Markov-switching multifractal volatility spillovers among European stock markets during crisis periods-Reference-Cited by-同舟云学术

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Markov-switching multifractal volatility spillovers among European stock markets during crisis periods

Published:2024-03-07 Issue: Volume: Page:1-18
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Tiwari Aviral Kumar¹^ORCID,Abakah Emmanuel Joel Aikins²^ORCID,Dwumfour Richard Adjei³,Lee Chi-Chuan⁴^ORCID

Affiliation:

1. Indian Institute of Management Bodh Gaya (IIM Bodh Gaya), Bodh Gaya, Bihar, India

2. Department of Finance, University of Ghana Business School, Accra, Ghana

3. Curtin University, Bentley, Australia

4. School of Public Administration, Southwestern University of Finance and Economics, Chengdu, China

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2024.2324846

Reference53 articles.

1. Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas

2. Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks

3. Correlation structure between fiat currencies and blockchain assets

4. Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications

5. Natural gas prices and stock prices: Evidence from EU-15 countries

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