Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks

M Balcilar, H Ozdemir, B Agan - Physica A: Statistical Mechanics and its …, 2022 - Elsevier
We use time and frequency connectedness approaches based on network analysis to
investigate the volatility connectedness among 27 emerging equity markets and seven high …

Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks

M Balcilar, H Ozdemir, B Agan - Physica A: Statistical …, 2022 - econpapers.repec.org
We use time and frequency connectedness approaches based on network analysis to
investigate the volatility connectedness among 27 emerging equity markets and seven high …

Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks

M Balcilar, H Ozdemir, B Agan - Physica A: Statistical Mechanics …, 2022 - ideas.repec.org
We use time and frequency connectedness approaches based on network analysis to
investigate the volatility connectedness among 27 emerging equity markets and seven high …

Effects of COVID-19 on Cryptocurrency and Emerging Market Connectedness: Empirical Evidence from Quantile, Frequency, and Lasso Networks

M Balcilar, H Ozdemir, B Agan - 2021 - europepmc.org
We use time and frequency connectedness approaches based on network analysis to
investigate the volatility connectedness among 27 emerging equity markets and seven high …

Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks

M Balcilar, H Ozdemir, B Agan - Physica A Statistical …, 2022 - ui.adsabs.harvard.edu
We use time and frequency connectedness approaches based on network analysis to
investigate the volatility connectedness among 27 emerging equity markets and seven high …

Effects of COVID-19 on Cryptocurrency and Emerging Market Connectedness: Empirical Evidence from Quantile, Frequency, and Lasso Networks

M Balcilar, H Ozdemir, B Agan - Frequency, and Lasso Networks - papers.ssrn.com
We use time and frequency connectedness approaches based on network analysis to
investigate the volatility connectedness among 27 emerging equity markets and seven high …