Deciphering asymmetric spillovers in US industries : insights from higher-order moments
Muhammad Shafiullah, Arunachalam Senthilkumar, Brian M. Lucey, Muhammad Abubakr Naeem
| Year of publication: |
2024
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|---|---|
| Authors: | Muhammad Shafiullah ; Senthilkumar, Arunachalam ; Lucey, Brian M. ; Naeem, Muhammad Abubakr |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 70.2024, 1, Art.-No. 102313, p. 1-23
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| Subject: | Disruptive global events | Higher moment-order transmission | Realized kurtosis | Realized skewness | Realized volatility | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | USA | United States | Welt | World | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2024.102313 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015053386