Search Results - subject:"global stock markets"

Imported financial risk in global stock markets : evidence from the interconnected network

Ouyang, Zisheng; Zhou, Xuewei; Lu, Min; Liu, Ke - In: Research in international business and finance 69 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015052885

Comparative analysis of spillover effects in the global stock market under normal and extreme market conditions

Liu, Qiang; Xu, Chen; Xie, Jane - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-20

index better captures spillover effects under extreme and various market conditions among global stock markets. The … connections between stock markets are closer in extreme market conditions. The total spillover index of major global stock markets …

Persistent link: https://www.econbiz.de/10014636288

On the dynamic changes in the global stock markets' network during the Russia-Ukraine war

Zaheer, Kashif; Aslam, Faheem; Mohmand, Yasir Tariq; … - In: Economies : open access journal 12 (2024) 2, pp. 1-27

Analysis of the relationships among global stock markets is crucial for international investors, regulators, and … escalation of war. The empirical findings reveal that the Russia-Ukraine war impacted the global stock markets' network. However … policymakers, particularly during a crisis. Complex network theory was applied to analyze the relationship between global stock …

Persistent link: https://www.econbiz.de/10014500399

Combination forecast based on financial stress categories for global equity market volatility : the evidence during the COVID-19 and the global financial crisis periods

Li, Yan; Liang, Chao; Toan Luu Duc Huynh - In: Applied economics 56 (2024) 37, pp. 4435-4470

Persistent link: https://www.econbiz.de/10014560337

The impact of oil and global markets on Saudi stock market predictability : a machine learning approach

Abdou, Hussein A.; Elamer, Ahmed A.; Abedin, Mohammad Zoynul - In: Energy economics 132 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10015046881

Comprehensive analysis of global stock market reactions to the Russia-Ukraine war

Sun, Meihong; Zhang, Chao - In: Applied economics letters 30 (2023) 18, pp. 2673-2680

Persistent link: https://www.econbiz.de/10014368465

Carbon assets and Bitcoin : hedging roles in global stock markets during the tranquil and turbulent periods?

Jiang, Wei; Zhang, Yanyu - In: The journal of futures markets 43 (2023) 9, pp. 1183-1203

Persistent link: https://www.econbiz.de/10014339387

Global stock markets risk contagion : evidence from multilayer connectedness networks in the frequency domain

Ouyang, Zisheng; Zhou, Xuewei; Lai, Yongzeng - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014485468

Herding behavior and systemic risk in global stock markets

Hasan, Iftekhar; Tunaru, Radu; Vioto, Davide - In: Journal of empirical finance 73 (2023), pp. 107-133

Persistent link: https://www.econbiz.de/10014477001

Frequency heterogeneity of tail connectedness : evidence from global stock markets

Jian, Zhihong; Lu, Haisong; Zhu, Zhican; Xu, Huiling - In: Economic modelling 125 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014463607