |
1 |
12 |
21 |
102 |
| Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency |
0 |
0 |
5 |
27 |
3 |
10 |
26 |
101 |
| Environmental disclosure and idiosyncratic risk in the European manufacturing sector |
0 |
1 |
1 |
14 |
2 |
11 |
16 |
71 |
| Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries |
0 |
2 |
5 |
79 |
1 |
15 |
26 |
290 |
| Forecasting oil price volatility using spillover effects from uncertainty indices |
0 |
0 |
0 |
6 |
5 |
13 |
15 |
28 |
| Forecasting tourist arrivals using origin country macroeconomics |
0 |
0 |
2 |
6 |
1 |
4 |
12 |
46 |
| From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps |
0 |
0 |
1 |
10 |
5 |
10 |
22 |
84 |
| Futures-based forecasts: How useful are they for oil price volatility forecasting? |
0 |
0 |
0 |
4 |
0 |
6 |
12 |
47 |
| Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves |
1 |
1 |
2 |
14 |
3 |
14 |
26 |
49 |
| Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach |
0 |
0 |
6 |
22 |
5 |
13 |
34 |
70 |
| Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach |
0 |
1 |
12 |
63 |
5 |
19 |
42 |
213 |
| Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach |
0 |
0 |
2 |
9 |
1 |
6 |
18 |
37 |
| Model-free connectedness measures |
0 |
1 |
1 |
13 |
2 |
10 |
19 |
54 |
| Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty |
0 |
0 |
1 |
31 |
0 |
7 |
16 |
97 |
| Oil Price Volatility is Effective in Predicting Food Price Volatility. Or is it? |
0 |
0 |
0 |
0 |
0 |
7 |
10 |
12 |
| Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies |
0 |
1 |
5 |
13 |
1 |
13 |
32 |
54 |
| Oil price volatility is effective in predicting food price volatility. Or is it? |
0 |
0 |
0 |
5 |
0 |
16 |
21 |
33 |
| Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries |
1 |
2 |
3 |
27 |
3 |
42 |
81 |
165 |
| Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest |
2 |
2 |
5 |
49 |
5 |
14 |
40 |
270 |
| Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions |
11 |
21 |
91 |
359 |
32 |
100 |
332 |
1,059 |
| Stock market response to monetary and fiscal policy shocks: Multi-country evidence |
0 |
1 |
11 |
314 |
1 |
13 |
47 |
1,277 |
| Systemic risk and oil price volatility shocks |
0 |
0 |
0 |
0 |
14 |
20 |
26 |
26 |
| Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic |
0 |
0 |
2 |
7 |
2 |
8 |
16 |
38 |
| The Evolution of Monetary Policy Focal Points |
0 |
0 |
0 |
2 |
0 |
6 |
10 |
17 |
| The dynamic connectedness of UK regional property returns |
1 |
1 |
2 |
28 |
1 |
7 |
11 |
93 |
| The impact of Euro through time: Exchange rate dynamics under different regimes |
0 |
0 |
5 |
50 |
4 |
7 |
25 |
129 |
| US partisan conflict shocks and international stock market returns |
0 |
0 |
1 |
5 |
0 |
5 |
15 |
30 |
| US sectoral stock market volatility and geopolitical risk categories |
1 |
1 |
7 |
7 |
2 |
10 |
22 |
22 |
| Total Journal Articles |
19 |
50 |
241 |
1,904 |
137 |
591 |
1,455 |
7,374 |