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Barunik, Jozef, Bevilacqua, Mattia ORCID: 0000-0003-3856-2001 and Tunaru, Radu
(2022)
Asymmetric Network Connectedness of Fears.
REVIEW OF ECONOMICS AND STATISTICS, 104 (6).
pp. 1304-1316.
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.
Bevilacqua, Mattia ORCID: 0000-0003-3856-2001, Tunaru, Radu and Vioto, Davide
(2023)
Options-based systemic risk, financial distress, and macroeconomic downturns.
JOURNAL OF FINANCIAL MARKETS, 65.
p. 100834.