Extreme risk spillover of the oil, exchange rate to Chinese stock market: Evidence from implied volatility indexes
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
General Energy,Economics and Econometrics
Reference55 articles.
1. Estimating market index valuation from macroeconomic trends;Afify;Q. Fin. Econ.,2021
2. Oil prices and the rise and fall of the US real exchange rate;Amano;J. Int. Money Financ.,1998
3. Oil prices, stock returns, and exchange rates: empirical evidence from China and the United States;Bai;N. A. J. Econ. Fin.,2018
4. Oil prices, exchange rates and emerging stock markets;Basher;Energy Econ.,2012
5. Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?;Beckmann;Energy Econ.,2013
Cited by 39 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. African and international financial markets interdependencies: Does Covid-19 media coverage make any difference?;Research in Globalization;2024-12
2. Oil shocks and currency behavior: A dual approach to digital and traditional currencies;Global Finance Journal;2024-09
3. Uncovering the Sino‐US Dynamic Risk Spillovers Effects: Evidence From Agricultural Futures Markets;Journal of Futures Markets;2024-08-30
4. WTI, Brent or implied volatility index: Perspective of volatility spillover from oil market to Chinese stock market;PLOS ONE;2024-04-25
5. Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets;Journal of Multinational Financial Management;2024-04
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