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A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy · Study

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ArticleA connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy

Yulian Zhang2022

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Articlebronze2022

A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy

Yulian Zhang · Shigeyuki Hamori

56 citations·0/0 files stored·Economic Analysis and Policy

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Market Dynamics and Volatility Financial Risk and Volatility Modeling COVID-19 Pandemic Impacts

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1998Generalized impulse response analysis in linear multivariate models 2009The Impact of Uncertainty Shocks 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 1996Impulse response analysis in nonlinear multivariate models 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

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2023Promotion or hindrance? Exploring the bidirectional causality between geopolitical risk and green bonds from an energy perspective 2024Connectedness Structure and Volatility Dynamics Between BRICS Markets and International Volatility Indices: An Investigation

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Year2022

Typearticle

Published2022-08-12

VenueEconomic Analysis and Policy

ISSN-L0313-5926

Languageen

Citations56

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.eap.2022.08.004

openalex_workW4291109202

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