SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events
16 references·1 citing·49 second hop
Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events (2024)Financial contagion and networks among th…Russia–Ukraine crisis: The effects on the European stock market (2022)Russia–Ukraine crisis: The ef…Resilience of Organizations in the Construction Industry in the Face of COVID-19 Disturbances: Dynamic Capabilities Perspective (2022)Resilience of Organizations i…The dynamic nexus of energy consumption, international trade and economic growth in BRICS and ASEAN countries: A panel causality test (2021)The dynamic nexus of energy c…Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS (2018)Modelling dynamic dependence …Impact of oil price change on airline's stock price and volatility: Evidence from China and South Korea (2018)Impact of oil price change on…Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets (2016)Asymmetric impact of gold, oi…Global financial crisis and spillover effects among the U.S. and BRICS stock markets (2015)Global financial crisis and s…Extremal dependence tests for contagion (2015)Extremal dependence tests for…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes (2013)Contagion and Global Financia…Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (2011)Volatility spillovers between…A New Class of Tests of Contagion With Applications (2010)A New Class of Tests of Conta…Testing for contagion: a conditional correlation analysis (2005)Testing for contagion: a cond…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Testing for contagion using correlations: some words of caution (2001)Testing for contagion using c…Transmission of Volatility between Stock Markets (1990)Transmission of Volatility be…Co-Bubble transmission across clean and dirty Cryptocurrencies: Network and portfolio analysis (2024)Co-Bubble transmission across…Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis (2010)Eurozone sovereign contagion: Evidence from the CDS market (2005–2010) (2012)Co‐movements and Correlations Across Asian Securitized Real Estate and Stock Markets (2011)The Econometrics of Financial Markets (2012)“Options, Futures, and Other Derivatives” (2016)Interconnectedness in the Global Financial Market (2016)Stock market contagion during the global financial crisis: A multiscale approach (2017)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)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)Stock return variances (1986)Mean reversion in stock prices (1988)Correlations in Price Changes and Volatility across International Stock Markets (1990)Emerging equity market volatility (1997)Trying to Explain Home Bias in Equities and Consumption (1999)A Rational Expectations Model of Financial Contagion (2002)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? (2017)Structural breaks and volatility forecasting in the copper futures market (2017)How do equity markets react to COVID-19? Evidence from emerging and developed countries (2020)Bounds testing approaches to the analysis of level relationships (2001)Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method (2016)Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico (2019)Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets (2021)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)CoVaR (2016)Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach (2018)Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis (2019)Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle (2022)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)SRISK: A conditional capital shortfall measure of systemic risk (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)The Adjustment of Stock Prices to New Information (1969)The Econometrics of Financial Markets (1997)Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis (2022)Measuring Geopolitical Risk (2022)Are the European Union stock markets vulnerable to the Russia–Ukraine war? (2023)Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict (2023)Extreme Correlation of International Equity Markets (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)
this work references cited by second hop

References

  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1990Transmission of Volatility between Stock Markets1,588 cited
  • 2011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management666 cited
  • 2016Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets390 cited
  • 2022Russia–Ukraine crisis: The effects on the European stock market342 cited
  • 2005Testing for contagion: a conditional correlation analysis251 cited
  • 2018Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS236 cited
  • 2015Global financial crisis and spillover effects among the U.S. and BRICS stock markets225 cited
  • 2010A New Class of Tests of Contagion With Applications193 cited
  • 2018Impact of oil price change on airline's stock price and volatility: Evidence from China and South Korea101 cited
  • 2015Extremal dependence tests for contagion94 cited
  • 2021The dynamic nexus of energy consumption, international trade and economic growth in BRICS and ASEAN countries: A panel causality test92 cited
  • 2001Testing for contagion using correlations: some words of caution

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

83 cited
  • 2022Resilience of Organizations in the Construction Industry in the Face of COVID-19 Disturbances: Dynamic Capabilities Perspective73 cited
  • 2013Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes70 cited
  • Cited by

    • 2024Co-Bubble transmission across clean and dirty Cryptocurrencies: Network and portfolio analysis24 cited