Connectedness among various financial markets classes under Covid-19 pandemic and 2022 Russo-Ukrainian war: evidence from TVP-VAR approach

Mroua, M.; Bouattour, H.

Mroua, M.; Bouattour, H..

Journal of Financial Economic Policy ; 2023.

Article in English | Web of Science | ID: covidwho-2243525

Keywords

stock markets; energy markets; return dynamic connectedness; covid-19 pandemic; 2022 russo-ukrainian war; tvp-var model; impulse-response analysis; oil prices; stock markets; volatility spillovers; equity markets; clean energy; crude-oil; dynamic dependence; returns evidence; transmission

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Full text: Available Collection: Databases of international organizations Database: Web of Science Language: English Journal: Journal of Financial Economic Policy Year: 2023 Document Type: Article

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