Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach-Reference-Cited by-同舟云学术

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Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach

Published:2023-06 Issue: Volume:54 Page:103748
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Chang Hao-Wen^ORCID,Chang Tsangyao,Ling Yuan Hung,Yang Yung-Lieh

Publisher

Elsevier BV

Subject

Finance

Reference18 articles.

1. Does macroeconomic uncertainty really matter in predicting stock market behavior? A comparative study on China and USA;Abbas;China Finance Rev. Int.,2020

2. Eurozone crisis and BRIICKS stock markets: contagion or market interdependence?;Ahmad;Econ. Modell.,2013

3. Quantile connectedness: modeling tail behavior in the topology of financial networks;Ando;Manag. Sci.,2022

4. A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets;Boubaker;Energy Econ.,2017

5. EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness;Chatziantoniou;Q. Rev. Econ. Finance,2021

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1. Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter;Energy;2024-10

2. Market Resilience Unveiled: Insights from Quantile Time Frequency Connectedness into Emerging Countries Stock Indices;Journal of the Knowledge Economy;2024-07-13

3. Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers;Journal of Commodity Markets;2024-06

4. Bond yield spreads and exchange market pressure in emerging countries;International Journal of Emerging Markets;2024-04-19

5. Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R connectedness approach;Energy Economics;2024-04

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