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  • Search: subject:"extended joint connectedness"
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Year of publication
Subject
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Risiko 2 Risk 2 Aktienmarkt 1 Arabische Golf-Staaten 1 Außenwirtschaftspolitik 1 Capital market returns 1 Coronavirus 1 Estimation 1 Foreign economic policy 1 GCC islamic sectors 1 Geopolitical risks 1 Gulf countries 1 Higher-order moments 1 Islamic countries 1 Islamische Staaten 1 Kapitalmarktrendite 1 Oil and stock markets 1 QVAR with extended joint connectedness 1 QVAR with frequency-domain connectedness 1 Real interest rate 1 Realzins 1 Risk connectedness 1 Schätzung 1 Spillover effect 1 Spillover-Effekt 1 Stock market 1 TVP-VAR 1 TVP-VAR extended joint connectedness approach 1 Trade policy uncertainty 1 Volatility 1 Volatility contagion 1 Volatilität 1 Welt 1 World 1 dynamic connectedness 1 extended joint connectedness 1 real interest rate dynamics 1
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Online availability
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Free 3 CC license 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 3
Author
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Cui, Jinxin 1 Cuñado Eizaguirre, Juncal 1 Gabauer, David 1 Gupta, Rangan 1 Kang, Sang Hoon 1 Liao, Dijia 1 Mahyereh, Aktham 1 Mensi, Walid 1 Sheikh, Umaid A. 1 Tabash, Mosab I. 1
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Published in...
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Borsa Istanbul Review 1 Department of Economics working paper series 1 International review of economics & finance : IREF 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Quantile-based extended joint connectedness between trade policy uncertainty and GCC Islamic stock sectoral volatility
Tabash, Mosab I.; Sheikh, Umaid A.; Mensi, Walid; Kang, … - In: Borsa Istanbul Review 24 (2024) 6, pp. 1146-1165
This study quantifies the shock transmission mechanism between the trade policy uncertainty (TPU) index and Sharia-compliant stock sectoral conditional volatility in the Gulf Cooperation Council (GCC) countries. We employ a comprehensive analysis that includes the time-domain extended joint and...
Persistent link: https://www.econbiz.de/10015152585
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Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict : fresh evidence from the higher-order moments
Cui, Jinxin; Mahyereh, Aktham; Liao, Dijia - In: International review of economics & finance : IREF 95 (2024), pp. 1-34
Persistent link: https://www.econbiz.de/10015141787
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On the propagation mechanism of international real interest rate spillovers : evidence from more than 200 years of data
Cuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10012820408
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