Risk aversion connectedness in developed and emerging equity markets before and after the COVID-19 pandemic-Reference-Cited by-同舟云学术

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Risk aversion connectedness in developed and emerging equity markets before and after the COVID-19 pandemic

Published:2020-12 Issue:12 Volume:6 Page:e05715
ISSN:2405-8440
Container-title:Heliyon
language:en
Short-container-title:Heliyon

Author:

Fassas Athanasios P.^ORCID

Publisher

Elsevier BV

Subject

Multidisciplinary

Reference107 articles.

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2. Nonparametric risk management and implied risk aversion;Ait-Sahalia;J. Econom.,2000

3. Financial contagion during COVID–19 crisis;Akhtaruzzaman;Finance Res. Lett.,2020

4. COVID-19 and the United States financial markets’ volatility;Albulescu;Finance Res. Lett.,2020

5. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions;Antonakakis;J. Risk Financ. Manag.,2020

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

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