Nonlinear network connectedness : assessing financial risk transmission in MENA and influence of external financial conditions
Mehmet Balcilar, Ojonugwa Usman, Gazi Murat Duman
| Year of publication: |
2024
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|---|---|
| Authors: | Balcilar, Mehmet ; Usman, Ojonugwa ; Duman, Gazi Murat |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025643-7. - Vol. 62.2024, Art.-No. 101186, p. 1-25
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| Subject: | Financial connectedness | Risk transmission | Economic uncertainty | Financial conditions | Regime switching | MENA | Risiko | Risk | MENA-Staaten | MENA countries | VAR-Modell | VAR model | Finanzmarkt | Financial market | Schätzung | Estimation | Risikomanagement | Risk management | Finanzrisiko | Financial risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2024.101186 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015084307