The stress contagion among financial markets and its determinants-Reference-Cited by-同舟云学术

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The stress contagion among financial markets and its determinants

Published:2022-09-01 Issue: Volume: Page:1-36
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Wu Baohui¹,Min Feng²,Wen Fenghua¹³^ORCID

Affiliation:

1. School of Business, Central South University, Changsha, People’s Republic of China

2. School of Finance, Zhejiang University of Finance & Economics, Hangzhou, People’s Republic of China

3. School of Finance, Shanghai Lixin University of Accounting and Finance, Shanghai, People’s Republic of China

Funder

Dynamics and systemic risks of financial complex systems

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2022.2111222

Reference66 articles.

1. Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH

2. Derivative activities and Chinese banks’ exposures to exchange rate and interest rate movements

3. Volatility spillovers from the Chinese stock market to economic neighbours

4. Dynamic connectedness of uncertainty across developed economies: A time-varying approach

5. Financial stress spillovers across the banking, securities and foreign exchange markets

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