Search Results - subject:"Asymmetric connectedness"

Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic

Mishra, Aswini Kumar; Kamesh Anand K; Venkatasai … - 2025

Persistent link: https://www.econbiz.de/10015359803

Geopolitical risks and the energy-stock market nexus : evidence from Turkiye

Böyükaslan, A.; Demirer, Rıza; Ergüney, E. B.; … - In: Borsa Istanbul Review 24 (2024) 1, pp. 73-83

The goal of this study is to examine the role of geopolitical risks as a driver of stock market returns in the context of the energy-stock market nexus with a particular emphasis on the intermediary role of energy supply for Turkiye. Our findings confirm the role of GPRs as a net transmitter of...

Persistent link: https://www.econbiz.de/10014494682

Asymmetric connectedness between conventional and Islamic cryptocurrencies : evidence from good and bad volatility spillovers

Bouri, Elie; Asl, Mahdi Ghaemi; Darehshiri, Sahar; … - In: Financial innovation : FIN 10 (2024), pp. 1-26

and Ripple) cryptocurrencies. Using a novel time-varying parameter vector autoregression (TVPVAR) asymmetric connectedness …

Persistent link: https://www.econbiz.de/10014548184

Asymmetric connectedness and investment strategies between commodities and Islamic banks : evidence from gulf cooperative council (GCC) markets

Syed Mabruk Billah; Hadhri, Sinda; Shaik, Muneer; … - In: Pacific-Basin finance journal 86 (2024), pp. 1-29

Persistent link: https://www.econbiz.de/10015084849

Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets

Abakah, Emmanuel Joel Aikins; Abdullah, Mohammad; … - In: Research in international business and finance 69 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015052950

Interlinkages across US sectoral returns : time‑varying interconnectedness and hedging effectiveness

Polat, Onur - In: Financial innovation : FIN 10 (2024), pp. 1-27

January 2023. To this end, we used the time varying parameter vector autoregression (TVP-VAR) asymmetric connectedness …

Persistent link: https://www.econbiz.de/10014535347

Asymmetric volatility transmission across Northeast Asian stock markets

Lee, Woo Suk; Lee, Hahn-shik - In: Borsa Istanbul Review 22 (2022) 2, pp. 341-351

This paper investigates various aspects of asymmetric connectedness among the stock markets in China, Japan, and Korea …

Persistent link: https://www.econbiz.de/10013184285