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Applied Economics Volume 51, 2019 - Issue 59
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Articles

Spillover across Eurozone credit market sectors and determinants

Syed Jawad Hussain ShahzadMontpellier Business School, Montpellier, France
,
Elie BouriUSEK Business School, Holy Spirit University of Kaslik (USEK), Jounieh, LebanonORCID Iconhttps://orcid.org/0000-0003-2628-5027
ORCID Icon,
Jose Arreola-HernandezRennes School of Business, Rennes, Brittany, France
,
David RoubaudMontpellier Business School, Montpellier, FranceCorrespondence[email protected]
&
Stelios BekirosDepartment of Economics, European University Institute, Florence, Italy
Pages 6333-6349 | Published online: 27 May 2019

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Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Richard Adjei Dwumfour & Chi-Chuan Lee. Markov-switching multifractal volatility spillovers among European stock markets during crisis periods. Applied Economics 0:0, pages 1-18.
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Articles from other publishers (21)

Cesario Mateus, Miramir Bagirov & Irina Mateus. (2023) Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. International Review of Finance 24:1, pages 83-103.
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Türker AÇIKGÖZ. (2023) Agricultural Production Connectedness and Networks in TürkiyeTürkiye’de Tarımsal Üretim Bağlantılılığı ve Ağları. Tekirdağ Ziraat Fakültesi Dergisi 20:4, pages 799-810.
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Hayet Soltani & Mouna Boujelbene Abbes. (2022) The impact of the COVID-19 pandemic on the nexus between the investor’s sentiment and the financial market dynamics: evidence from the Chinese market. Asia-Pacific Journal of Business Administration 15:5, pages 673-694.
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Wei-Qiang Huang & Peipei Liu. (2023) Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets: An interacting network perspective. International Review of Financial Analysis 90, pages 102875.
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Türker AÇIKGÖZ. (2023) Return and Volatility Connectedness in Electronic Warehouse Receipt Market of TurkeyTürkiye’nin Elektronik Ürün Senedi Piyasasında Getiri ve Volatilite Bağlantılılığı. Tekirdağ Ziraat Fakültesi Dergisi 20:3, pages 478-494.
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Haithem Awijen, Younes Ben Zaied & Ahmed Imran Hunjra. (2022) Systematic and Unsystematic Determinants of Sectoral Risk Default Interconnectedness. Computational Economics 62:2, pages 561-587.
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Siniša Bogdan, Natali Brmalj & Elvis Mujačević. (2023) Impact of Liquidity and Investors Sentiment on Herd Behavior in Cryptocurrency Market. International Journal of Financial Studies 11:3, pages 97.
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Cesario Mateus, Miramir Bagirov & Irina B. Mateus. (2023) Return and Volatility Connectedness and Net Directional Patterns in Spillover Transmissions: East and Southeast Asian Equity Markets. SSRN Electronic Journal.
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Mudassar Hasan, Muhammad Abubakr Naeem, Muhammad Arif, Syed Jawad Hussain Shahzad & Xuan Vinh Vo. (2022) Liquidity connectedness in cryptocurrency market. Financial Innovation 8:1.
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Peipei Liu & Wei-Qiang Huang. (2022) Modelling international sovereign risk information spillovers: A multilayer network approach. The North American Journal of Economics and Finance 63, pages 101794.
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Wei-Zhen Li, Jin-Rui Zhai, Zhi-Qiang Jiang, Gang-Jin Wang & Wei-Xing Zhou. (2022) Predicting tail events in a RIA-EVT-Copula framework. Physica A: Statistical Mechanics and its Applications 600, pages 127524.
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Ying-Ying Shen, Zhi-Qiang Jiang, Jun-Chao Ma, Gang-Jin Wang & Wei-Xing Zhou. (2021) Sector connectedness in the Chinese stock markets. Empirical Economics 62:2, pages 825-852.
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Ping-Xin Liew, Kian-Ping Lim & Kim-Leng Goh. (2022) The dynamics and determinants of liquidity connectedness across financial asset markets. International Review of Economics & Finance 77, pages 341-358.
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Toan Luu Duc Huynh, Matteo Foglia & John A. Doukas. (2022) COVID-19 and Tail-event Driven Network Risk in the Eurozone. Finance Research Letters 44, pages 102070.
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Bana Abuzayed, Elie Bouri, Nedal Al-Fayoumi & Naji Jalkh. (2021) Systemic risk spillover across global and country stock markets during the COVID-19 pandemic. Economic Analysis and Policy 71, pages 180-197.
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Taicir Mezghani, Mouna Boujelbène & Mariam Elbayar. (2021) Impact of COVID‐19 pandemic on risk transmission between googling investor’s sentiment, the Chinese stock and bond markets. China Finance Review International 11:3, pages 322-348.
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Elie Bouri, Xiaojie Lei, Naji Jalkh, Yahua Xu & Hongwei Zhang. (2021) Spillovers in higher moments and jumps across US stock and strategic commodity markets. Resources Policy 72, pages 102060.
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Oyakhilome Ibhagui. (2021) How do sovereign risk, equity and foreign exchange derivatives markets interact?. Economic Modelling 97, pages 58-78.
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Elie Bouri, Oguzhan Cepni, David Gabauer & Rangan Gupta. (2021) Return connectedness across asset classes around the COVID-19 outbreak. International Review of Financial Analysis 73, pages 101646.
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Nicolás S. Magner, Jaime F. Lavin, Mauricio A. Valle & Nicolás Hardy. (2020) The Volatility Forecasting Power of Financial Network Analysis. Complexity 2020, pages 1-17.
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Won Joong Kim, Gunho Jung & Sun-Yong Choi. (2020) Forecasting CDS Term Structure Based on Nelson–Siegel Model and Machine Learning. Complexity 2020, pages 1-23.
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