Cargando…
Linear and Nonlinear Effects in Connectedness Structure: Comparison between European Stock Markets
The purpose of this research is to compare the risk transfer structure in Central and Eastern European and Western European stock markets during the 2007–2009 financial crisis and the COVID-19 pandemic. Similar to the global financial crisis (GFC), the spread of coronavirus (COVID-19) created a sign...
Autores principales: | Karkowska, Renata, Urjasz, Szczepan |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2022
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8870905/ https://www.ncbi.nlm.nih.gov/pubmed/35205597 http://dx.doi.org/10.3390/e24020303 |
Ejemplares similares
-
Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets
por: Hanif, Waqas, et al.
Publicado: (2023) -
Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?
por: Hussain, Muntazir, et al.
Publicado: (2022) -
The impact of COVID-19 pandemic on the volatility connectedness network of global stock market()
por: Cheng, Tingting, et al.
Publicado: (2022) -
Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic
por: Benlagha, Noureddine, et al.
Publicado: (2022) -
Dynamic nonlinear connectedness between the green bonds, clean energy, and stock price: the impact of the COVID-19 pandemic
por: Chai, Shanglei, et al.
Publicado: (2022)