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Persistence in Financial Connectedness and Systemic Risk

Citations

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Cited by:

  1. Kočenda, Evžen & Albrecht, Peter & Pastorek, Daniel, 2025. "Geopolitical risk and extreme spillovers among oil-based energy commodities," Energy Economics, Elsevier, vol. 152(C).
  2. Mykola Babiak & Jozef Barunik, 2021. "Volatility Shocks and Currency Returns," Papers 2101.09738, arXiv.org, revised Mar 2026.
  3. Ziwei Huang & Xiaoquan Ding & Yuankui Wang, 2026. "Risk spillover and network connectedness analysis of green financial and related financial markets: evidence from China," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 13(1), pages 1-18, December.
  4. Nur Ain Shahrier & Zaheer Anwer & Milena Migliavacca, 2025. "Horizon Dynamics of Systemic Risk in Global Energy Firms," Working Papers wp59, South East Asian Central Banks (SEACEN) Research and Training Centre, revised Nov 2025.
  5. Boubekeur Baba, 2024. "Spillovers of good and bad volatility in Asian emerging markets: insights from global and regional perspectives," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(4), pages 1233-1274, December.
  6. Xu, Yingying & Lien, Donald, 2025. "How do carbon markets interact with energy-intensive sectors? Evidence from price connectedness," International Review of Economics & Finance, Elsevier, vol. 98(C).
  7. Mensi, Walid & El-Khoury, Rim & Alshater, Muneer & Kang, Sang Hoon, 2026. "Asymmetric spillovers between US sector stocks, Islamic stock index, conventional bond, green bond, and commodity markets," Innovation and Green Development, Elsevier, vol. 5(1).
  8. Xie, Xiaofeng & Xu, Xun & Zhang, Chong & Zhang, Fengying, 2025. "Enhancing a triple capital-constrained supply chain performance: Alliance financing, profit distribution, and information structure," International Journal of Production Economics, Elsevier, vol. 281(C).
  9. Albrecht, Peter & Kočenda, Evžen, 2025. "Event-driven changes in volatility connectedness in global forex markets," Journal of Multinational Financial Management, Elsevier, vol. 77(C).
  10. Liu, Zhenhua & Zhong, Hongyu & Zhang, Deyuan, 2026. "Climate policy uncertainty, investor behavior, and carbon market returns," Journal of Commodity Markets, Elsevier, vol. 41(C).
  11. Adedayo Ogunsanya, 2026. "Spillover exposure in North American banks: persistence, macroeconomic conditions, and network structure," Risk Management, Palgrave Macmillan, vol. 28(2), pages 1-27, May.
  12. Yuan, Xianghui & Long, Jun & Li, Xiang & Zhao, Chencheng, 2025. "Asymmetric connectedness in the Chinese stock sectors: Overnight and daytime return spillovers," Pacific-Basin Finance Journal, Elsevier, vol. 89(C).
  13. Zhang, Yali & Zeng, Qinqing, 2026. "Generalized fractional cumulative residual dispersion entropy: A novel feature extraction method for complex signals," Chaos, Solitons & Fractals, Elsevier, vol. 208(P4).
  14. Ran Wu, 2026. "Exploring the connectedness and risk spillover in the energy, agriculture, and metal commodity markets: evidence from multilayer time-varying frequency networks," Risk Management, Palgrave Macmillan, vol. 28(2), pages 1-29, May.
  15. Baruník, Jozef & Bevilacqua, Mattia & Faff, Robert, 2024. "Dynamic industry uncertainty networks and the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 159(C).
  16. Qiang Sun & Changsuo Chen, 2025. "Financing Strategy for Capital-Constrained Manufacturer in an Eco-friendly Dual-Channel Supply Chain," SAGE Open, , vol. 15(2), pages 21582440251, May.
  17. Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2026. "Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets," Empirical Economics, Springer, vol. 70(2), pages 1-41, February.
  18. Bevilacqua, Mattia & Ellington, Michael & Hizmeri, Rodrigo, 2026. "Testing for differences in high-frequency network connectedness from variance decompositions," Journal of Econometrics, Elsevier, vol. 256(PB).
  19. Shahrier, Nur Ain & Anwer, Zaheer & Ishaq Bhatti, M., 2025. "Pure vs. fundamental contagion," International Review of Economics & Finance, Elsevier, vol. 103(C).
  20. Nyawa, Serge, 2026. "Factor models and mutually exciting jump processes for financial systemic risk," European Journal of Operational Research, Elsevier, vol. 332(3), pages 1004-1015.
  21. Albrecht, Peter & Kočenda, Evžen & de Oliveira, Alexandre Silva & Ceretta, Paulo Sergio & Drábek, Michal, 2025. "Event-driven changes in connectedness among commodities and commodity currencies: A quantile, network and probabilistic analysis," Research in International Business and Finance, Elsevier, vol. 75(C).
  22. Sun, Chentong & Yi, Shangkun & Wu, Fenglin & Li, Yanshuang & Dong, Zibing, 2025. "Mainshocks and aftershocks: Assessing the resilience of Asia-Pacific stock markets amid global financial cycle shocks," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
  23. Baruník, Jozef & Kurka, Josef, 2024. "Risks of heterogeneously persistent higher moments," International Review of Financial Analysis, Elsevier, vol. 96(PA).
  24. Deng, Xiang & Xu, Fang, 2024. "Connectedness between international oil and China's new energy industry chain: A time-frequency analysis based on TVP-VAR model," Energy Economics, Elsevier, vol. 140(C).
  25. Sila, Jan & Kocenda, Evzen & Kristoufek, Ladislav & Kukacka, Jiri, 2024. "Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 96(C).
  26. Carlos Canon & Eddie Gerba & Jozef Barunik, 2026. "When David becomes Goliath: Repo dealer-driven bond mispricing," Papers 2603.10690, arXiv.org.
  27. Rayenda Khresna Brahmana & Xiu Wei Yeap & Hooi Hooi Lean, 2025. "Correction To: Time–Frequency Connectedness Among NFT Assets," Computational Economics, Springer;Society for Computational Economics, vol. 66(6), pages 5015-5015, December.
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