| 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 |
27 |
1 |
3 |
19 |
97 |
| A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification |
0 |
0 |
2 |
12 |
1 |
2 |
14 |
47 |
| Asymmetric connectedness between conventional and Islamic cryptocurrencies: Evidence from good and bad volatility spillovers |
1 |
1 |
1 |
4 |
1 |
1 |
16 |
24 |
| Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures |
2 |
3 |
13 |
27 |
5 |
24 |
88 |
140 |
| Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century |
0 |
0 |
0 |
3 |
1 |
2 |
15 |
30 |
| Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market |
0 |
1 |
6 |
16 |
0 |
19 |
64 |
107 |
| Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach |
2 |
4 |
14 |
82 |
5 |
14 |
64 |
304 |
| Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies |
0 |
0 |
4 |
27 |
2 |
9 |
38 |
105 |
| Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios |
0 |
4 |
13 |
97 |
0 |
9 |
55 |
431 |
| Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures |
1 |
2 |
8 |
10 |
1 |
23 |
55 |
65 |
| Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic |
0 |
2 |
5 |
11 |
2 |
5 |
25 |
42 |
| Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market |
0 |
1 |
1 |
8 |
1 |
7 |
31 |
52 |
| Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets |
0 |
0 |
1 |
6 |
0 |
0 |
12 |
28 |
| Dynamic connectedness of uncertainty across developed economies: A time-varying approach |
1 |
2 |
7 |
104 |
3 |
5 |
39 |
365 |
| Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system |
0 |
0 |
9 |
104 |
3 |
8 |
60 |
308 |
| Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies |
0 |
2 |
11 |
58 |
2 |
9 |
62 |
191 |
| Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures |
0 |
1 |
3 |
5 |
3 |
5 |
18 |
30 |
| EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness |
0 |
4 |
10 |
65 |
2 |
13 |
55 |
231 |
| Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models |
0 |
0 |
4 |
10 |
1 |
3 |
23 |
47 |
| Financial market connectedness: The role of investors’ happiness |
0 |
1 |
2 |
15 |
1 |
21 |
35 |
83 |
| Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios |
0 |
0 |
0 |
2 |
1 |
2 |
14 |
30 |
| From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps |
0 |
0 |
1 |
10 |
1 |
4 |
32 |
94 |
| Global geopolitical risk and inflation spillovers across European and North American economies |
0 |
3 |
7 |
16 |
2 |
14 |
39 |
71 |
| Gold, platinum and the predictability of bubbles in global stock markets |
0 |
0 |
0 |
3 |
0 |
2 |
22 |
35 |
| Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach |
0 |
0 |
2 |
13 |
2 |
4 |
15 |
49 |
| How connected is the oil-bank network? Firm-level and high-frequency evidence |
0 |
0 |
0 |
0 |
1 |
5 |
29 |
34 |
| Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves |
0 |
0 |
1 |
14 |
0 |
3 |
26 |
55 |
| Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach |
1 |
1 |
2 |
23 |
2 |
4 |
33 |
80 |
| Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach |
0 |
5 |
10 |
69 |
6 |
18 |
60 |
245 |
| International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression |
0 |
0 |
4 |
50 |
1 |
2 |
39 |
201 |
| Investigating dynamic connectedness of global equity markets: the role of investor attention |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
10 |
| Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach |
0 |
1 |
3 |
11 |
0 |
4 |
28 |
54 |
| Model-free connectedness measures |
0 |
2 |
3 |
15 |
0 |
5 |
23 |
62 |
| Monetary policy and speculative spillovers in financial markets |
0 |
0 |
1 |
9 |
0 |
2 |
16 |
51 |
| Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness |
0 |
1 |
3 |
42 |
1 |
4 |
27 |
147 |
| Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies |
0 |
4 |
10 |
18 |
0 |
8 |
45 |
70 |
| Oil volatility, oil and gas firms and portfolio diversification |
0 |
1 |
4 |
88 |
2 |
8 |
29 |
259 |
| On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
15 |
| On the transmission mechanism of Asia‐Pacific yield curve characteristics |
0 |
0 |
0 |
4 |
0 |
4 |
23 |
45 |
| On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach |
1 |
1 |
7 |
114 |
3 |
11 |
63 |
444 |
| Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve |
1 |
3 |
8 |
18 |
5 |
12 |
56 |
91 |
| Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach |
0 |
0 |
2 |
2 |
1 |
4 |
31 |
41 |
| Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions |
10 |
18 |
88 |
393 |
36 |
87 |
390 |
1,218 |
| Return connectedness across asset classes around the COVID-19 outbreak |
1 |
2 |
9 |
52 |
6 |
65 |
119 |
310 |
| Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach |
0 |
1 |
4 |
9 |
1 |
8 |
47 |
65 |
| Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach |
0 |
0 |
1 |
18 |
1 |
1 |
16 |
141 |
| Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic |
0 |
1 |
2 |
8 |
0 |
1 |
17 |
43 |
| The Evolution of Monetary Policy Focal Points |
0 |
0 |
0 |
2 |
0 |
0 |
10 |
18 |
| The dynamic connectedness of UK regional property returns |
0 |
0 |
1 |
28 |
0 |
0 |
12 |
96 |
| The impact of Euro through time: Exchange rate dynamics under different regimes |
0 |
2 |
6 |
54 |
0 |
2 |
27 |
137 |
| The impact of oil shocks on green, clean, and socially responsible markets |
0 |
0 |
2 |
3 |
0 |
0 |
30 |
34 |
| The lead–lag relationship of US fiscal policy uncertainty: New evidence from R2 decomposed connectedness measures |
0 |
0 |
1 |
1 |
2 |
3 |
5 |
5 |
| Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom |
0 |
0 |
0 |
5 |
0 |
0 |
11 |
27 |
| Time-Varying Spillover of US Trade War on the Growth of Emerging Economies |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
8 |
| Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data |
0 |
0 |
0 |
12 |
1 |
2 |
17 |
64 |
| Time-varying influence of household debt on inequality in United Kingdom |
0 |
0 |
0 |
4 |
0 |
0 |
19 |
36 |
| Time-varying predictability of financial stress on inequality in United Kingdom |
0 |
0 |
0 |
1 |
1 |
2 |
11 |
15 |
| Time-varying spillovers between housing sentiment and housing market in the United States☆ |
0 |
0 |
2 |
10 |
2 |
3 |
13 |
35 |
| US sectoral stock market volatility and geopolitical risk categories |
0 |
1 |
7 |
8 |
3 |
8 |
34 |
37 |
| Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning |
0 |
0 |
0 |
1 |
0 |
0 |
15 |
21 |
| Volatility connectedness of major cryptocurrencies: The role of investor happiness |
0 |
0 |
1 |
20 |
1 |
3 |
31 |
112 |
| Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms |
1 |
4 |
12 |
70 |
1 |
9 |
65 |
248 |
| Total Journal Articles |
22 |
79 |
319 |
1,912 |
118 |
499 |
2,355 |
7,580 |
LogEc is hosted by the
Örebro University School of Business.