Work

Measuring the G20 stock market return transmission mechanism: Evidence from the R 2 connectedness approach

Year: 2023

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2023.102986

Authors: Muhammad Abubakr Naeem, Ioannis Chatziantoniou, David Gabauer, Sitara Karim

Institutions: United Arab Emirates University, Lebanese American University, Hellenic Mediterranean University, Johannes Kepler University of Linz, Sunway University

Language: Latvian

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4387520868

FWCI: 12.67

Cites: 83

Cited by: 60

Related to: 10