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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

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

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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

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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

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

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

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

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

Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets

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Persistent link: https://www.econbiz.de/10014284108

Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets

Mensi, Walid; Boubaker, Ferihane Zaraa; Al-Yahyaee, … - In: Finance research letters 25 (2018), pp. 230-238

Persistent link: https://www.econbiz.de/10012003543

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