Key market identification, mechanism transmission, and extreme shock during the risk spillover process: an empirical study of the G20 FOREX markets-Reference-Cited by-同舟云学术

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Key market identification, mechanism transmission, and extreme shock during the risk spillover process: an empirical study of the G20 FOREX markets

Published:2023-05-22 Issue:6 Volume:65 Page:2549-2582
ISSN:0377-7332
Container-title:Empirical Economics
language:en
Short-container-title:Empir Econ

Author:

Zhou Wei,Guo Jin,Chen Ning,Lu Shuai

Funder

the Natural Science Foundation of China

the Outstanding Youth Project of Yunnan Province

the Philosophy and Social Science Innovation Team Project of Yunnan Province

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s00181-023-02436-4.pdf

Reference47 articles.

1. Antonakakis N, Kizys R (2015) Dynamic spillovers between commodity and currency markets. Int Rev Financ Anal 41:303–319

2. Baruník J, Kocenda E, Vacha L (2017) Asymmetric volatility connectedness on the forex market. J Int Money Finance 77:39–56

3. Bonacich P, Holdren AC, Johnston M (2004) Hyper-edges and multidimensional centrality. Soc Netw 26(3):189–203

4. Calvo GA, Mendoza EG (2000) Rational contagion and the globalization of securities markets. J Int Econ 51(1):79–113

5. Cao J, Wen F, Stanley HE, Wang X (2021) Multilayer financial networks and systemic importance: evidence from China. Int Rev Financ Anal. https://doi.org/10.1016/j.irfa.2021.101882

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies;The North American Journal of Economics and Finance;2024-09

2. Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models;Empirical Economics;2024-06-18

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