Volatility spillover effects of the US, European and Chinese financial markets in the context of the Russia-Ukraine conflict
Year of publication: |
2022
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Authors: | Beraich, Mohamed ; Amzile, Karim ; Laamire, Jaouad ; Zirari, Omar ; Fadali, Mohamed Amine |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 10.2022, 4, Art.-No. 95, p. 1-18
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Subject: | financial contagion | volatility spillovers | vector autoregression model | variance decomposition | Volatilität | Volatility | Spillover-Effekt | Spillover effect | VAR-Modell | VAR model | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | EU-Staaten | EU countries | Ansteckungseffekt | Contagion effect | Schock | Shock | China | Aktienmarkt | Stock market | USA | United States | Eurozone | Euro area |
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