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Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches
16 references·0 citing·49 second hop
Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches (2022)Exchange rate volatility connectedness du…The economics of COVID-19 pandemic: A survey (2021)The economics of COVID-19 pan…The territorial impact of COVID-19: Managing the crisis across levels of government (2020)The territorial impact of COV…Implications of COVID-19 Pandemic on the Global Trade Networks (2020)Implications of COVID-19 Pand…COVID-19 and the march 2020 stock market crash. 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References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 cited
  • 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS1,124 cited
  • 1990Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market840 cited
  • 2020COVID-19 and the march 2020 stock market crash. Evidence from S&P1500726 cited
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  • 2016Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets575 cited
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  • 2012Dynamic Equicorrelation456 cited
  • 2020Implications of COVID-19 Pandemic on the Global Trade Networks436 cited
  • 2012Individual investor perceptions and behavior during the financial crisis423 cited
  • 2021The economics of COVID-19 pandemic: A survey423 cited
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Financial contagion and the real economy
334 cited
  • 2002NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS288 cited
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