تصفح حسب الموضوع "Connectedness"
السجلات المعروضة 1 -- 5 من 5
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An intra-cryptocurrency analysis of volatility connectedness and its determinants: Evidence from mining coins, non-mining coins and tokens
( Elsevier , 2022 , Article)This paper analysis the dynamic of the volatility connectedness between three main categories of the cryptocurrency market (mineable coins, non-mineable coins and tokens). 2022 The Authors -
Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic
( Elsevier , 2022 , Article)This paper sets out to explore the impact of COVID-19 pandemic on the dynamic connectedness among gold, oil and five leading stock markets by applying a new DCC-GARCH connectedness approach. We find stronger connectedness ... -
Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?
( Springer , 2022 , Article)This paper examines the determinants of the dynamic connectedness between sovereign bond yields in a sample of G7 countries. In addition to the common macroeconomic factors, we focus on the impact of Economic Policy ... -
Green bonds’ connectedness with hedging and conditional diversification performance
( Elsevier Ltd , 2023 , Article)Investments in green assets are becoming increasingly significant, and they present a new asset class for investors. Consequently, the resulting connectedness among these green assets has implications for investments. Our ... -
Systemic risk spillover across global and country stock markets during the COVID-19 pandemic
( Elsevier , 2021 , Article)Uncovering the tail risk spillover among global financial markets helps provide a more comprehensive understanding of the information transmission in extreme market conditions such as the COVID-19 outbreak. In this paper, ...