地缘政治冲击期间的尾部风险关联性：评估俄乌冲突对七国集团股票市场的影响

IF 1.8 3区经济学 Q2 ECONOMICS

Applied Economics Pub Date : 2024-08-29 DOI:10.1080/00036846.2024.2393893

Yang Hu, Shaen Corbet, Yang (Greg) Hou, Chunlin Lang, Les Oxley

引用次数: 0

摘要

本研究采用 TVP-VAR 频率关联性方法和几种稳健性测试方法，研究了俄乌战争对七国集团股票市场尾部风险关联性的影响。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Tail risk connectedness during geopolitical shocks: assessing the impact of Russian-Ukraine conflict on G7 stock markets

This study investigates the impact of the Russian-Ukraine war on the tail risk connectedness among G7 stock markets using a TVP-VAR frequency connectedness approach and several robustness testing p...

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来源期刊

Applied Economics ECONOMICS-

CiteScore

3.80

自引率

4.50%

发文量

525

期刊介绍： Applied Economics is a peer-reviewed journal encouraging the application of economic analysis to specific problems in both the public and private sectors. It particularly fosters quantitative studies, the results of which are of use in the practical field, and thus helps to bring economic theory nearer to reality. Contributions which make use of the methods of mathematics, statistics and operations research will be welcomed, provided the conclusions are factual and properly explained.