Results 281 to 290 of about 2,968,753 (303)

Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach

International Review of Financial Analysis, 2022
Shigeyuki Hámori, Xie He
exaly  

Dynamic connectedness of major financial markets in China and America

International Review of Economics and Finance, 2021
Shoudong Chen
exaly  

Return connectedness and volatility dynamics of the cryptocurrency network

Finance Research Letters, 2023
Abhishek Poddar, Arun Kumar Misra, Ajay Kumar Mishra   +2 more
openaire   +1 more source

Dynamic return and volatility connectedness between commodities and Islamic stock market indices

Resources Policy, 2021
Slah Bahloul
exaly  

Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions

Journal of Risk and Financial Management, 2020
Nikolaos Antonakakis, Ioannis Chatziantoniou, David Gabauer   +2 more
exaly  

Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets

Applied Economics, 2023
Ioannis Chatziantoniou, David Gabauer
exaly  

Dynamic Connectedness of Financial Market Volatilities

2023
openaire   +1 more source

Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market

Scottish Journal of Political Economy, 2022
Hardik Marfatia, Ioannis Chatziantoniou, David Gabauer   +2 more
exaly  

Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?

Resources Policy, 2020
Khaled Mokni, Shawkat Hammoudeh, Ahdi Noomen Ajmi   +2 more
exaly  

Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China

International Review of Economics and Finance, 2023
Zhenghui Li, Bin Mo, He Nie
exaly