COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications : evidence from China and US economies
Walid Mensi, Khamis Hamed Al-Yahyaee, Xuan Vinh Vo, Sang Hoon Kang
| Year of publication: |
2024
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|---|---|
| Authors: | Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Vo Xuan Vinh ; Kang, Sang Hoon |
| Published in: |
International economics : the quarterly journal in international economics founded in 1980 by the CEPII. - [Amsterdam] : Elsevier, ISSN 2542-6869, ZDB-ID 2114199-X. - Vol. 180.2024, Art.-No. 100554, p. 1-23
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| Subject: | Asymmetric BEKK GARCH model | COVID-19 | Hedging | Industry sectors | Spillovers | Wavelet | China | Spillover-Effekt | Spillover effect | Coronavirus | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Wirkungsanalyse | Impact assessment | Volatilität | Volatility | USA | United States | Schätzung | Estimation | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.inteco.2024.100554 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015166867