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Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic

Wang, Dong; Li, Ping; Huang, Lixin - In: Finance research letters 46 (2022) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10013339281

Comparing the volatility spillovers among financial markets in Iran pre and post JCPOA : a VAR-BEKK-GARCH approach

Dehbashi, Vahid; Mohammadi, Teymour; Bahrami, Javid; … - In: Iranian economic review : journal of University of Tehran 26 (2022) 1, pp. 133-146

Persistent link: https://www.econbiz.de/10013365487

A note on the Bitcoin and Fed Funds rate

Aboura, Sofiane - In: Empirical economics : a quarterly journal of the … 63 (2022) 5, pp. 2577-2603

Persistent link: https://www.econbiz.de/10013440504

Spillovers of monetary policy shocks on financial markets during the crisis : Serbia and euro zone

Nedeljković, Milan; Savić, Nebojša - In: Panoeconomicus 69 (2022) 2, pp. 315-332

Persistent link: https://www.econbiz.de/10013352768

The financial interconnectedness between global equity markets and crude oil : evidence from the GCC

Yousuf, Moosa; Zhai, Jia - In: Journal of Chinese economic and business studies 20 (2022) 2, pp. 183-206

Persistent link: https://www.econbiz.de/10013353076

The dynamics and determinants of liquidity connectedness across financial asset markets

Liew, Ping-Xin; Lim, Kian-Ping; Goh, Kim-leng - In: International review of economics & finance : IREF 77 (2022), pp. 341-358

Persistent link: https://www.econbiz.de/10013332382

Detecting signed spillovers in global financial markets : a Markov-switching approach

Kangogo, Moses; Volkov, V. V. - In: International review of financial analysis 82 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013426494

On the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness

Diebold, Francis X.; Yılmaz, Kamil - 2022

We offer retrospective and prospective assessments of the Diebold-Yilmaz connectedness research program, combined with personal recollections of its development. Its centerpiece in many respects is Diebold and Yilmaz (2014), around which our discussion is organized.

Persistent link: https://www.econbiz.de/10013463897

Evaluating economic recovery by measuring the COVID-19 spillover impact on business practices : evidence from Asian markets intermediaries

Wang, Jianhe; Cui, Mengxing; Chang, Lei - In: Economic change & restructuring 56 (2023) 3, pp. 1629-1650

Persistent link: https://www.econbiz.de/10014327672

The COVID-19 pandemic and financial markets in Central Europe : macroeconomic measures and international policy spillovers

Grabowski, Wojciech; Janus, Jakub; Stawasz-Grabowska, Ewa - In: Emerging markets review 54 (2023), pp. 1-26

Persistent link: https://www.econbiz.de/10014336722

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