Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants-Reference-Cited by-同舟云学术

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Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants

Published:2024-03 Issue: Volume:41 Page:100889
ISSN:2214-6350
Container-title:Journal of Behavioral and Experimental Finance
language:en
Short-container-title:Journal of Behavioral and Experimental Finance

Author:

Lang Chunlin,Hu Yang,Corbet Shaen^ORCID,Hou Yang (Greg)

Publisher

Elsevier BV

Reference87 articles.

1. Systemic risk spillover across global and country stock markets during the COVID-19 pandemic;Abuzayed;Econ. Anal. Policy,2021

2. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques;Adekoya;Resour. Policy,2021

3. How is volatility in commodity markets linked to oil price shocks?;Ahmadi;Energy Econ.,2016

4. Understanding the FTX exchange collapse: A dynamic connectedness approach;Akyildirim;Finance Res. Lett.,2023

5. The financial market effects of international aviation disasters;Akyildirim;Int. Rev. Financ. Anal.,2020

Cited by 4 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. The impact of COVID-19 on global investor attention;Pacific-Basin Finance Journal;2024-12

2. Large shareholders' stock selling and corporate performance: Evidence from China;Pacific-Basin Finance Journal;2024-09

3. Tail risk connectedness during geopolitical shocks: assessing the impact of Russian-Ukraine conflict on G7 stock markets;Applied Economics;2024-08-29

4. Tail risk intersection between tech-tokens and tech-stocks;Global Finance Journal;2024-07

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