Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach-Reference-Cited by-同舟云学术

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Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach

Published:2024-06 Issue: Volume:93 Page:121-139
ISSN:1059-0560
Container-title:International Review of Economics & Finance
language:en
Short-container-title:International Review of Economics & Finance

Author:

Dang Tam Hoang Nhat^ORCID,Balli Faruk^ORCID,Balli Hatice Ozer,Gabauer David,Nguyen Thi Thu Ha

Publisher

Elsevier BV

Reference112 articles.

1. Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence;Abid;Finance Research Letters,2020

2. Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies;Adekoya;Resources Policy,2022

3. The world uncertainty index;Ahir,2022

4. International financial spillovers to emerging market economies: How important are economic fundamentals?;Ahmed;Journal of International Money and Finance,2017

5. COVID-19 crisis and risk spillovers to developing economies: Evidence from Africa;Akhtaruzzaman;Journal of International Development,2022

Cited by 1 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. Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters;Energy Economics;2024-08

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