Asymmetry and determinants of financial connectivity in G20 : evidence from a quantile-based and lasso regression analysis
Guangyi Yang, Yong Li, Xiaoxing Liu
| Year of publication: |
2025
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| Authors: | Yang, Guangyi ; Li, Yong ; Liu, Xiaoxing |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 77.2025, Art.-No. 102379, p. 1-27
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| Subject: | Extreme Market Conditions | Financial Risk Connectivity Network | Financial Risk Spillover | Tail Event Linkages | Regressionsanalyse | Regression analysis | Finanzrisiko | Financial risk | Finanzkrise | Financial crisis | Risiko | Risk | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2025.102379 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015374383