Narrow search
Showing 1 - 10 of 306,530
Cover Image
Green bonds and traditional and emerging investments : understanding connectedness during crises
Xu, Danyang; Hu, Yang; Corbet, Shaen; Hou, Yang; Oxley, Les - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014534853
Cover Image
Global financial risk and market connectedness : An empirical analysis of COVOL and major financial markets
Lang, Chunlin; Xu, Danyang; Corbet, Shaen; Hu, Yang; … - In: International review of financial analysis 93 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014543425
Cover Image
Dynamic spillovers between natural gas and BRICS stock markets during health and political crises
Dhoha, Mellouli; Dammak, Wael; Alnafisah, Hind; Jeribi, … - In: Eurasian economic review : a journal in applied … 14 (2024) 2, pp. 453-485
Persistent link: https://www.econbiz.de/10015070182
Cover Image
Asymmetric connectedness between conventional and Islamic cryptocurrencies : evidence from good and bad volatility spillovers
Bouri, Elie; Asl, Mahdi Ghaemi; Darehshiri, Sahar; … - In: Financial innovation : FIN 10 (2024), pp. 1-26
This paper examines the dynamics of the asymmetric volatility spillovers across four major cryptocurrencies comprising … and Ripple) cryptocurrencies. Using a novel time-varying parameter vector autoregression (TVPVAR) asymmetric connectedness … bad spillovers are time-varying; (ii) bad volatility spillovers are more pronounced than good spillovers; (iii) a strong …
Persistent link: https://www.econbiz.de/10014548184
Cover Image
From black gold to financial fallout : analyzing extreme risk spillovers in oil-exporting nations
Abid, Ilyes; Benkraiem, Ramzi; Mzoughi, Hela; Urom, … - In: Journal of international financial markets, … 91 (2024), pp. 1-29
Persistent link: https://www.econbiz.de/10014494830
Cover Image
Oil shocks and stock markets revisited : measuring connectedness from a global perspective
Zhang, Dayong - In: Energy economics 62 (2017), pp. 323-333
Persistent link: https://www.econbiz.de/10011748157
Cover Image
Oil shocks and stock markets : dynamic connectedness under the prism of recent geopolitical and economic unrest
Antonakakis, Nikolaos; Chatziantoniou, Ioannis; Filis, … - In: International review of financial analysis 50 (2017), pp. 1-26
Persistent link: https://www.econbiz.de/10011820653
Cover Image
Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets
Dai, Zhifeng; Tang, Rui; Zhang, Xinhua - In: Energy economics 120 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014284108
Cover Image
Network analysis of international financial markets contagion based on volatility indexes
Lin, Weinan; Ouyang, Ruolan; Zhang, Xuan; Zhuang, Chengkai - In: Finance research letters 56 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014473638
Cover Image
How does the Russian-Ukrainian war change connectedness and hedging opportunities? : comparison between dirty and clean energy markets versus global stock indices
Karkowska, Renata; Urjasz, Szczepan - In: Journal of international financial markets, … 85 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014433239