Volatility spillovers during normal and high volatility states and their driving factors: A cross‐country and cross‐asset analysis-Reference-Cited by-同舟云学术

Volatility spillovers during normal and high volatility states and their driving factors: A cross‐country and cross‐asset analysis

Published:2022-11-09 Issue: Volume: Page:
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int. J Fin Econ

Author:

Iqbal Najaf¹^ORCID,Bouri Elie²,Liu Guangrui³,Kumar Ashish⁴

Affiliation:

1. School of Finance Anhui University of Finance and Economics, Anhui Bengbu China

2. School of Business Lebanese American University Beirut Lebanon

3. School of Business Shaoxing University Shaoxing China

4. Indian Institute of Management Kashipur Kashipur India

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.2717

Reference62 articles.

1. Exploring GDP growth volatility spillovers across countries

2. Measuring extreme risk dependence between the oil and gas markets

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4. Revisiting the relationship between spot and futures markets: Evidence from commodity markets and NARDL framework;Ameur H. B.;Annals of Operations Research,2021

5. Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness

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