Financial connectedness and risk transmission among MENA countries : evidence from connectedness network and clustering analysis
Mehmet Balcilar, Ahmed H. Elsayed, Shawkat Hammoudeh
| Year of publication: |
2023
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|---|---|
| Authors: | Balcilar, Mehmet ; Elsayed, Ahmed H. ; Hammoudeh, Shawkat |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 82.2023, p. 1-27
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| Subject: | Financial stress and openness | Financial connectedness | Risk transmission | QVAR | Network analysis | Risiko | Risk | Soziales Netzwerk | Social network | Unternehmensnetzwerk | Business network | MENA-Staaten | MENA countries | VAR-Modell | VAR model | Schätzung | Estimation | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2022.101656 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014245872