Conditional transmission of global shocks to emerging stock markets: evidence from the quantile connectedness network analysis-Reference-Cited by-同舟云学术

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Conditional transmission of global shocks to emerging stock markets: evidence from the quantile connectedness network analysis

Published:2022-01-04 Issue:31 Volume:54 Page:3621-3634
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Tiwari Aviral Kumar¹^ORCID,Jena Sangram Keshari²,Trabelsi Nader³⁴,Hammoudeh Shawkat⁵⁶

Affiliation:

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

2. International Management Institute, Bhubaneswar, India

3. Al-Imam Mohammad Ibn Saud Islamic University (IMSIU), Riyadh, Saudi Arabia

4. University of Kairouan, Kairouan, Tunisia

5. Lebow College of Business, Drexel University, Merion Station, PA, USA

6. University of Economics Ho City Min City, Ho Chi Minh, Vietnam

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2021.2014396

Reference36 articles.

1. Quantile Connectedness: Modelling Tail Behaviour in the Topology of Financial Networks

2. Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*

3. On the global financial market integration “swoosh” and the trilemma

4. INTERNATIONAL BUSINESS CYCLE SYNCHRONIZATION IN HISTORICAL PERSPECTIVE*

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2. Market Resilience Unveiled: Insights from Quantile Time Frequency Connectedness into Emerging Countries Stock Indices;Journal of the Knowledge Economy;2024-07-13

3. Quantile connectedness between China’s new energy market and other key financial markets;Applied Economics;2024-04-05

4. The impact of domestic and global factors on individual public, domestic and foreign bank performances in Türkiye;Central Bank Review;2024-03

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