Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Walid Mensi, Zhuhua Jiang, Xuan Vinh Vo, Seong-Min Yoon
| Year of publication: |
2023
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|---|---|
| Authors: | Mensi, Walid ; Jiang, Zhuhua ; Vo Xuan Vinh ; Yoon, Seong-min |
| Published in: |
Australian economic papers. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-8454, ZDB-ID 2006503-6. - Vol. 62.2023, 4, p. 597-615
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| Subject: | asymmetric volatility transmission | crude oil | hedging | REIT | stock | Volatilität | Volatility | Hedging | Immobilienfonds | Real estate fund | Ölmarkt | Oil market | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/1467-8454.12323 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014443716