Decomposing risk spillover effect in international stock market: A novel intertemporal network topology approach

Zhang, Xu; Lv, Zhiyu; Naeem, Muhammad Abubakr; Rauf, Abdul; Liu, Jiawen

doi:10.1016/j.frl.2024.105371

Finance Research Letters

2024

DOI: 10.1016/j.frl.2024.105371

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Decomposing risk spillover effect in international stock market: A novel intertemporal network topology approach

Xu Zhang,

Zhiyu Lv,

Muhammad Abubakr Naeem

et al.

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Cited by 13 publications

References 33 publications

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Oil shocks and the transmission of higher-moment information in US industry: Evidence from an asymmetric puzzle

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Aysan

et al. 2024

Borsa Istanbul Review

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Navigating median and extreme volatility in stock markets: Implications for portfolio strategies

Naeem

2024

International Review of Economics & Finance

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Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness

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Billah,

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Decomposing risk spillover effect in international stock market: A novel intertemporal network topology approach

Cited by 13 publications

References 33 publications

Oil shocks and the transmission of higher-moment information in US industry: Evidence from an asymmetric puzzle

Oil shocks and the transmission of higher-moment information in US industry: Evidence from an asymmetric puzzle

Navigating median and extreme volatility in stock markets: Implications for portfolio strategies

Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness

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