Unveiling Interconnectedness and Tail Risk in Financial Markets: A Quantile VAR Analysis of Ai-Based Assets, Sukuk, and Islamic Equity Indices

Author:

billah Mabruk

Publisher

Elsevier BV

Reference87 articles.

1. Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks;E J A Abakah;International Review of Finance,2022

2. Asymmetric connectedness between Google-based investor attention and the fourth industrial revolution assets: The case of FinTech and Robotics & Artificial intelligence stocks;O B Adekoya;Technology in Society,2022

3. The Impacts of the Russia-Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets;M K Alam;Journal of Risk and Financial Management,2022

4. Fear connectedness among asset classes;J Andrada-F�lix;Applied Economics,2018

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