Equity market connectedness across regimes of geopolitical risks : historical evidence and theory
Year of publication: |
2023
|
---|---|
Authors: | Jalloul, Maya ; Miescu, Mirela |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 137.2023, p. 1-18
|
Subject: | Asset trade | Equity market connectedness | Geopolitical risk | Multi-country macroeconomic model | Threshold VAR | Aktienmarkt | Stock market | Welt | World | Geopolitik | Geopolitics | VAR-Modell | VAR model | Internationaler Finanzmarkt | International financial market | Finanzmarkt | Financial market |
-
Equity market connectedness across regimes of geopolitical risks : historical evidence and theory
Jalloul, Maya, (2021)
-
Risk spillovers across geopolitical risk and global financial markets
Zheng, Jinlin, (2023)
-
Ekananda, Mahjus, (2021)
- More ...
-
Equity market connectedness across regimes of geopolitical risks : historical evidence and theory
Jalloul, Maya, (2021)
-
Baumann, Ursel, (2019)
-
COVID-19-induced shocks and uncertainty
Miescu, Mirela, (2021)
- More ...