Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis
Aviral Kumar Tiwari, Sangram Keshari Jena, Nader Trabelsi and Shawkat Hammoudeh
| Year of publication: |
2022
|
|---|---|
| Authors: | Tiwari, Aviral Kumar ; Jena, Sangram Keshari ; Trabelsi, Nader ; Hammoudeh, Shawkat |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 31, p. 3621-3634
|
| Subject: | connectedness | emerging markets | global shocks | quantiles | Return spillover | Schwellenländer | Emerging economies | Schock | Shock | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | VAR-Modell | VAR model | Globalisierung | Globalization | Schätzung | Estimation | Welt | World | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2021.2014396 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013410801