Search Results - subject:"Frequency connectedness"

Investigation of emerging market stress under various frequency bands : evidence from FX market uncertainty and liquidity

Gunay, Samet; Dömötör, Barbara; Víg, Attila András - In: Emerging markets review 65 (2025), pp. 1-36

Persistent link: https://www.econbiz.de/10015329921

Identifying risk transmission in carbon, energy and metal markets : evidence from a novel quantile frequency connectedness approach

Wu, Hao; Huang, Yuan - 2025

Persistent link: https://www.econbiz.de/10015371996

Assessing cryptomarket risks: macroeconomic forces, market shocks and behavioural dynamics

Thelissaint, Josue - 2024

Persistent link: https://www.econbiz.de/10015191777

Importance of geopolitical risk in volatility structure : new evidence from biofuels, crude oil, and grains commodity markets

Karkowska, Renata; Urjasz, Szczepan - In: Journal of commodity markets : JCM 36 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10015162612

Examining the nexus between oil shocks and sovereign credit risk : multidimensional insights from major oil exporters

Naifar, Nader - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10015133583

Examining time-frequency quantile dependence between green bond and green equity markets

Hasan, Md. Bokhtiar; Uddin, Mohammed Gazi Salah; Ali, … - In: Financial innovation : FIN 10 (2024), pp. 1-28

contributes to the emerging literature on green investments by exploring the time-frequency connectedness between green bonds (GBs …

Persistent link: https://www.econbiz.de/10015361680

Russian Currency's external shocks and domestic policy effectiveness amid geopolitical tensions

Gainetdinova, Anna; Kazi Sohag; Samargandi, Nahla - In: Borsa Istanbul Review 24 (2024) 2, pp. 406-423

This study examines the dynamics of the Russian currency against the US dollar, exploring its responses to geopolitical risk, domestic policies, and oil and gas price shocks. Based on our quantile and time-frequency analyses from January 1998 to July 2022, focused on a subsample that covers the...

Persistent link: https://www.econbiz.de/10014495236

Assessing the crypto market stability after the FTX collapse : a study of high frequency volatility and connectedness

Esparcia, Carlos; Escribano, Ana; Jareño, Francisco - In: International review of financial analysis 94 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014543961

Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets

Zhou, Xuewei; Ouyang, Zisheng; Gupta, Rangan; Ji, Qiang - 2024

Persistent link: https://www.econbiz.de/10014553235

An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices

Kapar, Burcu; Syed Mabruk Billah; Rana, Faisal; Balli, Faruk - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1442-1467

Persistent link: https://www.econbiz.de/10014446633