How prone are emerging markets' sectoral indices to global uncertainties? : evidence from the quantile connectedness approach with portfolio implications
Shabeer Khan, Mohd Ziaur Rehman, Mohammad Rahim Shahzad, Naimat U Khan and Lutfi Abdul Razak
| Year of publication: |
2025
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|---|---|
| Authors: | Khan, Shabeer ; Rehman, Mohd Ziaur ; Shahzad, Mohammad Rahim ; Khan, Naimat U ; Razak, Lutfi Abdul |
| Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 20.2025, 4, p. 1569-1592
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| Subject: | Connectedness | Emerging markets | Uncertainty | Quantile VAR | Dynamic portfolio analysis | Global uncertainty indices | Schwellenländer | Emerging economies | Portfolio-Management | Portfolio selection | VAR-Modell | VAR model | Risiko | Risk | Wirtschaftsindikator | Economic indicator | Welt | World | Volatilität | Volatility | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJOEM-12-2022-1920 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015398954