1. Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Muhammad ; Usman, Muhammad ; Aikins, Emmanuel Joel ; Hadhri, Sinda.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461.

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2. Dynamic spillover between oil price shocks and technology stock indices: A country level analysis. (2024). Gubareva, Mariya ; Manel, Youssef ; Mokni, Khaled ; Umar, Zaghum.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000230.

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3. The term structure of yield curve and connectedness among ESG investments. (2024). Ruman, Asif M ; Umar, Zaghum ; Iqbal, Najaf ; Jiang, Shaohua.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714.

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4. Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. (2024). Umar, Zaghum ; Teplova, Tamara ; Phiri, Andrew ; Choi, Sun-Yong.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:91:y:2024:i:c:p:348-363.

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5. The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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6. Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan.
   In: Energy.
   RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711.

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7. Quantifying the impact of interest rate volatility on Asian energy companies: A comparative study of fossil and renewable sectors. (2024). Kumar, Satish ; Gupta, Prashant ; Rao, Amar ; Dash, Saumya Ranjan.
   In: Energy Economics.
   RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001907.

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8. Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?. (2024). Umar, Zaghum ; Teplova, Tamara ; Marfo-Yiadom, Edward ; Bossman, Ahmed.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000554.

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9. A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price. (2024). Mikhaylov, Alexey ; Chang, Tsangyao ; Wang, Mei-Chih ; Yu, Jialin.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001578.

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10. Network connectedness of the term structure of yield curve and global Sukuks. (2023). Teplova, Tamara ; Shahab, Yasir ; Riaz, Yasir ; Umar, Zaghum.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001221.

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11. The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum.
    In: Energy Economics.
    RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609.

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12. Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566.

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13. Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo.
    In: LIDAM Discussion Papers LFIN.
    RePEc:ajf:louvlf:2023002.

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1. Assessing Cryptomarket Risks: Macroeconomic Forces, Market Shocks and Behavioural Dynamics. (2024). Thlissaint, Josu.
   In: Economics Working Paper Archive (University of Rennes & University of Caen).
   RePEc:tut:cremwp:2024-14.

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2. Regime-Specific Dynamics and Informational Efficiency in Cryptomarkets: Evidence from Gaussian Mixture Models. (2024). Jamhamed, Fayssal ; Tuffry, Stphane ; Thlissaint, Josu ; Rondeau, Fabien ; Martin, Franck.
   In: Economics Working Paper Archive (University of Rennes & University of Caen).
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3. Monetary and Fiscal Policy Impacts on the Indian Sovereign Bond Market: A VAR Approach. (2024). Sengupta, Bodhisattva ; Sarkar, Agnirup ; Kumar, Anshul.
   In: South Asian Journal of Macroeconomics and Public Finance.
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4. Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve. (2024). Gabauer, David ; Stenfors, Alexis.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012242.

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5. The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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6. The influence of negative interest rates on life insurance companies. (2023). Grochola, Nicolaus.
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7. A comparison of multi-factor term structure models for interbank rates. (2023). Tunaru, Diana ; Fabozzi, Francesco A.
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8. Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction. (2023). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose.
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9. Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L.
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10. Co-movement and global factors in sovereign bond yields. (2022). Venetis, Ioannis ; Ladas, Avgoustinos.
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11. Network connectedness dynamics of the yield curve of G7 countries. (2022). Aharon, David Y ; Riaz, Yasir ; Umar, Zaghum.
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    RePEc:eee:reveco:v:79:y:2022:i:c:p:275-288.

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12. Spillovers between sovereign yield curve components and oil price shocks. (2022). Alwahedi, Wafa ; Esparcia, Carlos ; Aharon, David Y ; Umar, Zaghum.
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13. Debt-financed fiscal stimulus in South Africa. (2021). Hollander, Hylton.
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14. Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID. (2021). Jeleskovic, Vahidin ; Demertzidis, Anastasios.
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15. The Relationship between Yield Curve and Economic Activity: An Analysis of G7 Countries. (2021). Stauvermann, Peter ; Kumar, Ronald ; Thu, Hang Thi.
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16. Examining the Sources of Sovereign Risk for South Africa: A Time Varying Flexible Least Squares Approach. (2021). Zhou, Sheunesu.
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17. International monetary policy spillovers: Linkages between U.S. and South American yield curves. (2021). Meurer, Roberto ; Cavaca, Igor Bastos.
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18. The sovereign yield curve and credit ratings in GIIPS. (2021). Umar, Zaghum ; Shehzad, Choudhry T ; Riaz, Yasir.
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19. Yield curve risks in currency carry forwards. (2020). Lee, Jeong Wan ; Oh, Kyong Joo ; Baek, Seungho.
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20. The shape of sovereign yield curve in an emerging economy: Do macroeconomic or external factors matter?. (2020). Ozturk, Huseyin.
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21. The Impact of Monetary Policies on the Sustainable Economic and Financial Development in the Euro Area Countries. (2020). Onuferova, Erika ; Filip, Paulina ; Kiseakova, Dana ; Valentiny, Toma.
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22. Autoencoder-Based Three-Factor Model for the Yield Curve of Japanese Government Bonds and a Trading Strategy. (2020). Izumi, Kiyoshi ; Sakaji, Hiroki ; Suimon, Yoshiyuki ; Matsushima, Hiroyasu.
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23. Transmission mechanisms of financial stress into economic activity in Turkey. (2019). Polat, Onur ; Ozkan, Ibrahim .
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24. Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence. (2019). Jalles, Joao ; Afonso, Antonio.
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25. ¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?. (2019). Rincon-Castro, Hernan ; Ardila-Dueas, Carlos David.
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26. Robust term structure estimation in developed and emerging markets. (2018). Sener, Emrah ; Akgiray, Vedat ; Ahi, Emrah.
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27. Comparing different methods for the estimation of interbank intraday yield curves. (2018). Demertzidis, Anastasios ; Jeleskovic, Vahidin.
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28. The Interaction between Oil Price and Financial Stress: Evidence from the U.S. Data. (2018). Polat, Onur.
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29. Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets. (2018). Sowmya, Subramaniam ; Prasanna, Krishna.
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30. Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis.
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31. The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook.
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32. The predictive power of the yield spread for future economic expansions: Evidence from a new approach. (2018). Wohar, Mark ; Gebka, Bartosz.
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33. Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence. (2017). Jalles, Joao ; Afonso, Antonio.
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35. From bond yield to macroeconomic instability: A parsimonious affine model. (2017). Tedeschi, Gabriele ; Recchioni, Maria Cristina .
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36. From bond yield to macroeconomic instability: The effect of negative interest rates. (2016). Tedeschi, Gabriele ; Recchioni, Maria Cristina .
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37. Determinants of the onshore and offshore Chinese government yield curves. (2016). Walisch, F ; Packham, N ; Lochel, H.
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38. The macroeconomic determinants of the US term structure during the Great Moderation. (2016). Paccagnini, Alessia.
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39. Size and value risk in financial firms. (2015). Bilson, John ; Baek, Seungho ; Bilson, John F. O., .
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40. The Sovereign Yield Curve and the Macroeconomy in China. (2015). Yan, Yifeng.
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41. Applying a Macro-Finance Yield Curve to UK Quantitative Easing. (2014). Waters, Alex ; Chadha, Jagjit.
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42. Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth. (2014). Koziol, Philipp.
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43. Applying a macro-finance yield curve to UK quantitative Easing. (2014). Waters, Alex ; Chadha, Jagjit.
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44. The impacts of standard monetary and budgetary policies on liquidity and financial markets: International evidence from the credit freeze crisis. (2013). Gimet, Celine ; Gagnon, Marie-Helene .
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