Volatility connectedness between geopolitical risk and financial markets : insights from pandemic and military crisis periods
Ameet Kumar Banerjee, Ahmet Sensoy, John W. Goodell
| Year of publication: |
2024
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| Authors: | Banerjee, Ameet Kumar ; Sensoy, Ahmet ; Goodell, John W. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 96.2024, 3, Art.-No. 103740, p. 1-19
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| Subject: | Financial markets | Geopolitical risk | Risk spillovers | Time-varying VAR | Volatilität | Volatility | Finanzmarkt | Financial market | Geopolitik | Geopolitics | Welt | World | Finanzkrise | Financial crisis | Risiko | Risk | Spillover-Effekt | Spillover effect | Coronavirus | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.103740 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015323727