Higher-order and cross-moment spillovers among emerging technology, sustainable investing and traditional financial markets: Insights from multi-dimensional driving factors

2026/06/01 by Jinxin Cui, Aktham Maghyereh

paper · doi:10.1016/j.ribaf.2026.103371

crossref created 2026/03/14 · crossref deposited 2026/04/14 · crossref issued 2026/06/01 · crossref published 2026/06/01 · crossref published-print 2026/06/01 · crossref indexed 2026/08/05

Citations

• Price connectedness between green bond and financial markets
• Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
• Change Detection and the Causal Impact of the Yield Curve
• Extrapolation and bubbles
• Measuring the frequency dynamics of financial connectedness and systemic\n risk
• Market Liquidity and Funding Liquidity
• Autoregressive Conditional Density Estimation
• An Intertemporal Capital Asset Pricing Model
• PORTFOLIO SELECTION*
• Computation and analysis of multiple structural change models
• Estimating and Testing Linear Models with Multiple Structural Changes