Global financial risk and market connectedness : An empirical analysis of COVOL and major financial markets
Chunlin Lang, Danyang Xu, Shaen Corbet, Yang Hu, John W. Goodell
| Year of publication: |
2024
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|---|---|
| Authors: | Lang, Chunlin ; Xu, Danyang ; Corbet, Shaen ; Hu, Yang ; Goodell, John W. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 93.2024, Art.-No. 103152, p. 1-14
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| Subject: | Commodity markets | COVOL | Dynamic connectedness | Financial crisis | Global financial risk | Stock markets | Volatility transmission | Finanzkrise | Internationaler Finanzmarkt | International financial market | Volatilität | Volatility | Welt | World | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Börsenkurs | Share price | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103152 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014543425