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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Dynamic spillovers and connectedness between COVID-19 pandemic and global foreign exchange markets
Ismail O. Fasanya, Oluwatomisin J. Oyewole, Oluwasegun B. Adekoya, et al.
Economic Research-Ekonomska Istraživanja (2020) Vol. 34, Iss. 1, pp. 2059-2084
Open Access | Times Cited: 61

Showing 1-25 of 61 citing articles:

Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga
Oluwasegun B. Adekoya, Johnson A. Oliyide, OlaOluwa S. Yaya, et al.
Resources Policy (2022) Vol. 77, pp. 102728-102728
Closed Access | Times Cited: 215
COVID-19 pandemic and unemployment dynamics in European economies
Chi‐Wei Su, Ke Dai, Sana Ullah, et al.
Economic Research-Ekonomska Istraživanja (2021) Vol. 35, Iss. 1, pp. 1752-1764
Open Access | Times Cited: 185
The volatility connectedness of the EU carbon market with commodity and financial markets in time- and frequency-domain: The role of the U.S. economic policy uncertainty
Oluwasegun B. Adekoya, Johnson A. Oliyide, Ambreen Noman
Resources Policy (2021) Vol. 74, pp. 102252-102252
Closed Access | Times Cited: 121
Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic
Dong Wang, Ping Li, Lixin Huang
Finance research letters (2021) Vol. 46, pp. 102244-102244
Open Access | Times Cited: 77
Sectoral connectedness: New evidence from US stock market during COVID-19 pandemics
Antonio Costa, Paulo Rogério Faustino Matos, Cristiano da Silva
Finance research letters (2021) Vol. 45, pp. 102124-102124
Open Access | Times Cited: 59
Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework
Zaghum Umar, Onur Polat, Sun‐Yong Choi, et al.
Pacific-Basin Finance Journal (2022) Vol. 76, pp. 101876-101876
Closed Access | Times Cited: 48
Dynamic interlinkages between the crude oil and gold and stock during Russia-Ukraine War: evidence from an extended TVP-VAR analysis
Lê Thanh Hà
Environmental Science and Pollution Research (2022) Vol. 30, Iss. 9, pp. 23110-23123
Open Access | Times Cited: 37
Risk transmissions between sectoral Islamic and conventional stock markets during COVID-19 pandemic: What matters more between actual COVID-19 occurrence and speculative and sentiment factors?
Oluwasegun B. Adekoya, Johnson A. Oliyide, Aviral Kumar Tiwari
Borsa Istanbul Review (2021) Vol. 22, Iss. 2, pp. 363-376
Open Access | Times Cited: 53
Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries
Muntazir Hussain, Usman Bashir, Ramiz Ur Rehman
Asia-Pacific Financial Markets (2023) Vol. 31, Iss. 1, pp. 183-203
Open Access | Times Cited: 19
Exploring currency interdependence in West Africa: a time-varying parameter vector autoregression analysis
Andrew Kwamina Bram, Charles Ofori, Tinashe Mangudhla, et al.
The Journal of Risk Finance (2025)
Closed Access
Floating Exchange Rate Efficiency: Grouping Patterns and Pandemic Impacts
Teresa Corzo Santamaría, Karin Martín-Bujack, José Portela, et al.
International Economics (2025), pp. 100591-100591
Closed Access
The impact of the Russia–Ukraine conflict (2022) on volatility connectedness between the Egyptian stock market sectors: evidence from the DCC-GARCH-CONNECTEDNESS approach
Hisham A. Mahran
The Journal of Risk Finance (2022) Vol. 24, Iss. 1, pp. 105-121
Closed Access | Times Cited: 23
Foreign exchange market return spillovers and connectedness among African countries
Robert Owusu Boakye, Lord Mensah, Sang Hoon Kang, et al.
International Review of Financial Analysis (2023) Vol. 86, pp. 102505-102505
Closed Access | Times Cited: 14
The Impact of Interest Rate Spillover on Output Gap: A Dynamic Spatial Durbin Model
Josephine Wuri, Yuliana Rini Hardanti, Laurentius Bambang Harnoto, et al.
Economies (2024) Vol. 12, Iss. 1, pp. 22-22
Open Access | Times Cited: 4
Investors' sentiments and the dynamic connectedness between cryptocurrency and precious metals markets
Ismail O. Fasanya, Oluwatomisin J. Oyewole, Johnson A. Oliyide
The Quarterly Review of Economics and Finance (2022) Vol. 86, pp. 347-364
Closed Access | Times Cited: 19
Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic
Remzi Gök, Elie Bouri, Eray Gemi̇ci̇
Research in International Business and Finance (2023) Vol. 66, pp. 102023-102023
Closed Access | Times Cited: 11
Interconnectedness in the FOREX market during the high inflation regime: A network analysis
Shamima Ahmed, Md Akhtaruzzaman, Van Le, et al.
Research in International Business and Finance (2024) Vol. 71, pp. 102467-102467
Closed Access | Times Cited: 3
Connectedness between Sectors: The Case of the Polish Stock Market before and during COVID-19
Viorica Chirilă
Journal of risk and financial management (2022) Vol. 15, Iss. 8, pp. 322-322
Open Access | Times Cited: 16
Sovereign yield curves and the COVID-19 in emerging markets
Bertrand Candelon, Rubens Moura
Economic Modelling (2023) Vol. 127, pp. 106453-106453
Closed Access | Times Cited: 8
Extreme Return Spillover Between the WTI, the VIX, and Six Latin American Stock Markets: A Quantile Connectedness Approach
Maximiliano Kruel, Paulo Sérgio Ceretta
Studies in Nonlinear Dynamics and Econometrics (2024)
Closed Access | Times Cited: 2
Inner Multifractal Dynamics in the Jumps of Cryptocurrency and Forex Markets
Haider Ali, Muhammad Aftab, Faheem Aslam, et al.
Fractal and Fractional (2024) Vol. 8, Iss. 10, pp. 571-571
Open Access | Times Cited: 2
Explaining COVID-19 shock wave mechanism in the European service industry using convergence clubs analysis
Marinko Škare, Domingo Ribeiro Soriano
Service Business (2021) Vol. 16, Iss. 2, pp. 283-307
Closed Access | Times Cited: 16
Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?
Mobeen Ur Rehman, Abdel Razzaq Al Rababa’a, Ghaith El-Nader, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 76, pp. 101495-101495
Closed Access | Times Cited: 16
From pandemic to war: dynamics of volatility spillover between BRICS exchange and stock markets
Mohit Kumar
Journal of Economic Studies (2023) Vol. 51, Iss. 3, pp. 528-545
Closed Access | Times Cited: 6
Asymmetric impact of the COVID-19 pandemic on foreign exchange markets: Evidence from an extreme quantile approach
Ngô Thái Hưng, Võ Xuân Vinh
Economics and Business Letters (2023) Vol. 12, Iss. 1, pp. 20-32
Open Access | Times Cited: 5
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