Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict
Imran Yousaf, Ahmed Imran Hunjra, Muneer M. Alshater, Elie Bouri, Yanshuang Li
| Year of publication: |
2023
|
|---|---|
| Authors: | Yousaf, Imran ; Hunjra, Ahmed Imran ; Alshater, Muneer Maher ; Bouri, Elie ; Li, Yanshuang |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 82.2023, p. 1-31
|
| Subject: | Complex network | Frequency and quantile connectedness | Global financial markets | Quantile-on-Quantile Regression | Russo-Ukrainian conflict | Volatility | Volatilität | Welt | World | Internationaler Finanzmarkt | International financial market | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2023.102163 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463516