Analyzing time-different connectedness among systemic financial markets during the financial crisis and conventional era: New evidence from the VARX-DCC-MEGARCH model

Liu, Xiaoxing; Shehzad, Khurram

doi:10.1080/15140326.2023.2212455

Journal of Applied Economics

2023

DOI: 10.1080/15140326.2023.2212455

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Analyzing time-different connectedness among systemic financial markets during the financial crisis and conventional era: New evidence from the VARX-DCC-MEGARCH model

Xiaoxing Liu

Khurram Shehzad

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A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets

Zheng,

Luan,

et al. 2023

International Review of Financial Analysis

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A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets

Zheng,

Luan,

et al. 2023

International Review of Financial Analysis

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Analyzing time-different connectedness among systemic financial markets during the financial crisis and conventional era: New evidence from the VARX-DCC-MEGARCH model

Cited by 1 publication

References 45 publications

A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets

A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets

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