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Number of items: 3.
Baruník, Jozef, Bevilacqua, Mattia and Ellington, Michael 
ORCID: 0000-0003-0264-7572
(2023)
Common Firm-level Investor Fears: Evidence from Equity Options.
[Preprint]
Baruník, Jozef, Bevilacqua, Mattia ORCID: 0000-0003-3856-2001 and Faff, Robert
(2024)
Dynamic industry uncertainty networks and the business cycle.
Journal of Economic Dynamics and Control, 159.
p. 104793.
Baruník, Jozef ORCID: 0000-0001-5097-2607 and Ellington, Michael ORCID: 0000-0003-0264-7572
(2024)
Persistence in financial connectedness and systemic risk.
European Journal of Operational Research, 314 (1).
pp. 393-407.