Work

Navigating financial interconnectivity: analyzing oil, exchange rates and US market influences on Asia-Pacific equities using the time-varying parameter vector autoregressive connectedness approach

Year: 2025

Type: article

Source: Journal of Economic Studies

DOI: 10.1108/jes-10-2024-0674

Authors: S. M. N. N. Sarathkumara, S. M. R. K. Samarakoon, Rudra P. Pradhan

Institutions: University of Moratuwa, Rajarata University of Sri Lanka, Indian Institute of Technology Kharagpur, Wayamba University of Sri Lanka

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4407820670

FWCI: 5.835

Cites: 39

Cited by: 6

Related to: 10