Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Year of publication: |
2024
|
---|---|
Authors: | Sheikh, Umaid A. ; Asadi, Mehrad ; Roubaud, David ; Hammoudeh, Shawkat |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 92.2024, Art.-No. 103098, p. 1-26
|
Subject: | geopolitical risk | global financial stress indices | Hedging effectiveness | QVAR dynamic time and frequency connectedness | Trade policy uncertainty | Australien | Australia | Welt | World | Hedging | Finanzkrise | Financial crisis | Internationaler Finanzmarkt | International financial market | Risiko | Risk | Globalisierung | Globalization | Volatilität | Volatility | Schätzung | Estimation |
-
Gómez Pineda, Javier Guillermo, (2020)
-
The international effects of global financial uncertainty shocks
Bonciani, Dario, (2020)
-
Salisu, Afees A., (2023)
- More ...
-
Asadi, Mehrad, (2022)
-
Scrutinizing commodity markets by quantile spillovers : a case study of the Australian economy
Asadi, Mehrad, (2023)
-
Asadi, Mehrad, (2023)
- More ...