Crypto Asset Markets vs. Financial Markets: Event Identification, Latest Insights and Analyses by Eleni Koutrouli, Polychronis Manousopoulos, John Theal, Laura Tresso

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Short-term Shocks and Long-term Relationships of Interdependencies Among Central European Capital Markets by Michał Bernard Pietrzak, Marcin Fałdziński, Adam P. Balcerzak, Tomáš Meluzín, Marek Zinecker

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Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH M... by Gholamhosein Golarzi, Seyed Ramin Abolfazli

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The impact of global risk aversion and domestic macroeconomic factors on the dynamic conditional correlations of South African financial markets by Kelleb Mloyi, Edson Vengesai

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Effective Forecasting of Insurer Capital Requirements: ARMA-GARCH, ARMA-GARCH-EVT, and DCC-GARCH Approaches by Thitivadee Chaiyawat, Pannarat Guayjarernpanishk

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Comparison of Markowitz Model and DCC-tCopula-LVaR for Portfolio Optimization in the Tehran Stock Exchange by Gholamreza Taghizadegan, Gholamreza Zomorodian, Mirfeiz Fallahshams, Rasoul Saadi

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Multivariate Asymmetric GARCH Model with Dynamic Correlation Matrix by Ju. S. Trifonov, B. S. Potanin

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A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets by Mohamed Ali Trabelsi, Salma Hmida

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Characterizing the effects of age, puberty, and sex on variability in resting-state functional connectivity in late childhood and early adolescence by Kelly A. Duffy, Andrea Wiglesworth, Donovan J. Roediger, Ellery Island, Bryon A. Mueller, Monica Luciana, Bonnie Klimes-Dougan, Kathryn R. Cullen, Mark B. Fiecas

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