Search Results - subject:"Financial connectedness"

Bitcoin market connectedness across political uncertainty

Chen, Yuxuan; Chiu, Junmao; Chung, Huimin; Lien, … - In: International review of economics & finance : IREF 96 (2024) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10015210767

Oil crisis vs pandemic : a broader outlook of time-frequency volatility transmission between Islamic and conventional stock markets

Ur Rehman, Moghis; Saleem, Adil; Sági, Judit - In: Cogent economics & finance 12 (2024) 1, pp. 1-30

This study explores volatility spillovers and financial connectedness between conventional and Islamic equity stock …

Persistent link: https://www.econbiz.de/10015374032

The mean reversion/persistence of financial cycles : empirical evidence for 24 countries worldwide

Lv, Shengnan; Xu, Zeshui; Fan, Xuecheng; Qin, Yong; … - In: Equilibrium : quarterly journal of economics and … 18 (2023) 1, pp. 11-47

Persistent link: https://www.econbiz.de/10014252618

Financial connectedness and risk transmission among MENA countries : evidence from connectedness network and clustering analysis

Balcilar, Mehmet; Elsayed, Ahmed H.; Hammoudeh, Shawkat - 2022

Persistent link: https://www.econbiz.de/10013463809

On systemic risk contagion in the euro area : evidence from frequency connectedness and the DY approaches

Polat, Onur - 2022

This study analyzes systemic risk contagion across the euro area by employing the Diebold-Yilmaz and the frequency connectedness methodologies with data from January 1, 1999, to January 25, 2021. We use the daily Composite Indicator of Systemic Stress (CISS) series for 11 countries in the euro...

Persistent link: https://www.econbiz.de/10013334765