Publications:
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:
Regional Bank Failures and Volatility Transmission. (2024). Under Review. (with William Lastrapes).
Does High Volatility Increase Connectedness: A Study of Asian Equity Markets. (2024). Under Review. (with Richard Afatsao, Johnson Oliyide, and Oluwasegun Adekoya).
Econometric Connectedness of US Counties with Canada. (2024). 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).
The Effect of Cultural and Arts Amenities in Rural Communities. (2024). Work in progress. (with Francis Boateng and Todd Gabe).
Is Connectedness a Leading Indicator of Financial Crises? (2024). Work in progress. (with Katie Losquadro, Johnson Oliyide, and Oluwasegun Adekoya).
Looking Beyond Price to Enhanced Resilience and Equity in Smallholder Coffee Production. (2023). Working paper. (with Jonathan G. Malacarne and Ana M. Tobar).
Stock Market Reaction to Multinational Divestitures in Russia. (2023). Work in progress. (with Aidan Michaud, Sebastian Lobe, and Stefano Tijerina).
On The Measurement of Capital Market Integration. (2022). Working paper. (with William Lastrapes).
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