Information spillover features in global financial markets: A systematic analysis-Reference-Cited by-同舟云学术

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Information spillover features in global financial markets: A systematic analysis

Published:2021-10 Issue: Volume:57 Page:101395
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Long Wen,Guo Ying,Wang Ying

Funder

Fundamental Research Funds for the Central Universities

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference40 articles.

1. Co-movements of GCC emerging stock markets: new evidence from wavelet coherence analysis;Aloui;Econ. Model.,2014

2. Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis;Beirne;Emerg. Mark. Rev.,2010

3. Volatility spillovers and contagion from mature to emerging stock markets;Beirne;Rev. Int. Econ.,2013

4. Volatility spillover shifts in global financial markets;BensaïDa;Econ. Model.,2018

5. Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia;Brooks;Econ. Model.,2000

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2. Return and volatility spillovers among global assets: Comparing health crisis with geopolitical crisis;International Review of Economics & Finance;2023-09

3. Debt default, financial risk transmission and governance from the perspective of supply chain network;Heliyon;2023-03

4. Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network;International Review of Economics & Finance;2022-03

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