The asymmetric impact of oil market shocks on the time-varying connectedness and spillover of financial stress
Md. Rafayet Alam and Md. Abdur Rahman Forhad
| Year of publication: |
2025
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|---|---|
| Authors: | Alam, Md Rafayet ; Forhad, Abdur Rahman |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 57.2025, 14, p. 1542-1558
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| Subject: | financial crises | financial stress | Oil market shocks | spillover of crises | time-varying connectedness | Schock | Shock | Finanzkrise | Financial crisis | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | Ölmarkt | Oil market | VAR-Modell | VAR model | Welt | World | Wirkungsanalyse | Impact assessment | Schätzung | Estimation | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2024.2313598 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015331896