Search Results - subject:"Connectedness Analysis"

Co-movements and spillovers in GCC financial and commodity markets during turbulent periods : a quantile VAR connectedness approach/pdf

Alnafisah, Hind; Loukil, Sahar; Bejaoui, Azza; Jeribi, Ahmed - 2024

Persistent link: https://www.econbiz.de/10015359608

Co-movements and spillovers in GCC financial and commodity markets during turbulent periods: a quantile VAR connectedness approach

Alnafisah, Hind; Loukil, Sahar; Bejaoui, Azza; Jeribi, Ahmed - In: International Journal of Islamic and Middle Eastern … 17 (2024) 6, pp. 1291-1319

Purpose This paper aims to analyze the connectedness between the natural gas, wheat, gold, Bitcoin and Gulf Cooperation Council (GCC) stock indices with the advent of exogenous and unexpected shocks related to the health and political crises. Design/methodology/approach For this end, a...

Persistent link: https://www.econbiz.de/10015348139

The connectedness of oil shocks, green bonds, sukuks and conventional bonds

Umar, Zaghum; Abrar, Afsheen; Hadhri, Sinda; Sokolova, … - In: Energy economics 119 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014285011

The pandemic emergency asset purchase and the sovereign bond market connectedness

Chebbi, Tarek; Hmedat, Waleed - In: International journal of monetary economics and finance … 16 (2023) 2, pp. 105-120

Persistent link: https://www.econbiz.de/10014320651

Network connectedness dynamics of the yield curve of G7 countries

Umar, Zaghum; Riaz, Yasir; Aharon, David Y. - In: International review of economics & finance : IREF 79 (2022), pp. 275-288

Persistent link: https://www.econbiz.de/10013343398

Spillover and risk transmission in the components of the term structure of eurozone yield curve

Umar, Zaghum; Riaz, Yasir; Zaremba, Adam - In: Applied economics 53 (2021) 18, pp. 2141-2157

Persistent link: https://www.econbiz.de/10012500985

The financial connectedness between eurozone core and periphery: A disaggregated view

Magkonis, Georgios; Tsopanakis, Andreas - 2017

crisis of 2008 as well as the subsequent European sovereign crisis. Using two alternative techniques for connectedness … analysis, our evidence suggests that the peripheral economies of Italy and Spain play a highly significant role in the stress …

Persistent link: https://www.econbiz.de/10011787159

A financial connectedness analysis for Turkey

Çamlica, Ferhat; Güneş, Didem; Özen, Etkin - 2017

Persistent link: https://www.econbiz.de/10011772084

The financial connectedness between eurozone core and periphery : a disaggregated view

Magkonis, Georgios; Tsopanakis, Andreas - 2017

Persistent link: https://www.econbiz.de/10011759684

The financial connectedness between Eurozone core and periphery : a disaggregated view

Magkonis, Georgios; Tsopanakis, Andreas - In: Macroeconomic dynamics 24 (2020) 7, pp. 1674-1699

Persistent link: https://www.econbiz.de/10012307303