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1. Impact of return and volatility spillover from banking industry to other industries: An evidence from Pakistan. (2024). Bhutta, Nousheen Tariq ; Mir, Fahad Waqas.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1680-1695.

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2. Dynamic dependencies and return connectedness among stock, gold and Bitcoin markets: Evidence from South Asia and China. (2023). Ahmed, Abdullahi D ; Lu, Ran ; Zeng, Hongjun.
   In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
   RePEc:pes:ierequ:v:18:y:2023:i:1:p:49-87.

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3. Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective. (2023). Bhardwaj, Indira ; Sharma, Sudhi ; Yadav, Miklesh Prasad.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09381-9.

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4. Volatility spillover and dynamic co-movement of foreign direct investment between Malaysia and China and developed countries. (2022). Alin, James M ; Asid, Rozilee ; Lily, Jaratin ; Kogid, Mori ; Mulok, Dullah .
   In: Quality & Quantity: International Journal of Methodology.
   RePEc:spr:qualqt:v:56:y:2022:i:1:d:10.1007_s11135-021-01123-9.

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5. Action for Action: Mad COVID-19, Falling Markets and Rising Volatility of SAARC Region. (2022). Saleem, Asima.
   In: Annals of Data Science.
   RePEc:spr:aodasc:v:9:y:2022:i:1:d:10.1007_s40745-021-00349-6.

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6. Assessing Financial Distress and Predicting Stock Prices of Automotive Sector: Robustness of Altman Z-score. (2022). Sharma, Sudhi ; Sareen, Amit.
   In: Vision.
   RePEc:sae:vision:v:26:y:2022:i:1:p:11-24.

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7. Net Transmitter of Stock Market Volatility and Safe Haven for Portfolio Investors in the Asian Dragons. (2022). Po, Abbott ; Lee, Cheng-Wen ; Chen, Shu-Hui ; Huruta, Andrian Dolfriandra ; Dewi, Christine.
   In: Economies.
   RePEc:gam:jecomi:v:10:y:2022:i:11:p:273-:d:962723.

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8. Modelling volatility transmission in regional Asian stock markets. (2022). Azimova, Tarana.
   In: The Journal of Economic Asymmetries.
   RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000342.

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9. International financial stress spillovers to bank lending: Do internal characteristics matter?. (2022). Haddou, Samira .
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002459.

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10. Analysing time difference and volatility linkages between China and the United States during financial crises and stable period using VARX?DCC?MEGARCH model. (2021). Tiwari, Aviral ; Shehzad, Khurram ; Rauf, Abdul ; Arif, Muhammad ; Liu, Xiaoxing.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:814-833.

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11. Integration and Interdependence Among Equity Markets in South Asia: Measuring Through ARDL Bounds Approach. (2021). Nauriyal, D K ; Prakash, Vineesh J.
    In: Millennial Asia.
    RePEc:sae:millen:v:12:y:2021:i:2:p:229-251.

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12. Modelling of Daily Price Volatility of South Africa Property Stock Market Using GARCH Analysis. (2021). Ajay, Cyril A ; Fateye, Tosin B.
    In: AfRES.
    RePEc:afr:wpaper:2021-013.

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13. Co-Movement and Volatility Transmission between Islamic and Conventional Equity Index in Bangladesh. (2019). Hasan, Md Abu.
    In: Islamic Economic Studies.
    RePEc:ris:isecst:0176.

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14. Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination. (2018). Deisting, Florent ; Jain, Payal ; Sehgal, Sanjay.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-016-0067-y.

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15. Understanding international stock market comovements: A comparison of developed and emerging markets. (2018). Chen, Peng.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:56:y:2018:i:c:p:451-464.

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16. Implied volatility linkages between the U.S. and emerging equity markets: A note. (2018). Dutta, Anupam.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:35:y:2018:i:c:p:138-146.

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17. Information linkages among emerging equity markets—an empirical study. (2017). Jain, Payal ; Sehgal, Sanjay.
    In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
    RePEc:spr:decisn:v:44:y:2017:i:1:d:10.1007_s40622-016-0144-2.

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18. Terrorism and Stock Market Linkages: An Empirical Study from a Front-line State. (2017). Suleman, Tahir.
    In: Global Business Review.
    RePEc:sae:globus:v:18:y:2017:i:2:p:365-378.

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19. Efficiency and Volatility of the Stock Market in Bangladesh: A Macroeconometric Analysis. (2017). Abu, MD.
    In: Turkish Economic Review.
    RePEc:ksp:journ2:v:4:y:2017:i:2:p:239-249.

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20. Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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21. Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis. (2017). Mensi, walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:21:y:2017:i:c:p:26-33.

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22. The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115.

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23. Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem.
    In: Working Papers.
    RePEc:cui:wpaper:0023.

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24. RETURNS AND VOLATILITY SPILLOVER BETWEEN ASIAN EQUITY MARKETS: A WAVELET APPROACH. (2017). Sasikumar, Anoop ; Kamaiah, B.
    In: Economic Annals.
    RePEc:beo:journl:v:62:y:2017:i:212:p:63-84.

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25. Return and volatility spillovers in equity markets: An investigation using various GARCH methodologies. (2016). Dedi, Lidija ; McMillan, David ; Yavas, Burhan F.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:4:y:2016:i:1:p:1266788.

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26. Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting. (2016). Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon.
    In: MPRA Paper.
    RePEc:pra:mprapa:73400.

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27. Long-Run Comovements in East Asian Stock Market Volatility. (2016). Keddad, Benjamin ; DE TRUCHIS, Gilles.
    In: Open Economies Review.
    RePEc:kap:openec:v:27:y:2016:i:5:d:10.1007_s11079-016-9401-4.

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28. An investigation of return and volatility linkages among equity markets: A study of selected European and emerging countries. (2016). Yavas, Burhan F ; Dedi, Lidija.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:37:y:2016:i:c:p:583-596.

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29. Global financial crisis and spillover effects among the U.S. and BRICS stock markets. (2016). Nguyen, Duc Khuong ; Mensi, walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:42:y:2016:i:c:p:257-276.

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30. Dynamic spillovers between Nigerian, South African and international equity markets. (2016). Shuaibu, Mohammed ; Fowowe, Babajide .
    In: International Economics.
    RePEc:eee:inteco:v:148:y:2016:i:c:p:59-80.

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31. Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting. (2016). Nguyen, Duc Khuong ; Mensi, walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat.
    In: The World Economy.
    RePEc:bla:worlde:v:39:y:2016:i:11:p:1703-1727.

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32. Volatility transmission and volatility impulse response functions among the Greater China stock markets. (2015). Jin, Xiaoye.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:39:y:2015:i:c:p:43-58.

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33. Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-382.

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34. Dynamic spanning trees in stock market networks: The case of Asia-Pacific. (2014). Tabak, Benjamin ; Sensoy, Ahmet ; Åžensoy, Ahmet.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:414:y:2014:i:c:p:387-402.

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35. Financial liberalisation and international market interdependence: Evidence from China’s stock market in the post-WTO accession period. (2014). He, Hongbo ; Yao, Shujie ; Chen, Shou ; Ou, Jinghua .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:33:y:2014:i:c:p:434-444.

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36. Dynamic spanning trees in stock market networks: The case of Asia-Pacific. (2014). Tabak, Benjamin ; Sensoy, Ahmet ; Åžensoy, Ahmet.
    In: Working Papers Series.
    RePEc:bcb:wpaper:351.

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37. Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00862256.

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38. Experience-based corporate corruption and stock market volatility: Evidence from emerging markets. (2013). Lau, Chi Keung ; Demir, Ender ; Bilgin, Mehmet ; Lau, Chi Keung Marco, .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:17:y:2013:i:c:p:1-13.

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39. Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1346.

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