Exploring the influence of Silicon Valley Bank default and U.S. financial stress on sectoral interactions and effective hedging strategies-Reference-Cited by-同舟云学术

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Exploring the influence of Silicon Valley Bank default and U.S. financial stress on sectoral interactions and effective hedging strategies

Published:2024-09-11 Issue: Volume: Page:1-25
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Tabash Mosab I¹^ORCID,Sheikh Umaid A²^ORCID,Roubaud David³^ORCID,Galariotis Emilios⁴^ORCID,Aytaç Beysül³^ORCID

Affiliation:

1. College of Business, Al Ain University, Al Ain, UAE

2. Faculty of Management Sciences, University of Central Punjab, Lahore, Pakistan

3. Montpellier Business School, Finance & Accounting Department, Montpellier, France

4. Audencia Business School, Department of Finance, Nantes, France

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2024.2396085

Reference59 articles.

1. Too big to fail: The aftermath of Silicon Valley Bank (SVB) collapse and its impact on financial markets

2. Black swan events and COVID-19 outbreak: Sector level evidence from the US, UK, and European stock markets

3. Did the collapse of Silicon Valley Bank catalyze financial contagion?

4. Connectedness between cryptocurrencies using high-frequency data: A novel insight from the Silicon Valley Banks collapse

5. Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?

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