Extreme risk contagion from the United States to BRICS stock markets: A multivariate quantile analysis (Withdrawal of Vol 70, art no 102067, 2024)

被引:0
|
作者
Zhang, Yi [1 ]
Zhou, Long [2 ]
Wu, Baoxiu [1 ]
Liu, Fang [3 ]
机构
[1] Northeastern Univ Qinhuangdao, Sch Econ, Qinhuangdao 066004, Peoples R China
[2] Univ Strathclyde, Ctr Energy Policy, Glasgow G1 1XQ, Scotland
[3] Cardiff Univ, Business Sch, Cardiff CF10 3EU, Wales
关键词
D O I
10.1016/j.najef.2024.102097
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
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页数:1
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    [J]. NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2024, 70
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    [J]. NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2024, 73
  • [3] Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
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    [J]. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2014, 33 : 39 - 48
  • [4] Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis
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    [J]. EMERGING MARKETS REVIEW, 2017, 31 : 32 - 46