The dynamic volatility connectedness of global financial assets during the Ebola & MERS epidemic and the COVID-19 pandemic
Author:
Affiliation:
1. School of Management, Mahindra University, Hyderabad, Telangana, India
2. Ahmedabad University, Ahmedabad, Gujarat, India
Funder
Mahindra University
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2023.2174499
Reference74 articles.
1. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques
2. Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses
3. Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns
4. Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks
5. Distribution of the Kurtosis Statistic for Normal Samples;Anscombe F. J.;Biometrika,1983
Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets;Pacific-Basin Finance Journal;2024-09
2. Macrofinancial interconnections in the Pacific Alliance: a quantile approach of stock markets and macroeconomic factors;Applied Economics Letters;2024-08-12
3. On the partial impact of uncertainties on the nexus between macroeconomic fundamentals in West Africa;Heliyon;2024-08
4. Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets;Global Finance Journal;2023-11
5. The Dynamic Effect of Pandemics on Industrial Production Growth;Journal of Emerging Market Finance;2023-08-21
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3