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Return spillovers between green energy indexes and financial markets : a first sectoral approach

Nobletz, Capucine - 2021

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Oil volatility spillover into oil dependent equity-sector stock returns : evidence from major oil producing countries

Bhuyan, Rafiqul; Robbani, Mohammad; Talukder, Bakhtear - In: Bulletin of applied economics 8 (2022) 1, pp. 149-165

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Stress spillovers among financial markets : evidence from Spain

Andrada Félix, Julián; Fernandez-Perez, Adrian; … - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-21

Using a unique database, this paper examines the interconnection among stress indicators of the Spanish financial markets during the period of January 1999 to April 2021, applying both the connectedness framework and the Time-Varying Parameter Vector Autoregressive connectedness approach. Our...

Persistent link: https://www.econbiz.de/10012795265

Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach

Zhang, Yue-jun; Bouri, Elie; Gupta, Rangan; Ma, Shu-Jiao - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012667384

A survey on the magnet effect of circuit breakers in financial markets

Sifat, Imtiaz Mohammad; Mohamad, Azhar - In: International review of economics & finance : IREF 69 (2020), pp. 138-151

Persistent link: https://www.econbiz.de/10012486491

Price connectedness between green bond and financial markets

Reboredo, Juan Carlos; Ugolini, Andrea - In: Economic modelling 88 (2020), pp. 25-38

Persistent link: https://www.econbiz.de/10012416836

Gold as safe haven for G-7 stocks and bonds : a revisit

Shahzad, Syed Jawad Hussain; Raza, Naveed; Roubaud, David; … - In: Journal of quantitative economics 17 (2019) 4, pp. 885-912

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The missing spillover of base expansion into monetary aggregates : is there a puzzle?

Arnold, Ivo J. M.; Soederhuizen, Beau - In: Journal of macroeconomics 55 (2018), pp. 64-76

Persistent link: https://www.econbiz.de/10012127574

Financial crime spillovers : does one gain to be avenged?

Batz, Laure de - In: Journal of economic behavior & organization : JEBO 173 (2020), pp. 196-215

Persistent link: https://www.econbiz.de/10012288338

The linkage between stock and inter-bank bond markets in China : a dynamic conditional correlation (DCC) analysis

Hassanein, Ahmed; Elgohari, Hanaa - In: International journal of economics and business … 20 (2020) 1, pp. 80-99

Persistent link: https://www.econbiz.de/10012271095