Tail risk connectedness during geopolitical shocks: assessing the impact of Russian-Ukraine conflict on G7 stock markets-Reference-Cited by-同舟云学术

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Tail risk connectedness during geopolitical shocks: assessing the impact of Russian-Ukraine conflict on G7 stock markets

Published:2024-08-29 Issue: Volume: Page:1-29
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Hu Yang¹,Corbet Shaen¹²,Hou Yang (Greg)¹,Lang Chunlin³⁴,Oxley Les¹

Affiliation:

1. School of Accounting, Finance and Economics, University of Waikato, Waikato, New Zealand

2. DCU Business School, Dublin City University, Dublin, Ireland

3. School of Information Management, Zhengzhou University, Zhengzhou, China

4. Zhengzhou Data Science Research Center, Zhengzhou, China

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2024.2393893

Reference54 articles.

1. Economic Sanctions: Obstruction or Instrument for World Trade?;Ali A. J.;Managerial Finance,1999

2. Tail-Risk Spillovers from China to G7 Stock Market Returns During the COVID-19 Outbreak: A Market and Sectoral Analysis;Aloui R.;Research in International Business and Finance,2022

3. Refined Measures of Dynamic Connectedness Based on Time-Varying Parameter Vector Autoregressions;Antonakakis N.;Journal of Risk and Financial Management,2020

4. Financial Stress, Economic Policy Uncertainty, and Oil Price Uncertainty;Apostolakis G. N.;Energy Economics,2021

5. Evaluating Predictive Performance of Value-At-Risk Models in Emerging Markets: A Reality Check;Bao Y.;Journal of Forecasting,2006

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