[
1. Anaya, P., Hachula, M., & Offermanns, C. J. (2017), Spillovers of US unconventional monetary policy to emerging markets: The role of capital flows. Journal of International Money and Finance, 11(73), 275-295.10.1016/j.jimonfin.2017.02.008
]Search in Google Scholar
[
2. Antonakakis, N., & Badinger, H. (2016), Economic growth, volatility, and cross-country spillovers: New evidence for the G7 countries. Economic modelling, 30(52), 352-365.10.1016/j.econmod.2015.08.035
]Search in Google Scholar
[
3. Bailey, M., Gupta, A., Hillenbrand, S., Kuchler, T., Richmond, R., & Stroebel, J. (2021), International trade and social connectedness. Journal of International Economics, 129, 103418.10.1016/j.jinteco.2020.103418
]Search in Google Scholar
[
4. Benlagha, N., & Hemrit, W. (2021), Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields? Journal of Economics and Finance, 1-21.10.1007/s12197-021-09554-8
]Search in Google Scholar
[
5. Bayoumi, T., & Swiston, A. (2009), Foreign entanglements: estimating the source and size of spillovers across industrial countries. IMF Staff Papers, 56(2), 353-383.10.1057/imfsp.2008.23
]Search in Google Scholar
[
6. Bhattarai S., Chatterjee A., and Park W. Y. (2017), Global Spillover Effects of US Uncertainty, JEL Classification, 6(7), 456-470.10.2139/ssrn.3072128
]Search in Google Scholar
[
7. Biljanovska N. & Meyer-Cirkel A. (2016), Testing Shock Transmission Channels to Low-Income Developing Countries. IMF Working Paper.10.2139/ssrn.2882515
]Search in Google Scholar
[
8. Cashin, P., Mohaddes, K., & Raissi, M. (2017), China's slowdown and global financial market volatility: Is world growth losing out? Emerging Markets Review, 31(1), 164-175.10.1016/j.ememar.2017.05.001
]Search in Google Scholar
[
9. Eichengreen, B., Hale, G., & Mody, A. (2001), Flight to quality. Investor risk tolerance and spread of the emerging market crisis. In international financial contagion. Spring, Boston, MA. 23(11), 129-155.10.1007/978-1-4757-3314-3_6
]Search in Google Scholar
[
10. Dabla-Norris E., Espinoza R. and Jahan S. (2015), Spillovers to low-income countries: the importance of systemic emerging markets, Applied Economics, 47(53), 5707-5725, DOI: 10.1080/00036846.2015.1058903.10.1080/00036846.2015.1058903
]Search in Google Scholar
[
11. Desroches, B. (2004), The Transmission of World Shocks to Emerging-Market Countries: An Empirical Analysis, Bank of Canada, 44 (2), 2042-2065.
]Search in Google Scholar
[
12. Diebold, F. X., & Yılmaz, K. (2014), On the network topology of variance decompositions: Measuring the connectedness of financial firms. Journal of Econometrics, 182(1), 119-134.10.1016/j.jeconom.2014.04.012
]Search in Google Scholar
[
13. Diebold, F.X., and Yilmaz, K. (2015a), Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring, New York: Oxford University Press, 3(1), 234-256.10.1093/acprof:oso/9780199338290.001.0001
]Search in Google Scholar
[
14. Fasanya, I. O., Adekoya, O. B., & Adetokunbo, A. M. (2021), On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty. Resources Policy, 72, 102110.10.1016/j.resourpol.2021.102110
]Search in Google Scholar
[
15. Fasanya, I. O., Oliyide, J. A., Adekoya, O. B., & Agbatogun, T. (2021), How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets? Resources Policy, 72, 102077.10.1016/j.resourpol.2021.102077
]Search in Google Scholar
[
16. Forbes, K. J. (2012), The ‘Big C’: Identifying and Mitigating Contagion, 2012 Jackson Hole Symposium, Federal Reserve Bank of Kansas City, 23(8), 123-154.
]Search in Google Scholar
[
17. Forbes, K. J., & Claessens, S. (2004), International Financial Contagion: The Theory, Evidence and Policy Implications. In conference" The IMF's role in emerging markets economies" in Amsterdam, 1(1), 345-354.
]Search in Google Scholar
[
18. Ghosh, A., Chourasiya, A., Bansal, L., & Chandra, A. (2021), Connectedness of Markets with Heterogeneous Agents and the Information Cascades. In Applied Advanced Analytics (pp. 219-234). Springer, Singapore.10.1007/978-981-33-6656-5_18
]Search in Google Scholar
[
19. González-Urteaga, A., Nieto, B., & Rubio, G. (2021), Spillover Dynamics Effects between Risk-Neutral Equity and Treasury Volatilities.10.1007/s13209-022-00264-w
]Search in Google Scholar
[
20. Greenwood-Nimmo, M., Nguyen, V. H., & Shin, Y. (2021), Measuring the connectedness of the global economy. International Journal of Forecasting, 37(2), 899-919.10.1016/j.ijforecast.2020.10.003
]Search in Google Scholar
[
21. Greenwood-Nimmo, M., Nguyen, V. H., & Shin, Y. (2015), Measuring the connectedness of the global economy. Melbourne Institute Working Paper. http://dx.doi.org/10.2139/ssrn.2586861, 45(4), 932-946.10.2139/ssrn.2586861
]Search in Google Scholar
[
22. Imbs, J. (2006), The Real Effects of Financial Integration, Journal of International Economics, 68(2), 296-324.10.1016/j.jinteco.2005.05.003
]Search in Google Scholar
[
23. Inoue, T., D. Kaya, and H. Ohshige. (2015), The Impact of China’s Slowdown on the Asia PaciKc Region: An Application of the GVAR Model. Policy Research Working Paper 7442, World Bank, Washington, DC, 12(2), 654-670.10.1596/1813-9450-7442
]Search in Google Scholar
[
24. Koop G., Pesaran, M. H., Potter, S. M., (1996), Impulse Response Analysis in Nonlinear Multivariate Models. Journal of Econometrics, 74 (1), 119-147.10.1016/0304-4076(95)01753-4
]Search in Google Scholar
[
25. Lakdawala, A., & Singh, S. (2019), The Effect of Foreign Shocks on the Indian Economy. JEL Classification, 5(2), 34-50.
]Search in Google Scholar
[
26. Li, X. L., Yan, J., & Wei, X. (2021), Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China. Economic Analysis and Policy, 69, 640-652.10.1016/j.eap.2021.01.014
]Search in Google Scholar
[
27. Nguyen, L. H., Nguyen, L. X., & Tan, L. (2021), Tail risk connectedness between US industries. International Journal of Finance & Economics, 26(3), 3624-3650.10.1002/ijfe.1979
]Search in Google Scholar
[
28. Ogbuabor, J.E; Anthony-Orji O.I, Manasseh C.O and Orji A. (2020), Measuring the Dynamics of COMESA Output Connectedness with the Global Economy. The Journal of Economic Asymmetries Volume 21, June 2020, e00138. Available online at: https://www.sciencedirect.com/science/article/pii/S1703494919300775?dgcid=author https://doi.org/10.1016/j.jeca.2019.e00138.10.1016/j.jeca.2019.e00138
]Search in Google Scholar
[
29. Ogbuabor, J.E., Eigbiremolen, G.S.O., Aneke, G.C., Charles, M.O. (2018), Measuring the dynamics of APEC output connectedness. Asian-Pacific Economic Literature, 32(1), 29-44.10.1111/apel.12218
]Search in Google Scholar
[
30. Ogbuabor J. E., Orji A., Aneke G. C., and Erdene-Urnukh O. (2016), Measuring the Real and Financial Connectedness of Selected African Economies with the Global Economy. South African Journal of Economics, 84(3), 364 – 399.10.1111/saje.12135
]Search in Google Scholar
[
31. Oyelami L. O. and Olomola P.A. (2016), External shocks and macroeconomic responses in Nigeria: A global VAR approach, Cogent Economics & Finance, 7(2), 1342-1365.10.1080/23322039.2016.1239317
]Search in Google Scholar
[
32. Park, H., & Shin, Y. (2014), Mapping Korea's international linkages using Generalized Connectedness Measures. Bank of Korea WP, 16(7), 145-168.10.2139/ssrn.2580633
]Search in Google Scholar
[
33. Pesaran, M. H., Shin, Y. (1998), Generalized Impulse Response Analysis in Linear Multivariate Models. Economics Letters, 58(1), 17-29, https://doi.org/10.1016/S0165-1765(97)002140.10.1016/S0165-1765(97)00214-0
]Search in Google Scholar
[
34. Pham, B. T., & Sala, H. (2021), Cross-country connectedness in inflation and unemployment: measurement and macroeconomic consequences. Empirical economics, 1-24.10.2139/ssrn.3813639
]Search in Google Scholar
[
35. Samake, I. and Yang Y. (2014), Low-Income Countries’ Linkages to BRICS: Are There Growth Spillovers? Journal of Asian Economics, 30 (12), 1–14.10.1016/j.asieco.2013.09.002
]Search in Google Scholar
[
36. Umar, Z., Riaz, Y., & Zaremba, A. (2021), Patterns of spillover in energy, agricultural, and metal markets: a connectedness analysis for years 1780-2020. Finance Research Letters, 101999.10.1016/j.frl.2021.101999
]Search in Google Scholar
