Narrow search
Showing 1 - 10 of 5,911
Cover Image
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu, Bing-Yue; Fan, Ying; Ji, Qiang; Hussain, Nazim - In: Energy economics 105 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013201958
Cover Image
Analysis of the impact of COVID-19 pandemic on G20 stock markets
Li, Yanshuang; Zhuang, Xintian; Wang, Jian; Dong, Zibing - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10013187672
Cover Image
Spatial connectedness of volatility spillovers in G20 stock markets : based on block models analysis
Zhang, Weiping; Zhuang, Xintian; Wu, Dongmei - In: Finance research letters 34 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012438221
Cover Image
Volatility and calendar anomaly through GARCH model : evidence from the selected G20 stock exchanges
Mishra, Shraddha - In: International journal of business and globalisation : IJBG 19 (2017) 1, pp. 126-144
Persistent link: https://www.econbiz.de/10011847647
Cover Image
Spatial linkage of volatility spillovers and its explanation across G20 stock markets : a network framework
Zhang, Weiping; Zhuang, Xintian; Lu, Yang; Wang, Jian - In: International review of financial analysis 71 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012435765
Cover Image
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Korkusuz, Burak; McMillan, David G.; Kambouroudis, Dimos - In: Empirical economics : a quarterly journal of the … 64 (2023) 4, pp. 1517-1537
Persistent link: https://www.econbiz.de/10014253685
Cover Image
Complex Network Analysis of Volatility Spillovers between Global Financial Indictors and G20 Stock Market
Korkusuz, Burak; McMillan, David G.; Kambouroudis, Dimos S - 2022
This paper analyses the dynamic transmission mechanism of volatility spillovers between key global financial indicators … and G20 stock markets. To examine the volatility spillover relations a bivariate GARCH-BEKK model, which captures … volatility spillovers, is combined with complex network theory. Here, we construct a volatility network of international …
Persistent link: https://www.econbiz.de/10013306657
Cover Image
Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Cover Image
Linkage between international food commodity prices and the Chinese stock markets
Kang, Jin-su; Hu, Jin-li; Chen, Ching-wen - In: International journal of economics and finance 5 (2013) 10, pp. 147-156
Persistent link: https://www.econbiz.de/10010200024
Cover Image
On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility
Jebabli, Ikram; Arouri, Mohamed; Teulon, Frédéric - In: Energy economics 45 (2014), pp. 66-98
Persistent link: https://www.econbiz.de/10010504792