Dynamic spillover and connectedness in higher moments of European stock sector markets-Reference-Cited by-同舟云学术

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Dynamic spillover and connectedness in higher moments of European stock sector markets

Published:2024-01 Issue: Volume:68 Page:102164
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Nekhili Ramzi,Mensi Walid,Vo Xuan Vinh,Kang Sang Hoon

Funder

Ministry of Education

National Research Foundation of Korea

Đại học Kinh tế Thành phố Hồ Chí Minh

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference40 articles.

1. The network origins of aggregate fluctuations;Acemoglu;Econometrica,2012

2. Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: a market and sectoral analysis;Aloui;Res. Int. Bus. Financ.,2022

3. Does realized skewness predict the cross-section of equity returns?;Amaya;J. Financ. Econ.,2015

4. Answering the skeptics: yes, standard volatility models do provide accurate forecasts;Andersen;Int. Econ. Rev.,1998

5. On the impacts of oil price fluctuations on European equity markets: volatility spillover and hedging effectiveness;Arouri;Energy Econ.,2012

Cited by 6 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. The higher-order moments connectedness between rare earth and clean energy markets and the role of geopolitical risk:New insights from a TVP-VAR framework;Energy;2024-10

2. How connected is the oil-bank network? Firm-level and high-frequency evidence;Energy Economics;2024-08

3. Interplay of crises: Unpacking intraday spillovers in oil and European equities in the shadow of the COVID-19 and the Ukraine-Russia war;Borsa Istanbul Review;2024-07

4. Deciphering asymmetric spillovers in US industries: Insights from higher-order moments;Research in International Business and Finance;2024-06

5. Extreme connectedness and network across financial assets and commodity futures markets;The North American Journal of Economics and Finance;2024-03

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