- Asymmetric volatility spillovers : revisiting the Diebold-Yilmaz (2009) spillover index with realized semivariancePublication without faculty affiliation
- Do Cryptocurrencies and Traditional Asset Classes Influence Each Other?Publication without faculty affiliation
- Do cryptocurrencies and traditional asset classes influence each other?2019 | Faculty of Social Sciences
- Asymmetric connectedness of markets: How does the good and bad volatility spills over the US industries?2014 | Faculty of Social Sciences
- Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets2019 | Faculty of Social Sciences
- How does bad and good volatility spill over across petroleum markets?Publication without faculty affiliation