The asymmetric impact of oil market shocks on the time-varying connectedness and spillover of financial stress-Reference-Cited by-同舟云学术

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The asymmetric impact of oil market shocks on the time-varying connectedness and spillover of financial stress

Published:2024-02-12 Issue: Volume: Page:1-17
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Alam Md. Rafayet¹,Forhad Md. Abdur Rahman²

Affiliation:

1. Department of Finance and Economics, University of Tennessee at Chattanooga, Chattanooga, TN, USA

2. Economic and Public Policy Research Group, Department of Humanities and Social Sciences, Dhaka University of Engineering and Technology, Gazipur, Bangladesh

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2024.2313598

Reference59 articles.

1. Crude oil futures prices and foreign exchange markets

2. Consumption- and speculation-led change in demand for oil and the response of base metals: A Markov-switching approach

3. International Asset Allocation With Regime Shifts

4. Distribution of the kurtosis statistic b2 for normal samples

5. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions

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