Publications:
Regional Bank Failures and Volatility Transmission. (2025). Journal of Financial Stability. 78: 101404 (with William Lastrapes).
Does High Volatility Increase Connectedness: A Study of Asian Equity Markets. (2024). International Review of Financial Analysis. 96(B): 103735 (with Oluwasegun Adekoya, Johnson Oliyide, and Richard Afatsao). [Appendix]
A Joint Impulse Response Function for Vector Autoregressive Models. (2024). Empirical Economics. 66: 1553-1585. (with Paul Beaumont). [Appendix of Supplemental Results] [R Markdown HTML file]
Econometric Connectedness as a Measure of Urban Influence: Evidence from Maine (2023). Letters in Spatial and Resource Sciences. 16: 33. (with Todd Gabe and Lakshya Bharadwaj). [Data File] [Map - Urban Influence in Maine]
Cryptocurrency Connectedness: Does Controlling for the Cross-Correlations Matter? (2023). Applied Economics Letters. 30 (20): 2873-2880 (with Lakshya Bharadwaj).
The Joint Spillover Index (2021). Economic Modelling. 94: 681-691. (with William Lastrapes). [jSOI R code PDF]
Are Generalized Spillover Indices Overstating Connectedness? (2018). Economics Letters. 173: 131-134. (with Paul Beaumont, Stefan Norrbin, and Anuj Srivastava).

Current Research:
The Effects of Arts and Cultural Amenities on Housing Values: Evidence from U.S. Counties. (2025). Under Review. (with Francis Boateng and Todd Gabe).
Econometric Connectedness of US Counties with Canada. (2025). Working paper. (with Richard Afatsao and Todd Gabe).
Urban Influence of America's Largest Metropolitan Areas on US Counties: Evidence from Econometric Connectedness. (2024). Working paper. (with Todd Gabe, Richard Afatsao, Johnson Oliyide, and Oluwasegun Adekoya).
Is Connectedness a Leading Indicator of Financial Crises? (2024). Work in progress. (with Katie Losquadro, Johnson Oliyide, Francis Boateng, and Oluwasegun Adekoya).
"Joint Shocks" R package. (2025). Work in progress. (with Johnson Oliyide)
On The Measurement of Capital Market Integration. (2022). Working paper. (with William Lastrapes).
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