Introducing the GVAR-GARCH model: Evidence from financial markets-Reference-Cited by-同舟云学术

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Introducing the GVAR-GARCH model: Evidence from financial markets

Published:2024-03 Issue: Volume:91 Page:101936
ISSN:1042-4431
Container-title:Journal of International Financial Markets, Institutions and Money
language:en
Short-container-title:Journal of International Financial Markets, Institutions and Money

Author:

Prelorentzos Arsenios-Georgios N.,Konstantakis Konstantinos N.,Michaelides Panayotis G.,Xidonas Panos^ORCID,Goutte Stephane,Thomakos Dimitrios D.^ORCID

Publisher

Elsevier BV

Reference108 articles.

1. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?;Akhtaruzzaman;Econ. Model.,2021

2. Financial contagion during COVID–19 crisis;Akhtaruzzaman;Financ. Res. Lett.,2021

3. COVID-19 crisis and risk spillovers to developing economies: Evidence from Africa;Akhtaruzzaman;J. Int. Dev.,2022

4. Does green improve portfolio optimisation?;Akhtaruzzaman;Energy Econ.,2023

5. Did the collapse of Silicon Valley Bank catalyze financial contagion?;Akhtaruzzaman;Financ. Res. Lett.,2023

Cited by 2 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. Solar Weather Dynamics and the US Economy: A Comprehensive GVAR Perspective;Review of Quantitative Finance and Accounting;2024-05-07

2. The Resilience of Indonesia Stock Market Amid COVID-19 Pandemic: An Industry Level Analysis;Studies in Systems, Decision and Control;2024

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