SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy
16 references·2 citing·38 second hop
A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy (2022)A connectedness analysis among BRICS’s ge…Measuring Geopolitical Risk (2018)Measuring Geopolitical RiskOn the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…A new index of financial conditions (2014)A new index of financial cond…Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Is gold a safe haven or a hed…Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Hedges and safe havens: An ex…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Collateral Damage: Trade Disruption and the Economic Impact of War (2010)Collateral Damage: Trade Disr…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Gold as a hedge against the dollar (2005)Gold as a hedge against the d…What is an Oil Shock? (2000)What is an Oil Shock?Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Connectedness Structure and Volatility Dynamics Between BRICS Markets and International Volatility Indices: An Investigation (2024)Connectedness Structure and V…Promotion or hindrance? Exploring the bidirectional causality between geopolitical risk and green bonds from an energy perspective (2023)Promotion or hindrance? Explo…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Oil and the Macroeconomy since World War II (1983)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Facts and Fantasies about Commodity Futures (2006)The Economic Effects of Energy Price Shocks (2008)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)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)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)A CNN–LSTM model for gold price time-series forecasting (2020)The robustness of identified VAR conclusions about money (1998)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Residual-based tests for cointegration in models with regime shifts (1996)Introductory Econometrics for Finance (2008)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)The Quarterly Journal of Economics (2024)SRISK: A conditional capital shortfall measure of systemic risk (2017)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 2000What is an Oil Shock?2,194 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 2014A new index of financial conditions710 cited
  • 2012Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates664 cited
  • 2018Measuring Geopolitical Risk596 cited
  • 2005Gold as a hedge against the dollar572 cited
  • 2010Collateral Damage: Trade Disruption and the Economic Impact of War

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

545 cited
  • 2013Is gold a safe haven or a hedge for the US dollar? Implications for risk management515 cited
  • Cited by

    • 2023Promotion or hindrance? Exploring the bidirectional causality between geopolitical risk and green bonds from an energy perspective17 cited
    • 2024Connectedness Structure and Volatility Dynamics Between BRICS Markets and International Volatility Indices: An Investigation17 cited