Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries-Reference-Cited by-同舟云学术

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Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries

Published:2024-04 Issue: Volume:62 Page:105267
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

He Zhipeng^ORCID,Zhang Shuguang

Publisher

Elsevier BV

Reference51 articles.

1. CoVaR;Adrian;Amer. Econ. Rev.,2016

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

3. Coronavirus (COVID-19)—An epidemic or pandemic for financial markets;Ali;J. Behav. Exp. Finance,2020

4. Systemwide directional connectedness from crude oil to sovereign credit risk;Bajaj;J. Commod. Mark.,2023

5. Time-varying energy and stock market integration in Asia;Batten;Energy Econ.,2019

Cited by 1 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. Effects of Türkiye’s Credit Rantings and Credit Default Swaps (CDS) on BIST ALL;Bulletin of Economic Theory and Analysis;2024-06-30

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