Network analysis of international financial markets contagion based on volatility indexes
Author:
Publisher
Elsevier BV
Subject
Finance
Reference23 articles.
1. Assessing contagion risk from energy and non-energy commodity markets;Algieri;Energy Econ.,2017
2. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions;Antonakakis;J. Risk Financ. Manag.,2020
3. Dynamic connectedness among the implied volatilities of oil prices and financial assets: new evidence of the COVID-19 pandemic;Antonakakis;Int. Rev. Econ. Finance,2023
4. Return connectedness across asset classes around the COVID-19 outbreak;Bouri;Int. Rev. Financ. Analy.,2021
5. Volatility in international stock markets: an empirical study during COVID-19;Chaudhary;J. Risk Financ. Manag.,2020
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