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Financial spillovers and spillbacks: New evidence from China and G7 countries
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- Wang, Bo & Xiao, Yang, 2023. "Risk spillovers from China's and the US stock markets during high-volatility periods: Evidence from East Asianstock markets," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Singh, Amanjot, 2021. "Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia," Economic Modelling, Elsevier, vol. 97(C), pages 45-57.
- Ouyang, Zisheng & Lu, Min & Lai, Yongzeng, 2023. "Forecasting stock index return and volatility based on GAVMD- Carbon-BiLSTM: How important is carbon emission trading?," Energy Economics, Elsevier, vol. 128(C).
- Abuzayed, Bana & Bouri, Elie & Al-Fayoumi, Nedal & Jalkh, Naji, 2021. "Systemic risk spillover across global and country stock markets during the COVID-19 pandemic," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 180-197.
- Tuzcuoglu, Kerem, 2024. "Nonlinear transmission of international financial stress," Economic Modelling, Elsevier, vol. 139(C).
- Alexey Mikhaylov & Ishaq M. Bhatti & Hasan Dinçer & Serhat Yüksel, 2024. "Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers," Computational Economics, Springer;Society for Computational Economics, vol. 63(1), pages 305-338, January.
- Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2021. "When the United States and the People’s Republic of China Sneeze: International Real and Financial Spillovers in Asia," ADBI Working Papers 1288, Asian Development Bank Institute.
- David Y. Aharon & Zaghum Umar & Xuan Vinh Vo, 2021. "Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-25, December.
- Zehri, Chokri, 2021. "Stock market comovements: Evidence from the COVID-19 pandemic," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
- Song, Malin & Zheng, Huanyu & Shen, Zhiyang & Chen, Boyang, 2023. "How financial technology affects energy transformation in China," Technological Forecasting and Social Change, Elsevier, vol. 188(C).
- Pierre‐Richard Agénor & Timothy P. Jackson & Luiz A. Pereira da Silva, 2023.
"Global banking, financial spillovers and macroprudential policy coordination,"
Economica, London School of Economics and Political Science, vol. 90(359), pages 1003-1040, July.
- Pierre-Richard Agénor & Luiz Awazu Pereira da Silva, 2019. "Global Banking, Financial Spillovers, and Macroprudential Policy Coordination," BIS Working Papers 764, Bank for International Settlements.
- Xie, Qiwei & Cheng, Lu & Liu, Ranran & Zheng, Xiaolong & Li, Jingyu, 2023. "COVID-19 and risk spillovers of China's major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis," Finance Research Letters, Elsevier, vol. 52(C).
- Aloui, Riadh & Ben Jabeur, Sami & Mefteh-Wali, Salma, 2022. "Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis," Research in International Business and Finance, Elsevier, vol. 62(C).
- Stolbov, Mikhail & Shchepeleva, Maria, 2022. "Modeling global real economic activity: Evidence from variable selection across quantiles," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
- Kai Shi, 2021. "Spillovers of Stock Markets among the BRICS: New Evidence in Time and Frequency Domains before the Outbreak of COVID-19 Pandemic," JRFM, MDPI, vol. 14(3), pages 1-37, March.
- Lodge, David & Manu, Ana-Simona & Van Robays, Ine, 2023.
"China’s footprint in global financial markets,"
Working Paper Series
2861, European Central Bank.
- Lodge, David & Manu, Ana-Simona & Van Robays, Ine, 2024. "China's footprint in global financial markets," BOFIT Discussion Papers 1/2024, Bank of Finland Institute for Emerging Economies (BOFIT).
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2022.
"Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination,"
International Economics and Economic Policy, Springer, vol. 19(1), pages 79-127, February.
- Pierre-Richard Agénor & Luiz Awazu Pereira da Silva, 2018. "Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination," BIS Papers, Bank for International Settlements, number 97, October –.
- Hanif, Waqas & Hadhri, Sinda & El Khoury, Rim, 2024. "Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers," Journal of Commodity Markets, Elsevier, vol. 34(C).
- Xiaoyu Liu & Xiao Zhang, 2023. "Are there financial stability gains from international macroprudential policy coordination?," Australian Economic Papers, Wiley Blackwell, vol. 62(4), pages 575-596, December.
- Marina Yu. Malkina & Dmitry Yu. Rogachev, 2024. "Financial Contagion of the Russian Stock Market from the European Stock Market During the COVID-19 Pandemic," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 27-42, April.
- Lin, Weinan & Ouyang, Ruolan & Zhang, Xuan & Zhuang, Chengkai, 2023. "Network analysis of international financial markets contagion based on volatility indexes," Finance Research Letters, Elsevier, vol. 56(C).
- Ke, Rui & Shen, Anni & Yin, Man & Tan, Changchun, 2024. "The cross-sector risk contagion among Chinese financial institutions: Evidence from the extreme volatility spillover perspective," Finance Research Letters, Elsevier, vol. 63(C).
- Huthaifa Sameeh Alqaralleh, 2023. "The extreme spillover from climate policy uncertainty to the Chinese sector stock market: wavelet time-varying approach," Letters in Spatial and Resource Sciences, Springer, vol. 16(1), pages 1-17, December.
- Pineda, Julián & Cortés, Lina M. & Perote, Javier, 2022. "Financial contagion drivers during recent global crises," Economic Modelling, Elsevier, vol. 117(C).
- Jiang, Kunliang & Ye, Wuyi, 2022. "Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?," Economic Modelling, Elsevier, vol. 117(C).
- Jain, Prachi & Maitra, Debasish, 2023. "Is there commodity connectedness across investment horizons? Evidence using news-based uncertainty indices," Economics Letters, Elsevier, vol. 225(C).
- Fang, Yi & Shao, Zhiquan, 2022. "The Russia-Ukraine conflict and volatility risk of commodity markets," Finance Research Letters, Elsevier, vol. 50(C).
- Li, Zheng-Zheng & Li, Yameng & Huang, Chia-Yun & Peculea, Adelina Dumitrescu, 2023. "Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method," Energy Economics, Elsevier, vol. 119(C).
- John Beirne & Nuobu Renzhi & Ulrich Volz, 2023. "When the United States and the People’s Republic of China Sneeze: Monetary Policy Spillovers to Asian Economies," Open Economies Review, Springer, vol. 34(3), pages 519-540, July.