On the public citation graph

Global Financial Contagion Amidst the Fed's Monetary Policy Impacts: Evidence from a New Multi-Layered Network Analysis

0 signed · 124 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/(sici)1099-1255(199609)11:5<573::aid-jae413>3.0.co;2-topenalex-extracted
Stock market volatility and the business cycle
inferredcites →https://doi.org/10.1002/cjs.11570openalex-extracted
Weighted Bayesian bootstrap for scalable posterior distributions
inferredcites →https://doi.org/10.1002/jae.2585openalex-extracted
Estimating global bank network connectedness
inferredcites →https://doi.org/10.1007/978-1-4614-2299-0openalex-extracted
Graphical Models with R
inferredcites →https://doi.org/10.1007/bf02564426openalex-extracted
Exponential and bayesian conjugate families: Review and extensions
inferredcites →https://doi.org/10.1007/s10644-020-09307-3openalex-extracted
Impact of US monetary policy uncertainty on Asian exchange rates
inferredcites →https://doi.org/10.1016/0165-1889(94)90039-6openalex-extracted
Threshold heteroskedastic models
inferredcites →https://doi.org/10.1016/0304-4076(94)90067-1openalex-extracted
Autoregressive conditional heteroskedasticity and changes in regime
inferredcites →https://doi.org/10.1016/j.aei.2015.10.001openalex-extracted
Graphical causal inference and copula regression model for apple keywords by text mining
inferredcites →https://doi.org/10.1016/j.econlet.2016.02.031openalex-extracted
Contagion in Eurozone sovereign bond markets? The good, the bad and the ugly
inferredcites →https://doi.org/10.1016/j.econlet.2018.01.004openalex-extracted
Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets
inferredcites →https://doi.org/10.1016/j.econmod.2015.10.025openalex-extracted
Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach
inferredcites →https://doi.org/10.1016/j.econmod.2022.106067openalex-extracted
Financial contagion drivers during recent global crises
inferredcites →https://doi.org/10.1016/j.ejor.2009.01.056openalex-extracted
Interactive construction of graphical decision models based on causal mechanisms
inferredcites →https://doi.org/10.1016/j.ejor.2020.07.062openalex-extracted
Addressing Systemic Risk Using Contingent Convertible Debt — A Network Analysis
inferredcites →https://doi.org/10.1016/j.ejor.2021.11.017openalex-extracted
Insurance risk analysis of financial networks vulnerable to a shock
inferredcites →https://doi.org/10.1016/j.eneco.2019.06.020openalex-extracted
Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach
inferredcites →https://doi.org/10.1016/j.eneco.2021.105138openalex-extracted
Do central banks respond to exchange rate movements? A Markov-switching structural investigation of commodity exporters and importers
inferredcites →https://doi.org/10.1016/j.finmar.2015.09.003openalex-extracted
Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers
inferredcites →https://doi.org/10.1016/j.frl.2020.101775openalex-extracted
Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach
inferredcites →https://doi.org/10.1016/j.frl.2023.104665openalex-extracted
Frontier markets sovereign risk: New evidence from spatial econometric models
inferredcites →https://doi.org/10.1016/j.ijforecast.2011.02.006openalex-extracted
Better to give than to receive: Predictive directional measurement of volatility spillovers
inferredcites →https://doi.org/10.1016/j.ijforecast.2018.05.004openalex-extracted
Forecasting risk with Markov-switching GARCH models:A large-scale performance study
inferredcites →https://doi.org/10.1016/j.intfin.2013.06.004openalex-extracted
Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis
inferredcites →https://doi.org/10.1016/j.intfin.2017.08.013openalex-extracted
The Copula ADCC-GARCH model can help PIIGS to fly
inferredcites →https://doi.org/10.1016/j.intfin.2021.101292openalex-extracted
On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities
inferredcites →https://doi.org/10.1016/j.intfin.2021.101457openalex-extracted
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
inferredcites →https://doi.org/10.1016/j.intfin.2022.101568openalex-extracted
Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model
inferredcites →https://doi.org/10.1016/j.intfin.2022.101628openalex-extracted
Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches
inferredcites →https://doi.org/10.1016/j.intfin.2023.101783openalex-extracted
Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality
inferredcites →https://doi.org/10.1016/j.intfin.2024.101956openalex-extracted
Spillover effects of US monetary policy on emerging markets amidst uncertainty
inferredcites →https://doi.org/10.1016/j.iref.2021.01.005openalex-extracted
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions
inferredcites →https://doi.org/10.1016/j.irfa.2017.09.013openalex-extracted
The contagion effect in European sovereign debt markets: A regime-switching vine copula approach
inferredcites →https://doi.org/10.1016/j.irfa.2020.101536openalex-extracted
Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty
inferredcites →https://doi.org/10.1016/j.irfa.2022.102069openalex-extracted
Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties
inferredcites →https://doi.org/10.1016/j.irfa.2022.102223openalex-extracted
Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach
inferredcites →https://doi.org/10.1016/j.irfa.2022.102359openalex-extracted
Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network
inferredcites →https://doi.org/10.1016/j.irfa.2023.102518openalex-extracted
Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets
inferredcites →https://doi.org/10.1016/j.irfa.2023.102602openalex-extracted
Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries
inferredcites →https://doi.org/10.1016/j.irfa.2023.102783openalex-extracted
Stock market reactions to monetary policy surprises under uncertainty
inferredcites →https://doi.org/10.1016/j.irfa.2023.102863openalex-extracted
Measuring financial contagion: Dealing with the volatility Bias in the correlation dynamics
inferredcites →https://doi.org/10.1016/j.irfa.2023.102875openalex-extracted
Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets: An interacting network perspective
inferredcites →https://doi.org/10.1016/j.jbankfin.2009.07.010openalex-extracted
Investor sentiment and the stock market’s reaction to monetary policy
inferredcites →https://doi.org/10.1016/j.jbankfin.2016.04.026openalex-extracted
Federal reserve's policy, global equity markets, and the local monetary policy stance
inferredcites →https://doi.org/10.1016/j.jeca.2024.e00354openalex-extracted
Asymmetric impacts of U.S. monetary policy on emerging markets: Contagion and macroeconomic determinants
inferredcites →https://doi.org/10.1016/j.jeconom.2014.04.012openalex-extracted
On the network topology of variance decompositions: Measuring the connectedness of financial firms
inferredcites →https://doi.org/10.1016/j.jempfin.2015.03.018openalex-extracted
Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps
inferredcites →https://doi.org/10.1016/j.jempfin.2020.07.003openalex-extracted
Do foreign investors insulate firms from local shocks? Evidence from the response of investable firms to monetary policy
inferredcites →https://doi.org/10.1016/j.jfineco.2011.12.010openalex-extracted
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
inferredcites →https://doi.org/10.1016/j.jfineco.2019.04.007openalex-extracted
Channels of US monetary policy spillovers to international bond markets
inferredcites →https://doi.org/10.1016/j.jimonfin.2022.102749openalex-extracted
Perspectives on global monetary policy coordination, cooperation and correlation
inferredcites →https://doi.org/10.1016/j.jimonfin.2023.102827openalex-extracted
Flights-to-safety and macroeconomic adjustment in emerging markets: The role of U.S. monetary policy
inferredcites →https://doi.org/10.1016/j.jimonfin.2023.102866openalex-extracted
Stock market evidence on the international transmission channels of US monetary policy surprises
inferredcites →https://doi.org/10.1016/j.jimonfin.2024.103078openalex-extracted
Can you hear me now? Identifying the effect of Chinese monetary policy announcements
inferredcites →https://doi.org/10.1016/j.jinteco.2012.05.006openalex-extracted
On the international transmission of shocks: Micro-evidence from mutual fund portfolios
inferredcites →https://doi.org/10.1016/j.jinteco.2021.103525openalex-extracted
The International Spillover Effects of US Monetary Policy Uncertainty
inferredcites →https://doi.org/10.1016/j.jinteco.2022.103709openalex-extracted
The rise in foreign currency bonds: The role of US monetary policy and capital controls
inferredcites →https://doi.org/10.1016/j.jinteco.2023.103830openalex-extracted
Global impacts of US monetary policy uncertainty shocks
inferredcites →https://doi.org/10.1016/j.jmva.2008.01.016openalex-extracted
Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
inferredcites →https://doi.org/10.1016/j.najef.2023.101973openalex-extracted
Global stock markets risk contagion: Evidence from multilayer connectedness networks in the frequency domain
inferredcites →https://doi.org/10.1016/j.najef.2023.102041openalex-extracted
Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy
inferredcites →https://doi.org/10.1016/j.pacfin.2020.101322openalex-extracted
Network connectedness and China's systemic financial risk contagion——An analysis based on big data
inferredcites →https://doi.org/10.1016/j.pacfin.2024.102272openalex-extracted
Does the risk spillover in global financial markets intensify during major public health emergencies? Evidence from the COVID-19 crisis
inferredcites →https://doi.org/10.1016/j.physa.2014.06.077openalex-extracted
Dynamics of cluster structures in a financial market network
inferredcites →https://doi.org/10.1016/j.physa.2019.04.147openalex-extracted
Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees
inferredcites →https://doi.org/10.1016/j.physa.2019.122351openalex-extracted
Measuring the network connectedness of global stock markets
inferredcites →https://doi.org/10.1016/j.physa.2023.129144openalex-extracted
Multilayer interbank networks and systemic risk propagation: Evidence from China
inferredcites →https://doi.org/10.1016/j.qref.2015.11.001openalex-extracted
Financial contagion between the US and selected developed and emerging countries: The case of the subprime crisis
inferredcites →https://doi.org/10.1016/j.qref.2023.05.004openalex-extracted
News-based economic policy uncertainty and financial contagion: An international evidence
inferredcites →https://doi.org/10.1016/j.qref.2023.12.009openalex-extracted
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
inferredcites →https://doi.org/10.1016/j.ribaf.2019.04.002openalex-extracted
Dependence of the “Fragile Five” and “Troubled Ten” emerging market financial systems on US monetary policy and monetary policy uncertainty
inferredcites →https://doi.org/10.1016/j.strueco.2020.11.003openalex-extracted
Confidence Swings and Sovereign Risk Dynamics
inferredcites →https://doi.org/10.1016/s0261-5606(99)00016-9openalex-extracted
Contagion:
inferredcites →https://doi.org/10.1037/met0000167openalex-extracted
A tutorial on regularized partial correlation networks.
inferredcites →https://doi.org/10.1080/00273171.2015.1036965openalex-extracted
Using Lasso for Predictor Selection and to Assuage Overfitting: A Method Long Overlooked in Behavioral Sciences
inferredcites →https://doi.org/10.1080/00273171.2015.1065398openalex-extracted
A Comparison of Inverse-Wishart Prior Specifications for Covariance Matrices in Multilevel Autoregressive Models
inferredcites →https://doi.org/10.1080/00273171.2019.1575716openalex-extracted
On Nonregularized Estimation of Psychological Networks
inferredcites →https://doi.org/10.1080/00273171.2021.1894412openalex-extracted
Bayesian Estimation for Gaussian Graphical Models: Structure Learning, Predictability, and Network Comparisons
inferredcites →https://doi.org/10.1080/07350015.2011.652048openalex-extracted
Dynamic Equicorrelation
inferredcites →https://doi.org/10.1093/biomet/82.4.711openalex-extracted
Reversible Jump Markov Chain Monte Carlo Computation and Bayesian Model Determination
inferredcites →https://doi.org/10.1093/biomet/92.2.317openalex-extracted
A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
inferredcites →https://doi.org/10.1093/jjfinec/nby001openalex-extracted
Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*
inferredcites →https://doi.org/10.1093/oso/9780198522195.001.0001openalex-extracted
Graphical Models
inferredcites →https://doi.org/10.1093/oso/9780198774310.003.0005openalex-extracted
Conditional Heteroskedasticity in Asset Returns: A New Approach
inferredcites →https://doi.org/10.1093/restud/rdaa019openalex-extracted
U.S. Monetary Policy and the Global Financial Cycle
inferredcites →https://doi.org/10.1093/restud/rdu042openalex-extracted
Cross-Border Banking and Global Liquidity
inferredcites →https://doi.org/10.1093/rfs/hhx039openalex-extracted
Bond Market Exposures to Macroeconomic and Monetary Policy Risks
inferredcites →https://doi.org/10.1109/tcsi.2022.3187694openalex-extracted
Multilayer Financial Complex Networks and Their Applications
inferredcites →https://doi.org/10.1111/0022-1082.00494openalex-extracted
No Contagion, Only Interdependence: Measuring Stock Market Comovements
inferredcites →https://doi.org/10.1111/1468-2362.00114openalex-extracted
Does International Financial Contagion Really Exist?
inferredcites →https://doi.org/10.1111/bmsp.12173openalex-extracted
Back to the basics: Rethinking partial correlation network methodology
inferredcites →https://doi.org/10.1111/j.1467-985x.2010.00646_7.xopenalex-extracted
A First Course in Bayesian Statistical Methods
inferredcites →https://doi.org/10.1111/j.1468-0297.2008.02208.xopenalex-extracted
Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb05128.xopenalex-extracted
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00860.xopenalex-extracted
How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices
inferredcites →https://doi.org/10.1111/j.1540-6288.2010.00244.xopenalex-extracted
Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
inferredcites →https://doi.org/10.1111/j.1745-6622.2004.tb00545.xopenalex-extracted
DOES INTERNATIONAL FINANCIAL CONTAGION REALLY EXIST?
inferredcites →https://doi.org/10.1111/jmcb.12667openalex-extracted
U.S. Monetary Policy and International Bond Markets
inferredcites →https://doi.org/10.1111/jofi.12499openalex-extracted
Exchange Rates and Monetary Policy Uncertainty
inferredcites →https://doi.org/10.1111/jofi.13181openalex-extracted
Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy
inferredcites →https://doi.org/10.1177/1745691611406925openalex-extracted
Bayesian Assessment of Null Values Via Parameter Estimation and Model Comparison
inferredcites →https://doi.org/10.1198/073500102288618487openalex-extracted
Dynamic Conditional Correlation
inferredcites →https://doi.org/10.1198/073500102317351930openalex-extracted
Regime Switches in Interest Rates
inferredcites →https://doi.org/10.1198/jasa.2011.tm10465openalex-extracted
Bayesian Inference for General Gaussian Graphical Models With Application to Multivariate Lattice Data
inferredcites →https://doi.org/10.1201/9780429258411openalex-extracted
Bayesian Data Analysis
inferredcites →https://doi.org/10.1214/19-ba1155openalex-extracted
Bayesian Bootstraps for Massive Data
inferredcites →https://doi.org/10.1287/mnsc.2021.3984openalex-extracted
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks
inferredcites →https://doi.org/10.1596/1813-9450-6072openalex-extracted
On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios
inferredcites →https://doi.org/10.2139/ssrn.2316285openalex-extracted
On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
inferredcites →https://doi.org/10.2139/ssrn.236998openalex-extracted
Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models
inferredcites →https://doi.org/10.2139/ssrn.3331725openalex-extracted
Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets
inferredcites →https://doi.org/10.2139/ssrn.3797133openalex-extracted
Global Impacts of Us Monetary Policy Uncertainty Shocks
inferredcites →https://doi.org/10.2139/ssrn.4026381openalex-extracted
Addressing Spillovers from Prolonged U.S. Monetary Policy Easing
inferredcites →https://doi.org/10.2139/ssrn.4655582openalex-extracted
Global Spillovers from Multi-Dimensional Us Monetary Policy
inferredcites →https://doi.org/10.2139/ssrn.581141openalex-extracted
Early Warning Systems: A Survey and a Regime-Switching Approach
inferredcites →https://doi.org/10.2139/ssrn.879107openalex-extracted
Early-Warning Systems: A Survey and a Regime-Switching Approach
inferredcites →https://doi.org/10.2139/ssrn.952289openalex-extracted
Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold
inferredcites →https://doi.org/10.2139/ssrn.956918openalex-extracted
Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
inferredcites →https://doi.org/10.2307/1912559openalex-extracted
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
inferredcites →https://doi.org/10.2307/2290481openalex-extracted
Graphical Models in Applied Multivariate Statistics.
inferredcites →https://doi.org/10.3386/w21162openalex-extracted
Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence
inferredcites →https://doi.org/10.3386/w21722openalex-extracted
US Monetary Policy and the Global Financial Cycle
inferredcites →https://doi.org/10.3386/w7267openalex-extracted
No Contagion, Only Interdependence: Measuring Stock Market Co-movements
inferredcites →https://doi.org/10.5089/9781475520668.001openalex-extracted
Financial Crisis, US Unconventional Monetary Policy and International Spillovers
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.