| 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 |
2 |
8 |
17 |
89 |
| A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification |
1 |
2 |
2 |
12 |
5 |
6 |
10 |
41 |
| Asset prices regime-switching and the role of inflation targeting monetary policy |
0 |
0 |
0 |
6 |
2 |
6 |
8 |
63 |
| Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? |
0 |
0 |
0 |
17 |
4 |
4 |
4 |
75 |
| Can Variations in Temperature Explain the Systemic Risk of European Firms? |
0 |
0 |
0 |
8 |
4 |
4 |
10 |
54 |
| Credit supply conditions and business cycles: New evidence from bank lending survey data |
0 |
0 |
1 |
23 |
3 |
7 |
11 |
70 |
| Crises and Contagion in Equity Portfolios |
0 |
0 |
0 |
1 |
3 |
6 |
9 |
12 |
| Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies |
1 |
2 |
4 |
25 |
3 |
16 |
30 |
87 |
| Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios |
1 |
5 |
12 |
90 |
7 |
20 |
62 |
406 |
| Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures |
0 |
0 |
5 |
6 |
3 |
10 |
26 |
30 |
| Dynamic co-movements of stock market returns, implied volatility and policy uncertainty |
1 |
3 |
7 |
162 |
5 |
17 |
45 |
561 |
| Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market |
0 |
0 |
2 |
7 |
3 |
13 |
19 |
36 |
| Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets |
0 |
0 |
1 |
6 |
5 |
7 |
10 |
24 |
| Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures |
0 |
1 |
1 |
3 |
1 |
4 |
12 |
18 |
| Dynamic spillovers of oil price shocks and economic policy uncertainty |
2 |
4 |
12 |
102 |
13 |
30 |
67 |
388 |
| EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness |
0 |
1 |
14 |
61 |
9 |
19 |
54 |
206 |
| Editorial of special issue 2016 Portsmouth – Fordham conference on Banking and Finance |
0 |
0 |
0 |
0 |
1 |
3 |
7 |
8 |
| Energy consumption, CO2 emissions, and economic growth: An ethical dilemma |
1 |
2 |
8 |
154 |
8 |
16 |
49 |
654 |
| Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis |
1 |
1 |
3 |
28 |
6 |
14 |
21 |
101 |
| Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency |
0 |
0 |
5 |
27 |
6 |
11 |
25 |
98 |
| Environmental disclosure and idiosyncratic risk in the European manufacturing sector |
1 |
1 |
1 |
14 |
7 |
9 |
15 |
69 |
| Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries |
2 |
3 |
5 |
79 |
12 |
18 |
29 |
289 |
| Forecasting oil price volatility using spillover effects from uncertainty indices |
0 |
0 |
0 |
6 |
7 |
9 |
11 |
23 |
| Forecasting tourist arrivals using origin country macroeconomics |
0 |
0 |
2 |
6 |
1 |
4 |
11 |
45 |
| From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps |
0 |
1 |
1 |
10 |
5 |
16 |
19 |
79 |
| Futures-based forecasts: How useful are they for oil price volatility forecasting? |
0 |
0 |
0 |
4 |
6 |
8 |
13 |
47 |
| Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves |
0 |
0 |
1 |
13 |
7 |
13 |
24 |
46 |
| Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach |
0 |
0 |
7 |
22 |
6 |
11 |
31 |
65 |
| Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach |
0 |
2 |
13 |
63 |
3 |
15 |
41 |
208 |
| Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach |
0 |
1 |
3 |
9 |
4 |
10 |
20 |
36 |
| Model-free connectedness measures |
1 |
1 |
2 |
13 |
6 |
10 |
18 |
52 |
| Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty |
0 |
0 |
1 |
31 |
7 |
10 |
17 |
97 |
| Oil Price Volatility is Effective in Predicting Food Price Volatility. Or is it? |
0 |
0 |
0 |
0 |
5 |
9 |
10 |
12 |
| Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies |
0 |
2 |
5 |
13 |
8 |
17 |
31 |
53 |
| Oil price volatility is effective in predicting food price volatility. Or is it? |
0 |
0 |
0 |
5 |
14 |
17 |
21 |
33 |
| Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries |
1 |
1 |
3 |
26 |
8 |
53 |
81 |
162 |
| Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest |
0 |
1 |
3 |
47 |
5 |
18 |
36 |
265 |
| Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions |
7 |
20 |
91 |
348 |
40 |
120 |
322 |
1,027 |
| Stock market response to monetary and fiscal policy shocks: Multi-country evidence |
1 |
3 |
11 |
314 |
9 |
18 |
50 |
1,276 |
| Systemic risk and oil price volatility shocks |
0 |
0 |
0 |
0 |
2 |
9 |
12 |
12 |
| Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic |
0 |
0 |
2 |
7 |
5 |
8 |
15 |
36 |
| The Evolution of Monetary Policy Focal Points |
0 |
0 |
0 |
2 |
5 |
9 |
11 |
17 |
| The dynamic connectedness of UK regional property returns |
0 |
0 |
2 |
27 |
5 |
7 |
13 |
92 |
| The impact of Euro through time: Exchange rate dynamics under different regimes |
0 |
0 |
7 |
50 |
2 |
6 |
25 |
125 |
| US partisan conflict shocks and international stock market returns |
0 |
0 |
1 |
5 |
2 |
7 |
15 |
30 |
| US sectoral stock market volatility and geopolitical risk categories |
0 |
1 |
6 |
6 |
7 |
10 |
20 |
20 |
| Total Journal Articles |
21 |
58 |
246 |
1,885 |
281 |
662 |
1,407 |
7,237 |