Measuring the G20 stock market return transmission mechanism: Evidence from the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si168.svg" display="inline" id="d1e4097"><mml:msup><mml:mrow><mml:mi>R</mml:mi></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msup></mml:math> connectedness approach

Naeem, Muhammad Abubakr; Chatziantoniou, Ioannis; Gabauer, David; Karim, Sitara

doi:10.1016/j.irfa.2023.102986

International Review of Financial Analysis

2024

DOI: 10.1016/j.irfa.2023.102986

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Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach

Muhammad Abubakr Naeem,

Ioannis Chatziantoniou,

David Gabauer

et al.

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Cited by 16 publications

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Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach

Cited by 16 publications

References 73 publications

Exploring Secular Wheat Price Dynamics Across Italian Cities Using $$R^{2}$$ Connectedness

Exploring Secular Wheat Price Dynamics Across Italian Cities Using $$R^{2}$$ Connectedness

The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches

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

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