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Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve

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  1. Naifar, Nader, 2025. "Redefining market interdependencies: The ethereum merge's effect on 4IR assets, renewable energy, and tokens," Finance Research Letters, Elsevier, vol. 73(C).
  2. Čeryová, Barbara & Árendáš, Peter & Kotlebová, Jana, 2026. "Connectedness and risk transmission across artificial intelligence industries," Research in International Business and Finance, Elsevier, vol. 84(C).
  3. Mensi, Walid & Nabli, Mohamed Amine & Guesmi, Mouna & Belghouthi, Houssem Eddine & Kang, Sang Hoon, 2025. "Quantile on quantile connectedness between safe-haven assets and stock markets: a portfolio risk perspective," The North American Journal of Economics and Finance, Elsevier, vol. 80(C).
  4. Nasir Khan & Khaled Guesmi & Tong Su & Brian Lucey, 2026. "Connectedness Across Healthcare Cryptocurrencies, DeFi, and NFTs Tokens: Which Global Risk Factors Should Be Given More Attention?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 46(5), pages 878-903, May.
  5. Stenfors, Alexis & Dilshani, Kaveesha & Guo, Andy & Mere, Peter, 2024. "Detecting the risk of cross-product manipulation in the EUREX fixed income futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
  6. Meng, Fanyu, 2025. "Uncovering nonlinear dependencies in the Treasury-funds rate spread: Quantile-based explanation," Finance Research Letters, Elsevier, vol. 79(C).
  7. Lee, Geul & Ryu, Doojin, 2025. "Fear of missing out and cryptocurrency miners: Evidence from Dogecoin and Litecoin," Journal of Behavioral and Experimental Finance, Elsevier, vol. 46(C).
  8. Naifar, Nader, 2025. "Interactions between renewable energy tokens, oil shocks, and clean energy investments: Do COP26 policies matter?," Energy Policy, Elsevier, vol. 198(C).
  9. Naifar, Nader, 2024. "Climate policy uncertainty and comparative reactions across sustainable sectors: Resilience or vulnerability?," Finance Research Letters, Elsevier, vol. 65(C).
  10. Akadiri, Seyi Saint & Ozkan, Oktay, 2025. "Risk across the spectrum: Unpacking the nexus of global oil uncertainty, geopolitical tensions, energy volatility, and US-China trade tensions," Energy Policy, Elsevier, vol. 202(C).
  11. Evrim Mandaci, Pınar & Cagli, Efe C. & Taşkin, Dilvin & Tedik Kocakaya, Birce, 2025. "Quantile-on-quantile connectedness of uncertainty with fossil and green energy markets," Renewable Energy, Elsevier, vol. 249(C).
  12. Chen, Shuiyang & Kuang, Haibo & Bin Meng,, 2024. "The dependence structures between geopolitical risks and energy prices: New evidence from regional heterogeneity and quantile-on-quantile perspective," Energy, Elsevier, vol. 310(C).
  13. Gubareva, Mariya & Shafiullah, Muhammad & Teplova, Tamara, 2025. "Corrigendum to “Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets” [Energy Economics Volume 141, January 2025, 108085]," Energy Economics, Elsevier, vol. 141(C).
  14. Yan, Leilei & Han, Wei, 2025. "The complexity of connection between green bonds and carbon markets: New evidence from China," Finance Research Letters, Elsevier, vol. 84(C).
  15. Qin, Yun & Zhang, Zitao, 2025. "Oil price shocks, economic policy uncertainty and China’s producer price index: Evidence from quantile regression analysis," The North American Journal of Economics and Finance, Elsevier, vol. 77(C).
  16. Wang, Mei-Chih & Chang, Tsangyao & Mikhaylov, Alexey & Linyu, Jia, 2024. "A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  17. Naifar, Nader, 2026. "Do climate risk and ESG sentiment predict clean energy performance? Evidence from quantile-on-quantile analysis," Research in International Business and Finance, Elsevier, vol. 84(C).
  18. Gök, Remzi, 2025. "Spillovers between cryptocurrency, DeFi, carbon, and energy markets: A frequency quantile-on-quantile perspective," The Quarterly Review of Economics and Finance, Elsevier, vol. 100(C).
  19. Zaier, Leila Hedhili & Mokni, Khaled & Scherer, Robert F. & Ben Jabeur, Sami, 2025. "Media coverage of climate change risks and the performance of clean versus dirty energy market," Journal of Commodity Markets, Elsevier, vol. 40(C).
  20. Ahmed, Walid M.A. & Sleem, Mohamed A.E., 2025. "On the dynamic interdependence between risk factors and clean energy stock prices," Resources Policy, Elsevier, vol. 105(C).
  21. Arfaoui, Nadia & Roubaud, David & Naeem, Muhammad A., 2025. "Energy transition metals, clean and dirty energy markets: A quantile-on-quantile risk transmission analysis of market dynamics," Energy Economics, Elsevier, vol. 143(C).
  22. Yao, Yinhong & Feng, Zhuoqi & Liu, Xueyong, 2025. "Heterogeneous information transmission between climate policy uncertainty and Chinese new energy markets: A quantile-on-quantile transfer entropy method," International Review of Financial Analysis, Elsevier, vol. 103(C).
  23. Ahmadian- Yazdi, Farzaneh & Roudari, Soheil & Mensi, Walid, 2025. "Assessing the safe haven characteristic of Sukuk in Iran's financial market: Fresh evidence for portfolio management," MPRA Paper 126962, University Library of Munich, Germany.
  24. Youssef, Meriem & Gallas, Salma & Urom, Christian, 2026. "Cryptocurrency price dynamics during supply chain disruptions: A quantile-on-quantile connectedness approach," Finance Research Letters, Elsevier, vol. 93(C).
  25. Naifar, Nader, 2025. "Biodiversity finance, green bonds, and tokenized carbon: a Quantile-on-Quantile connectedness analysis," Finance Research Letters, Elsevier, vol. 85(PB).
  26. Naifar, Nader, 2025. "Monetary policy expectations and financial Markets: A Quantile-on-Quantile connectedness approach," The North American Journal of Economics and Finance, Elsevier, vol. 77(C).
  27. Liu, Min & Liu, Hongfei & Ping, Weiying, 2025. "Dynamic spillovers between Shanghai crude oil futures and China's green markets: Evidence from quantile-on-quantile connectedness approach," Economic Analysis and Policy, Elsevier, vol. 85(C), pages 78-93.
  28. Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024. "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, vol. 67(PB).
  29. Zeng, Hongjun & Huang, Qingcheng & Abedin, Mohammad Zoynul & Ahmed, Abdullahi D. & Lucey, Brian, 2025. "Connectedness and frequency connection among green bond, cryptocurrency and green energy-related metals around the COVID-19 outbreak," Research in International Business and Finance, Elsevier, vol. 73(PA).
  30. Bechir Raggad & Elie Bouri, 2025. "Artificial intelligence and clean/dirty energy markets: tail-based pairwise connectedness and portfolio implications," Future Business Journal, Springer, vol. 11(1), pages 1-24, December.
  31. Lin, Xudong & Meng, Yiqun & Zhu, Hao, 2024. "Exploring hedging potentials of green bonds against oil price shocks: Evidence from quantile-on-quantile connectedness measures," Finance Research Letters, Elsevier, vol. 65(C).
  32. Lin, Boqiang & Lan, Tianxu, 2025. "Energy price uncertainty and sectoral tail risk: Evidence from quantile-on-quantile connectedness," Journal of Commodity Markets, Elsevier, vol. 40(C).
  33. Mbarek, Marouene, 2025. "Exploring the nexus between sustainable energy tokens, electric vehicles, and the hydrogen economy," Research in International Business and Finance, Elsevier, vol. 77(PB).
  34. Huai, Jingliang & Cheung, Adrian (Wai Kong) & Wang, Bin, 2026. "On completing the connectedness analysis—A bootstrap-based DCC-GARCH approach," The North American Journal of Economics and Finance, Elsevier, vol. 81(C).
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