Search Results - subject:"Risk spillover"

Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets : comparing the impacts of three Stock Connect programs

Yao, Yinhong; Li, Jingyu; Chen, Wei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1217-1233

Persistent link: https://www.econbiz.de/10014446620

Exploration of industrial risk contagion characteristics and mechanism under geopolitical events : evidence from China

Li, Yong; Niu, Tong; Wang, Xingyi - In: Applied economics 56 (2024) 30, pp. 3582-3599

Persistent link: https://www.econbiz.de/10014528599

Decomposing risk spillover effect in international stock market : a novel intertemporal network topology approach

Zhang, Xu; Lv, Zhiyu; Naeem, Muhammad Abubakr; Rauf, Abdul - In: Finance research letters 63 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10014531573

Risk spillover between carbon markets and stock markets from a progressive perspective : measurements, spillover networks, and driving factors

Dong, Qingli; Zhao, Yanzhi; Ma, Xiaojun; Zhou, Yanan - In: Energy economics 129 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014558852

When local and foreign investors meet the Chinese government's risk perception about COVID-19

Deng, Chao; Li, Shiyu; Hong, Yun - In: Journal of multinational financial management 74 (2024), pp. 1-16

This paper explores the nuanced extreme market responses exhibited by segmented domestic and foreign investors in reaction to state media coverage of the COVID-19 pandemic in China’s A-share and H-share markets. Our findings indicate that an extreme increase (or decrease) in this unexpected...

Persistent link: https://www.econbiz.de/10015062458

The impact of risk spillover network-based multidimensional systemic risks on the real economy

Chen, Na; Jin, Xiu; Xin, Baogui - In: Applied economics 56 (2024) 54, pp. 6972-6985

Persistent link: https://www.econbiz.de/10015074493

Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China

Huang, Xinya; Wang, Yufeng; Li, Houjian - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014580781

Measuring crisis from climate risk spillovers in European electricity markets

Zhao, Wanli; Zhai, Xiangyang; Ji, Qiang; Liu, Zhenhua - In: Energy economics 134 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015047131

Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets

Gao, Yang; Liu, Xiaoyi - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-28

Persistent link: https://www.econbiz.de/10014534809

The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots

Zhou, Wei-Xing; Dai, Yun-Shi; Duong, Kiet Tuan; Dai, … - In: Journal of economic behavior & organization 217 (2024), pp. 91-111

Persistent link: https://www.econbiz.de/10014552743