Assessing downside and upside risk spillovers across conventional and socially responsible stock markets
Year of publication: |
2020
|
---|---|
Authors: | Ben Ameur, Hachmi ; Jawadi, Fredj ; Jawadi, Nabila ; Cheffou, Abdoulkarim Idi |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 88.2020, p. 200-210
|
Subject: | Systemic risk | Risk transmission | Socially responsible market | Value at risk | Conditional value at risk | Risikomaß | Risk measure | Risiko | Risk | Corporate Social Responsibility | Corporate social responsibility | Spillover-Effekt | Spillover effect | Theorie | Theory | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
-
Du, Jiangze, (2023)
-
On equity risk prediction and tail spillovers
Pouliasis, Panos, (2017)
-
Risk spillovers in international equity portfolios
Bonato, Matteo, (2012)
- More ...
-
Conventional and Islamic stock market liquidity and volatility during COVID 19
Jawadi, Fredj, (2021)
-
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj, (2019)
-
Modeling international stock price comovements with high-frequency data
Ben Ameur, Hachmi, (2018)
- More ...