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1% ============================================================================2% UQO Working Paper No. 6 -- references.bib3% Every entry verified against Crossref on 2026-10-17 (editorial-board revision);4% DOIs recorded. 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{International} Transmission of Stock Returns and Volatility},435 journal = {Review of Financial Studies},436 year = {1994},437 volume = {7},438 number = {3},439 pages = {507--538},440 doi = {10.1093/rfs/7.3.507}441}442443@article{Longin2001,444 author = {Longin, Fran{\c{c}}ois and Solnik, Bruno},445 title = {Extreme Correlation of International Equity Markets},446 journal = {Journal of Finance},447 year = {2001},448 volume = {56},449 number = {2},450 pages = {649--676},451 doi = {10.1111/0022-1082.00340}452}453454@article{Mandelbrot1963,455 author = {Mandelbrot, Benoit},456 title = {The Variation of Certain Speculative Prices},457 journal = {Journal of Business},458 year = {1963},459 volume = {36},460 number = {4},461 pages = {394--419},462 doi = {10.1086/294632}463}464465% ---------------------------------------------------------------- FX, commodities, VIX466@article{Arouri2011,467 author = {Arouri, Mohamed El Hedi and Jouini, Jamel and Nguyen, Duc Khuong},468 title = {Volatility Spillovers between Oil Prices and Stock Sector Returns: Implications for Portfolio Management},469 journal = {Journal of International Money and Finance},470 year = {2011},471 volume = {30},472 number = {7},473 pages = {1387--1405},474 doi = {10.1016/j.jimonfin.2011.07.008}475}476477@article{Baur2010,478 author = {Baur, Dirk G. and Lucey, Brian M.},479 title = {Is Gold a Hedge or a Safe Haven? 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