Volatility transmission dynamics between energy and financial indices of emerging markets : a comparison between the subprime crisis and the COVID-19 pandemic
Year of publication: |
2025
|
---|---|
Authors: | Molina-Muñoz, Jesús ; Mora-Valencia, Andrés ; Perote, Javier ; Rodríguez-Raga, Santiago |
Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 20.2025, 1, p. 135-156
|
Subject: | Volatility transmission | Energy index | Financial index | Emerging markets | Volatilität | Volatility | Schwellenländer | Emerging economies | Aktienindex | Stock index | Coronavirus | Finanzkrise | Financial crisis | Welt | World | Wirtschaftsindikator | Economic indicator | Finanzmarkt | Financial market | Energiemarkt | Energy market |
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