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Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict
Yousaf, Imran; Hunjra, Ahmed Imran; Alshater, Muneer Maher - In: Pacific-Basin finance journal 82 (2023), pp. 1-31
Persistent link: https://www.econbiz.de/10014463516
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Time-varying risk spillovers between renewable energy and Islamic stock markets : evidence from the Russia-Ukraine conflict
Ghallabi, Fahmi; Yousaf, Imran; Ghorbel, Ahmed; Li, … - In: Pacific-Basin finance journal 85 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014575116
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Analysis of the cross-region risk contagion effect in stock market based on volatility spillover networks : evidence from China
Li, Yanshuang; Zhuang, Xintian; Wang, Jian - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821305
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Spatial linkage of volatility spillovers and its explanation across China's interregional stock markets : a network approach
Li, Yanshuang; Zhuang, Xintian; Wang, Jian; Dong, Zibing - In: Applied economics letters 28 (2021) 8, pp. 668-674
Persistent link: https://www.econbiz.de/10012501590
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Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks
Li, Yanshuang; Zhuang, Xintian; Wang, Jian; Zhang, Weiping - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012656785
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Quantile time-frequency connectedness among G7 stock markets and clean energy markets
El Khoury, Rim; Alshater, Muneer Maher; Li, Yanshuang; … - In: The quarterly review of economics and finance 93 (2024), pp. 71-90
Persistent link: https://www.econbiz.de/10014494636
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Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network : evidence from the RCEP countries
Li, Yanshuang; Shi, Yujie; Shi, Yongdong; Xiong, Xiong; … - In: International review of financial analysis 94 (2024), pp. 1-65
Persistent link: https://www.econbiz.de/10014544074
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COVID-19 vaccinations and risk spillovers : evidence from Asia-Pacific stock markets
Li, Yanshuang; Shi, Yujie; Shi, Yongdong; Yi, Shangkun; … - In: Pacific-Basin finance journal 79 (2023), pp. 1-31
Persistent link: https://www.econbiz.de/10014463146
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Analysis of the impact of COVID-19 pandemic on G20 stock markets
Li, Yanshuang; Zhuang, Xintian; Wang, Jian; Dong, Zibing - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10013187672
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COVID-19 Vaccinations and Risk Spillovers : Evidence from Asia-Pacific Stock Markets
Li, Yanshuang; Shi, Yujie; Shi, Yongdong; Yi, Shangkun; … - 2022
AbstractThis study investigates the impact of COVID-19 vaccinations on volatility (risk) spillovers among major Asia-Pacific stock markets. Utilizing both mean-based and quantile-based connectedness approaches, we examine the evolving patterns and network structure of risk spillovers not only on...
Persistent link: https://www.econbiz.de/10014239700