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Systemic risk contagion of green and Islamic markets with conventional markets
16 references·1 citing·48 second hopsampled
Systemic risk contagion of green and Islamic markets with conventional markets (2023)Systemic risk contagion of green and Isla…Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)Time-frequency connectedness …Tail dependence between bitcoin and green financial assets (2021)Tail dependence between bitco…Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication (2021)Static and Dynamic Connectedn…Public spending and green economic growth in BRI region: Mediating role of green finance (2021)Public spending and green eco…Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds (2020)Time-frequency comovement amo…Resiliency of Environmental and Social Stocks: An Analysis of the Exogenous COVID-19 Market Crash (2020)Resiliency of Environmental a…How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)How COVID-19 drives connected…Extreme return connectedness and its determinants between clean/green and dirty energy investments (2020)Extreme return connectedness …Bond Risk Premiums with Machine Learning (2020)Bond Risk Premiums with Machi…TENET: Tail-Event driven NETwork risk (2016)TENET: Tail-Event driven NETw…Measuring Systemic Risk (2016)Measuring Systemic RiskOn the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Financial Network Systemic Risk Contributions (2014)Financial Network Systemic Ri…Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (2011)Volatility spillovers between…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…CAViaR (2004)CAViaREnvironmental Regulations, Green Marketing, and Consumers’ Green Product Purchasing Intention: Evidence from China (2024)Environmental Regulations, Gr…Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Multivariate Simultaneous Generalized ARCH (1995)Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH (2015)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)An analysis of the literature on systemic financial risk: A survey (2016)Interconnectedness and systemic risk of China's financial institutions (2017)Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions (2021)Why Does Stock Market Volatility Change Over Time? 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(2018)Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)A step forward on sustainability: The nexus of environmental responsibility, green technology, clean energy and green finance (2022)Role of green finance in improving energy efficiency and renewable energy development (2022)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)On Persistence in Mutual Fund Performance (1997)Extreme risk spillover network: application to financial institutions (2017)Syndication, interconnectedness, and systemic risk (2017)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Data Envelopment Analysis: A Comprehensive Text with Models, Applications, References and DEA-Solver Software (1999)A slacks-based measure of efficiency in data envelopment analysis (2001)The impact of fintech innovation on green growth in China: Mediating effect of green finance (2021)Assessing the role of competitive intelligence and practices of dynamic capabilities in business accommodation of SMEs (2022)Digital economy and carbon emission performance: Evidence at China's city level (2022)Bank Runs, Deposit Insurance, and Liquidity (1983)Coherent Measures of Risk (1999)Market Liquidity and Funding Liquidity (2008)Bank Capital and Lending Relationships (2017)Estimating global bank network connectedness (2017)SRISK: A conditional capital shortfall measure of systemic risk (2017)
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References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2004CAViaR2,210 cited
  • 2016Measuring Systemic Risk1,846 cited
  • 2020Resiliency of Environmental and Social Stocks: An Analysis of the Exogenous COVID-19 Market Crash1,227 cited
  • 2021Public spending and green economic growth in BRI region: Mediating role of green finance784 cited
  • 2011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management666 cited
  • 2014Financial Network Systemic Risk Contributions559 cited
  • 2016TENET: Tail-Event driven NETwork risk472 cited
  • 2020Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds453 cited
  • 2020Extreme return connectedness and its determinants between clean/green and dirty energy investments452 cited
  • 2020Bond Risk Premiums with Machine Learning416 cited
  • 2020How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques397 cited
  • 2021Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis

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323 cited
  • 2021Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication314 cited
  • 2021Tail dependence between bitcoin and green financial assets300 cited
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    • 2024Environmental Regulations, Green Marketing, and Consumers’ Green Product Purchasing Intention: Evidence from China9 cited