Using the quantile connectedness approach for the median, lower, and upper quantiles, we
examine the return and volatility connectedness between energy and BRIC markets from …

This study applies a set of measures developed by Diebold and Yilmaz (2012, 2016) to
examine connectedness via return and volatility spillovers across six large cryptocurrencies …

This paper extends the literature on the relationship between oil price shocks and financial
markets by examining the effect of oil shocks on the sovereign bond markets of a large …

This paper investigates the quantile connectedness between uncertainties and green bonds
in the US, Europe, and China by using a quantile VAR model-based connectedness …

We examine the connectedness in the energy commodities sector and the Russian stock
market over the period 2005–2020 using the variance decomposition approach. Our …

We examine the spillover dynamics between the US and BRICS stock markets using the
multivariate DECO-GJR-GARCH model and spillover index method. We identify time …

This study investigates the sovereign yield curve network of 12 developed countries. We
decompose the term structure of interest rates into the Level, Slope, and Curvature factors …

We examine the dynamics of liquidity connectedness in the cryptocurrency market. We use
the connectedness models of Diebold and Yilmaz (Int J Forecast 28 (1): 57–66, 2012) and …

The emerging-market banking sector plays a significant role in modern-day banking sector
stability. In this study, we have used the dynamic conditional correlation (DCC) version of the …

This paper empirically estimates the spatial correlation relationship of volatility spillovers
and its influencing factors across G20 stock market. We apply GARCH-BEKK model to …