Work

Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis

Year: 2021

Type: article

Source: Pacific-Basin Finance Journal

DOI: 10.1016/j.pacfin.2021.101563

Authors: Zaghum Umar, Youssef Manel, Yasir Riaz, Mariya Gubareva

Institutions: South Ural State University, Zayed University, Northern Border University, Namal University, National Research University Higher School of Economics, Universidade Politécnica de Lisboa, Centro de Investigação em Sociologia Económica e das Organizações

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Fundação para a Ciência e a Tecnologia

OpenAlex ID: W3158768331

FWCI: 6.836

Cites: 74

Cited by: 39

Related to: 10