Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions

Author:

Balcilar Mehmet,Usman Ojonugwa,Duman Gazi Murat

Publisher

Elsevier BV

Reference73 articles.

1. Oil price fluctuations and economic growth: the case of MENA countries;Abdelsalam;Rev. Econ. Politic. Sci.,2020

2. Systemic risk and stability in financial networks;Acemoglu;Am. Econ. Rev.,2015

3. Financial regimes and uncertainty shocks;Alessandri;J. Monet. Econ.,2019

4. Testing multiple equation systems for common nonlinear components;Anderson;J. Econ.,1998

5. Measuring financial contagion and spillover effects with a state-dependent sensitivity value-at-risk model;Andries;Risks,2020

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