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Search: subject:"Tail connectedness"
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Tail connectedness
6
Volatility
4
Volatilität
4
Capital income
3
Estimation
3
Kapitaleinkommen
3
Schätzung
3
Welt
3
World
3
ARCH model
2
ARCH-Modell
2
ASEAN stocks
2
Aktienmarkt
2
Asymmetry
2
Börsenkurs
2
Capital market returns
2
China
2
Kapitalmarktrendite
2
Quantile spillovers
2
Risiko
2
Risk
2
Share price
2
Spillover effect
2
Spillover-Effekt
2
Statistical distribution
2
Statistische Verteilung
2
Stock market
2
ASEAN countries
1
ASEAN-Staaten
1
Ausreißer
1
Bank
1
Bank risk
1
Bankrisiko
1
COVID-19 pandemic
1
Category-specific policy uncertainty
1
Country risk
1
Dynamic modeling
1
ESG rating
1
Financial market
1
Financial market regulation
1
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Undetermined
6
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Article
7
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6
Aufsatz in Zeitschrift
6
research-article
1
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English
7
Author
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Mensi, Walid
2
Vo Xuan Vinh
2
Yousaf, Imran
2
Al-Nassar, Nassar S.
1
Jian, Zhihong
1
Jiang, Yong
1
Kang, Sang Hoon
1
Kang, Sanghoon
1
Li, Jinlong
1
Ling, Aifan
1
Lu, Haisong
1
Ma, Chao-Qun
1
Massacci, Daniele
1
Ren, Yi-Shuai
1
Xu, Huiling
1
Yang, Xiao-Guang
1
Zhang, Yugui
1
Zhao, Zifeng
1
Zhu, Zhican
1
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Economic modelling
1
International Journal of Emerging Markets
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Pacific-Basin finance journal
1
Research in international business and finance
1
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ECONIS (ZBW)
6
Other ZBW resources
1
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1
Tail
connectedness
between category-specific policy uncertainty, sovereign debt risk, and stock volatility during a high inflation period
Jiang, Yong
;
Al-Nassar, Nassar S.
;
Ren, Yi-Shuai
;
Ma, …
- In:
Research in international business and finance
70
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10015056938
Saved in:
2
Spillovers and connectedness between Chinese and ASEAN stock markets during bearish and bullish market statuses
Yousaf, Imran
;
Mensi, Walid
;
Vo Xuan Vinh
;
Kang, Sang Hoon
-
2024
Persistent link: https://www.econbiz.de/10015375596
Saved in:
3
Can firms with higher ESG ratings bear higher bank systemic tail risk spillover? : evidence from Chinese A-share market
Ling, Aifan
;
Li, Jinlong
;
Zhang, Yugui
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463311
Saved in:
4
Frequency heterogeneity of
tail
connectedness
: evidence from global stock markets
Jian, Zhihong
;
Lu, Haisong
;
Zhu, Zhican
;
Xu, Huiling
- In:
Economic modelling
125
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463607
Saved in:
5
Spillovers and connectedness between Chinese and ASEAN stock markets during bearish and bullish market statuses
Yousaf, Imran
;
Mensi, Walid
;
Vo Xuan Vinh
;
Kang, Sanghoon
- In:
International Journal of Emerging Markets
19
(
2023
)
10
,
pp. 2661-2690
Purpose This study aims to examine the
tail
connectedness
between the Chinese and Association of Southeast Asian …
Persistent link: https://www.econbiz.de/10015346545
Saved in:
6
Dynamic bivariate peak over threshold model for joint tail risk dynamics of financial markets
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 892-906
Persistent link: https://www.econbiz.de/10012653200
Saved in:
7
Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele
- In:
Management science : journal of the Institute for …
63
(
2017
)
9
,
pp. 3072-3089
Persistent link: https://www.econbiz.de/10011749024
Saved in:
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