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Volatility spillover effect between internet finance and banks
7 references·0 citing·23 second hop
Volatility spillover effect between internet finance and banks (2021)Volatility spillover effect between inter…The effect of COVID – 19 pandemic on global stock market volatility: Can economic strength help to manage the uncertainty? (2021)The effect of COVID – 19 pand…Systemic risk and economic policy uncertainty: International evidence from the crude oil market (2020)Systemic risk and economic po…Integration and risk contagion in financial crises: Evidence from international stock markets (2019)Integration and risk contagio…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Stochastic Simulation (1987)How Big Is the Random Walk in GNP? (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Macroeconomics and Reality (1980)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market: A MODWT-Vine quantile regression approach (2022)What influences stock market co-movements between China and its Asia-Pacific trading partners after the Global Financial Crisis? (2022)Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU (2024)Measuring Economic Policy Uncertainty* (2016)On the Estimation of Security Price Volatilities from Historical Data (1980)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)The nexus between COVID-19 fear and stock market volatility (2021)The spatiotemporal evolution of COVID-19 in China and its impact on urban economic resilience (2022)Unmasking the other face of flexible working practices: A systematic literature review (2022)
this work references cited by second hop

References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,380 cited
  • 2021The effect of COVID – 19 pandemic on global stock market volatility: Can economic strength help to manage the uncertainty?251 cited
  • 2019Integration and risk contagion in financial crises: Evidence from international stock markets68 cited
  • 2020Systemic risk and economic policy uncertainty: International evidence from the crude oil market49 cited

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