Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network
Author:
Funder
Fundamental Research Funds for the Central Universities
National Social Science Fund of China
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference60 articles.
1. The dynamics of spillover effects during the European sovereign debt turmoil;Alter;Journal of Banking & Finance,2014
2. Quantile connectedness: Modeling tail behavior in the topology of financial networks;Ando;Management Science,2022
3. Asymmetric correlations of equity portfolios;Ang;Journal of Financial Economics,2002
4. Dynamic co-movements of stock market returns, implied volatility and policy uncertainty;Antonakakis;Economics Letters,2013
5. Spreading crisis: Evidence of financial stress spillovers in the Asian financial markets;Apostolakis;International Review of Economics & Finance,2016
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. Tail connectedness: Measuring the volatility connectedness network of equity markets during crises;Pacific-Basin Finance Journal;2024-10
2. Spillover effects of climate transition risk and financial sectors: New evidence from China;Australian Economic Papers;2024-07-23
3. Assessing the impact of renewable energy tokens on BRICS stock markets: A new diversification approach;Energy Economics;2024-06
4. How Central Bank Digital Currency Uncertainty Impacts International Financial Markets?;2024
5. Nonlinear Dependence between the Us Banking and Insurance Markets During Covid-19 Pandemic;2024
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3