How do uncertainties affect the connectedness of global financial markets? : changes during the Russia-Ukraine conflict
Year of publication: |
2024
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Authors: | Wan, Yang ; Wang, Wenhao ; He, Shi ; Hu, Bing |
Published in: |
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 2164-2257, ZDB-ID 2659021-9. - Vol. 31.2024, 5, p. 848-875
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Subject: | dynamic connectedness | dynamic model averaging | Russia-Ukraine conflict | spectral decomposition | uncertainty |
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