These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

122 related articles for article (PubMed ID: 35024275)

  • 1. Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers.
    Shahzad SJH; Bouri E; Kristoufek L; Saeed T
    Financ Innov; 2021; 7(1):14. PubMed ID: 35024275
    [TBL] [Abstract][Full Text] [Related]  

  • 2. Riding the waves: A study of retrun spillovers and inter-sector linkages in US equity markets during the COVID-19 pandemic.
    Kayani U; Aysan AF; Khan M; Khan M; Nawaz F
    Heliyon; 2024 Feb; 10(4):e25203. PubMed ID: 38370190
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis.
    Aloui R; Ben Jabeur S; Mefteh-Wali S
    Res Int Bus Finance; 2022 Dec; 62():101709. PubMed ID: 35822062
    [TBL] [Abstract][Full Text] [Related]  

  • 4. Dynamic spillover between crude oil, gold, and Chinese stock market sectors -analysis of spillovers during financial crisis data during the last two decades.
    Wu Y; Mai C
    Heliyon; 2024 May; 10(9):e30219. PubMed ID: 38756561
    [TBL] [Abstract][Full Text] [Related]  

  • 5. Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis.
    Mensi W; Vo XV; Ko HU; Kang SH
    Econ Anal Policy; 2023 Mar; 77():558-580. PubMed ID: 36570097
    [TBL] [Abstract][Full Text] [Related]  

  • 6. Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19.
    Corbet S; Goodell JW; Günay S
    Energy Econ; 2020 Oct; 92():104978. PubMed ID: 33106713
    [TBL] [Abstract][Full Text] [Related]  

  • 7. Asymmetric volatility spillover among Chinese sectors during COVID-19.
    Shahzad SJH; Naeem MA; Peng Z; Bouri E
    Int Rev Financ Anal; 2021 May; 75():101754. PubMed ID: 36568735
    [TBL] [Abstract][Full Text] [Related]  

  • 8. Impact of liquidity spillovers among industrial sectors on stock markets during crisis periods: Evidence from the S&P 500 index.
    Lim SY; Choi SY
    PLoS One; 2022; 17(11):e0277261. PubMed ID: 36395202
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Dynamic asymmetric spillovers and connectedness between Chinese sectoral commodities and industry stock markets.
    Lou Y; Xiao C; Lian Y
    PLoS One; 2024; 19(1):e0296501. PubMed ID: 38165992
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Return spillover of Vietnam's sectors in response to US uncertainties.
    Vo DH; Tran MP; Cao PT
    Heliyon; 2024 Feb; 10(3):e25143. PubMed ID: 38317947
    [TBL] [Abstract][Full Text] [Related]  

  • 11. Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond.
    Mensi W; Rehman MU; Vo XV
    Int Rev Financ Anal; 2022 May; 81():102125. PubMed ID: 36531212
    [TBL] [Abstract][Full Text] [Related]  

  • 12. COVID-19 and uncertainty spillovers in Indian stock market.
    Guru BK; Das A
    MethodsX; 2021; 8():101199. PubMed ID: 34434724
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Risk aversion connectedness in developed and emerging equity markets before and after the COVID-19 pandemic.
    Fassas AP
    Heliyon; 2020 Dec; 6(12):e05715. PubMed ID: 33354633
    [TBL] [Abstract][Full Text] [Related]  

  • 14. COVID-19, stock market and sectoral contagion in US: a time-frequency analysis.
    Matos P; Costa A; da Silva C
    Res Int Bus Finance; 2021 Oct; 57():101400. PubMed ID: 33583992
    [TBL] [Abstract][Full Text] [Related]  

  • 15. Oil prices, labour market adjustment and dynamic quantile connectedness analysis: evidence from Greece during the crisis.
    Palaios P; Papapetrou E
    J Econ Struct; 2022; 11(1):30. PubMed ID: 36530192
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Shock transmissions and business linkages among US sectors.
    Nguyen LXD; Chevapatrakul T; Mateut S
    Ann Oper Res; 2022 Dec; ():1-36. PubMed ID: 36533274
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors.
    Hanif W; Mensi W; Vo XV
    Financ Res Lett; 2021 May; 40():101922. PubMed ID: 33897307
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Extreme return connectedness between renewable energy tokens and renewable energy stock markets: evidence from a quantile-based analysis.
    Ustaoglu E
    Environ Sci Pollut Res Int; 2024 Jan; 31(4):5086-5099. PubMed ID: 38114703
    [TBL] [Abstract][Full Text] [Related]  

  • 19. The source of financial contagion and spillovers: An evaluation of the covid-19 pandemic and the global financial crisis.
    Gunay S; Can G
    PLoS One; 2022; 17(1):e0261835. PubMed ID: 35030202
    [TBL] [Abstract][Full Text] [Related]  

  • 20. Sectoral connectedness: New evidence from US stock market during COVID-19 pandemics.
    Costa A; Matos P; da Silva C
    Financ Res Lett; 2022 Mar; 45():102124. PubMed ID: 35221808
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 7.