Search Results - subject:"dynamic connectedness"

The impact of digital finance on clean energy and green bonds through the dynamics of spillover

Urekeshova, Assem; Rakhmetulina, Zhibek; Dubina, Igor; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 2, pp. 441-452

Persistent link: https://www.econbiz.de/10014366085

Does the tail of finance wag the dog of the real economy? : dynamic connectedness of the stock market and business confidence

Tita, Anthanasius Fomum; French, Joseph J.; Gurdgiev, … - In: International review of economics & finance : IREF 98 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015330577

Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market : time-frequency evidence from Quantile-on-Quantile regression

Ren, Ying-hua; Wang, Nairong; Zhu, Huiming - 2025

Persistent link: https://www.econbiz.de/10015337994

Does the VIX act as the main transmitter of mispricing in index futures markets? : insights from European and American regions

Samarakoon, S. M. R. K.; Pradhan, Rudra Prakash; … - 2025

Persistent link: https://www.econbiz.de/10015371777

Economic nexus among the Belt and Road Initiative participating countries

Yiguo, Chen; Luo, Peng; Chang, Tsangyao - 2025

Persistent link: https://www.econbiz.de/10015374464

Examining the transmission of credit and liquidity risks : a network analysis for EMU sovereign debt markets

Fernandez-Perez, Adrian; Gómez Puig, Marta; … - 2025

Persistent link: https://www.econbiz.de/10015374489

The dynamic connectedness between macroeconomic uncertainty and commodity volatility : evidence from China

Zou, Xiaopeng - In: Applied economics 57 (2025) 2, pp. 169-190

Persistent link: https://www.econbiz.de/10015191795

Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds

Xu, Danyang; Corbet, Shaen; Lang, Chunlin; Hu, Yang - In: Economic modelling 141 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015191410

Quantile connectedness amongst green assets amid COVID-19 and Russia-Ukraine tussle

Rehan, Ayesha; Mohti, Wahbeeah; Ferreira, Paulo - In: Economies : open access journal 12 (2024) 11, pp. 1-21

With the advent of greening the global economy and the introduction of green financial assets, this study examines the connectedness and spillover effect of green assets using a QVAR approach focusing on the average connectedness and connectedness under extreme market conditions. The time of the...

Persistent link: https://www.econbiz.de/10015197828

Financial market spillovers and investor attention to the Russia-Ukraine war

Li, Zhaohua; Hu, Baiding; Zhang, Yuqian; Yang, Wanyi - In: International review of economics & finance : IREF 96 (2024) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10015203795