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 *

138 related articles for article (PubMed ID: 35287197)

  • 1. Information transmission in regional energy stock markets.
    Alawi SM; Karim S; Meero AA; Rabbani MR; Naeem MA
    Environ Sci Pollut Res Int; 2023 Mar; 30(15):43000-43012. PubMed ID: 35287197
    [TBL] [Abstract][Full Text] [Related]  

  • 2. Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era.
    Bossman A; Owusu Junior P; Tiwari AK
    Heliyon; 2022 Apr; 8(4):e09215. PubMed ID: 35399378
    [TBL] [Abstract][Full Text] [Related]  

  • 3. 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]  

  • 4. Who are the receivers and transmitters of volatility spillovers: oil, clean energy, and green and non-green cryptocurrency markets.
    Zhou E; Wang X
    Environ Sci Pollut Res Int; 2024 Jan; 31(4):5735-5761. PubMed ID: 38133753
    [TBL] [Abstract][Full Text] [Related]  

  • 5. 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]  

  • 6. Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?
    Youssef M; Mokni K; Ajmi AN
    Financ Innov; 2021; 7(1):13. PubMed ID: 35024274
    [TBL] [Abstract][Full Text] [Related]  

  • 7. 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]  

  • 8. Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets.
    Korkusuz B; McMillan DG; Kambouroudis D
    Empir Econ; 2023; 64(4):1517-1537. PubMed ID: 36106329
    [TBL] [Abstract][Full Text] [Related]  

  • 9. The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network.
    Khalfaoui R; Ben Jabeur S; Dogan B
    J Environ Manage; 2022 Mar; 306():114493. PubMed ID: 35042171
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Market return spillover from the US to the Asia-Pacific Countries: The Role of Geopolitical Risk and the Information & Communication Technologies.
    Tran MP; Vo DH
    PLoS One; 2023; 18(12):e0290680. PubMed ID: 38096228
    [TBL] [Abstract][Full Text] [Related]  

  • 11. COVID-19 and time-frequency connectedness between green and conventional financial markets.
    Arif M; Hasan M; Alawi SM; Naeem MA
    Glob Financ J; 2021 Aug; 49():100650. PubMed ID: 38013691
    [TBL] [Abstract][Full Text] [Related]  

  • 12. Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic.
    Wang D; Li P; Huang L
    Financ Res Lett; 2022 May; 46():102244. PubMed ID: 35431670
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Geopolitical risk, economic policy uncertainty, and dynamic connectedness between clean energy, conventional energy, and food markets.
    Yousfi M; Bouzgarrou H
    Environ Sci Pollut Res Int; 2024 Jan; 31(3):4925-4945. PubMed ID: 38108988
    [TBL] [Abstract][Full Text] [Related]  

  • 14. 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]  

  • 15. 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]  

  • 16. Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic.
    Zhu P; Tang Y; Wei Y; Lu T
    Energy (Oxf); 2021 Sep; 231():120949. PubMed ID: 36569992
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19.
    Chang CL; McAleer M; Wang YA
    Renew Sustain Energy Rev; 2020 Dec; 134():110349. PubMed ID: 34234619
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Linear and Nonlinear Effects in Connectedness Structure: Comparison between European Stock Markets.
    Karkowska R; Urjasz S
    Entropy (Basel); 2022 Feb; 24(2):. PubMed ID: 35205597
    [TBL] [Abstract][Full Text] [Related]  

  • 19. 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]  

  • 20. The Effect of COVID-19 on Herding Behavior in Eastern European Stock Markets.
    Fang H; Chung CP; Lee YH; Yang X
    Front Public Health; 2021; 9():695931. PubMed ID: 34307288
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 7.