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An Investigation of the nonlinear and asymmetric spillover effects of U.S. economic policy uncertainty on bond return vlatility of emerging markets

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Sovereign bond markets and financial volatility dynamics : panel-GARCH evidence for six euro area countries

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Volatility spillover effects between oil and GCC stock markets : a wavelet-based asymmetric dynamic conditional correlation approach

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The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?

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Effects of fluctuations in oil prices on G7 country stock exchanges

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Asymmetric and nonlinear comovements of credit default swap and bond markets : evidence from an emerging market

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Time-frequency correlation and risk spillovers between Euramerican mature and Asian emerging crude oil futures markets

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Does crude oil fire the emerging markets currencies contagion spillover? : a systemic perspective

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Emerging bond market volatility and country spreads

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