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Keywords: Quantile spillovers
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Journal Articles
International Journal of Emerging Markets 1–27.
Published: 13 August 2026
... Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only African stock markets Sentiment index Uncertainty index Volatility index Quantile spillovers C58 G12 G14 G41 National Research Foundation of Korea NRF-2022S1A5A2A01045530 http://dx.doi.org...
Journal Articles
International Journal of Emerging Markets (2024) 19 (10): 2661–2690.
Published: 28 February 2023
... vector autoregression (QVAR) (p) as follows: Quantile spillovers Tail connectedness ASEAN stocks Asymmetry COVID-19 pandemic C40 F36 G14 The level of integration between financial markets is important to understand the dynamics of risk in the financial system. Connectedness...
Journal Articles
International Journal of Emerging Markets (2024) 19 (6): 1586–1625.
Published: 17 October 2022
...@pusan.ac.kr 25 03 2022 11 07 2022 24 08 2022 © Emerald Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only Oil Vietnamese stock sectors Quantile spillovers Crises Hedging With an approximate annual Gross Domestic Product (GDP) growth...
