Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area : evidence from the ERM I system

von Gabauer, David
Veröffentlicht in Journal of multinational financial management (2021)

EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness

von Chatziantoniou, Ioannis
Veröffentlicht in The quarterly review of economics and finance (2021)

On the transmission mechanism of country-specific and international economic uncertainty spillovers : evidence from a TVP-VAR connectedness decomposition approach

von Gabauer, David
Veröffentlicht in Economics letters (2018)

Spillovers across macroeconomic, financial and real estate uncertainties : a time-varying approach

von Gabauer, David
Veröffentlicht in Structural change and economic dynamics (2020)

Time-varying impact of uncertainty shocks on macroeconomic variables of the United Kingdom : evidence from over 150 years of monthly data

von Christou, Christina
Veröffentlicht in Finance research letters (2020)

Cryptocurrency market contagion : market uncertainty, market complexity, and dynamic portfolios

von Antonakakis, Nikolaos
Veröffentlicht in Journal of international financial markets, institutions & money (2019)

Model-free connectedness measures

von Gabauer, David
Veröffentlicht in Finance research letters (2023)

Interest rate swaps and the transmission mechanism of monetary policy : a quantile connectedness approach

von Chatziantoniou, Ioannis
Veröffentlicht in Economics letters (2021)

Independent policy, dependent outcomes : a game of cross-country dominoes across European yield curves

von Stenfors, Alexis
Veröffentlicht in Journal of international financial markets, institutions & money (2022)

Time-varying spillovers between housing sentiment and housing market in the United States

von André, Christophe
Veröffentlicht in Finance research letters (2021)

From CIP-deviations to a market for risk premia : a dynamic investigation of cross-currency basis swaps

von Chatziantoniou, Ioannis
Veröffentlicht in Journal of international financial markets, institutions & money (2020)

International monetary policy spillovers : evidence from a time-varying parameter vector autoregression

von Antonakakis, Nikolaos
Veröffentlicht in International review of financial analysis (2019)

Global geopolitical risk and inflation spillovers across European and North American economies

von Bouri, Elie
Veröffentlicht in Research in international business and finance (2023)

A closer look into the global determinants of oil price volatility

von Chatziantoniou, Ioannis
Veröffentlicht in Energy economics (2021)

Return connectedness across asset classes around the COVID-19 outbreak

von Bouri, Elie
Veröffentlicht in International review of financial analysis (2021)

Tail risk connectedness in the refined petroleum market : a first look at the impact of the COVID-19 pandemic

von Chatziantoniou, Ioannis
Veröffentlicht in Energy economics (2022)

Financial market connectedness : the role of investors' happiness

von Bouri, Elie
Veröffentlicht in Finance research letters (2022)

Monetary policy and speculative spillovers in financial markets

von Demirer, Rıza
Veröffentlicht in Research in international business and finance (2021)

Dynamic connectedness of uncertainty across developed economies : a time-varying approach

von Antonakakis, Nikolaos
Veröffentlicht in Economics letters (2018)

Oil price shocks and exchange rate dynamics : evidence from decomposed and partial connectedness measures for oil importing and exporting economies

von Chatziantoniou, Ioannis
Veröffentlicht in Energy economics (2023)