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A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion. (2016). Tokpavi, Sessi ; Candelon, Bertrand.
In: Post-Print.
RePEc:hal:journl:hal-03528203.

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  1. Industry return lead-lag relationships between the US and other major countries. (2023). Sebastio, Helder ; Silva, Nuno ; Monteiro, Ana.
    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00439-1.

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  2. Spillover effects between internet financial industry and traditional financial industry: Evidence from the Chinese stock market. (2023). Cheng, Lee-Young ; Wang, Shengjin ; Yang, Yuhong ; Li, Ruihai ; Shen, Anran ; Zheng, Yingfei.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000379.

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  3. Time-frequency extreme risk spillover network of cryptocurrency coins, DeFi tokens and NFTs. (2023). Peng, Cheng ; Tang, Yiding ; Zhu, Huiming ; Qiao, Xingzhi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006651.

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  4. Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

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  5. Connectedness and risk spillovers between crude oil and clean energy stock markets. (2022). Destek, Mehmet ; Bugan, Mehmet Fatih ; Cergibozan, Raif ; Dibooglu, Sel ; Evik, Emrah Smail.
    In: MPRA Paper.
    RePEc:pra:mprapa:117558.

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  6. A Bootstrap Method to Test Granger-Causality in the Frequency Domain. (2022). Montanari, Angela ; Farne, Matteo.
    In: Computational Economics.
    RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10112-x.

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  7. Gold, silver, and the US dollar as harbingers of financial calm and distress. (2022). Gillman, Max ; Cevik, Emrah I ; Dibooglu, Sel.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:86:y:2022:i:c:p:200-210.

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  8. The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold. (2022). Destek, Mehmet ; Çevik, Emrah ; Tuna, Fatih ; Bugan, Mehmet Fatih ; Zafar, Muhammad Wasif ; Gunay, Samet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005244.

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  9. Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test. (2022). Çevik, Emrah ; Erdoan, Fatma ; Gedikli, Ayfer.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722003890.

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  10. Fragmentation in the European Monetary Union: Is it really over?. (2022). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621001960.

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  11. Bearish Vs Bullish risk network: A Eurozone financial system analysis. (2022). Angelini, Eliana ; Wang, Gang-Jin ; Addi, Abdelhamid ; Foglia, Matteo.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000142.

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  12. Financial stress transmission between the U.S. and the Euro Area. (2022). Kutan, Ali M ; Dibooglu, Sel ; Cevik, Emrah Ismail ; Altinkeski, Buket Kirci.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000328.

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  13. Going green: Insight from asymmetric risk spillover between investor attention and pro-environmental investment. (2022). Zhu, Huiming ; Peng, Cheng ; Zhou, Xiaoying ; Deng, Chao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005201.

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  14. The extreme risk connectedness of the new financial system: European evidence. (2022). Foglia, Matteo ; Miglietta, Federica ; Pacelli, Vincenzo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003581.

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  15. Macroprudential policies, economic growth and banking crises. (2022). Wijnandts, Jean-Charles ; Candelon, Bertrand ; ben Naceur, Sami ; Belkhir, Mohamed.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:53:y:2022:i:c:s156601412200053x.

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  16. The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds sectors. (2022). Peng, Cheng ; Wang, Gangjin ; Su, Xiaojian ; Deng, Chao.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001419.

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  17. Temporal networks in the analysis of financial contagion. (2022). Vouldis, Angelos ; Nocciola, Luca ; Franch, Fabio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222667.

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  18. Global crude oil and the Chinese oil-intensive sectors: A comprehensive causality study. (2021). Leong, Soon Heng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:103:y:2021:i:c:s014098832100431x.

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  19. Fragmentation in the European Monetary Union: Is it really over?. (2021). Luisi, Angelo ; Candelon, Bertrand ; Roccazzella, Francesco.
    In: GRU Working Paper Series.
    RePEc:cth:wpaper:gru_2021_016.

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  20. Fragmentation in the European Monetary Union: Is it really over?. (2021). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo.
    In: LIDAM Discussion Papers LFIN.
    RePEc:ajf:louvlf:2021015.

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  21. Dynamic Transmission of Correlation between Investor Attention and Stock Price: Evidence from China’s Energy Industry Typical Stocks. (2019). Feng, Sida ; Guo, Sui ; Qi, Yajie ; Li, Huajiao.
    In: Complexity.
    RePEc:hin:complx:3540523.

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  22. Connectedness and risk spillovers in China’s stock market: A sectoral analysis. (2019). Zhang, Dayong ; Wu, Fei.
    In: Economic Systems.
    RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302590.

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  23. Measuring network systemic risk contributions: A leave-one-out approach. (2019). Tokpavi, Sessi ; Lucotte, Yannick ; Hue, Sullivan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:100:y:2019:i:c:p:86-114.

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  24. Measuring network systemic risk contributions: A leave-one-out approach. (2018). Lucotte, Yannick ; Tokpavi, Sessi ; Hue, Sullivan.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:2708.

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  25. Measuring Network Systemic Risk Contributions: A Leave-one-out Approach. (2018). Tokpavi, Sessi ; Hue, Sullivan.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:2608.

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  26. Identifying contagion: A unifying approach. (2018). Gebka, Bartosz ; Robert, ; Sewraj, Deeya.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:55:y:2018:i:c:p:224-240.

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