Measuring the G20 stock market return transmission mechanism : evidence from the R2 connectedness approach
Muhammad Abubakr Naeem, Ioannis Chatziantoniou, David Gabauer, Sitara Karim
| Year of publication: |
2024
|
|---|---|
| Authors: | Naeem, Muhammad Abubakr ; Chatziantoniou, Ioannis ; Gabauer, David ; Karim, Sitara |
| Subject: | Contemporaneous connectedness | G20 stock markets | R decomposition | Aktienmarkt | Stock market | G20-Staaten | G20 countries | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation | VAR-Modell | VAR model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Im Titelzusatz ist "2" hochgestellt |
| Other identifiers: | 10.1016/j.irfa.2023.102986 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446949