Browsing by Subject "DYNAMIC CONNECTEDNESS"

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How prone are emerging markets' sectoral indices to global uncertainties? Evidence from the quantile connectedness approach with portfolio implications

Khan, S; Rehman, MZ; Shahzad, MR; Khan, NU; Razak, LA (2023)

PurposeThere has been a burgeoning interest in exploring the impact of uncertainty factors on share returns. However, studies on the influence of global financial uncertainties on emerging market sectoral indices are scarce. ...