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Measuring the G20 stock market return transmission mechanism: Evidence from the R 2 connectedness approach
16 references·1 citing·35 second hop
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
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  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
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  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
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2,527 cited
  • 2016CoVaR2,395 cited
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    • 2024RETRACTED: Mapping fear in financial markets: Insights from dynamic networks and centrality measures27 cited