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Systemic risk contagion of green and Islamic markets with conventional markets
Financial markets are exposed to extreme uncertain circumstances escalating their tail risk. Sustainable, religious, and conventional markets represent three different markets with various characteristics. Motivated with this, the current study measures the tail connectedness between sustainable, re...
Autores principales: | , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2023
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10112322/ https://www.ncbi.nlm.nih.gov/pubmed/37361088 http://dx.doi.org/10.1007/s10479-023-05330-5 |