Did equity returns and volatilities change after the 2016 Trump election victory?
Burhan F. Yavas, Lidija Dedi, Tihana Škrinjarić
| Year of publication: |
2022
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|---|---|
| Authors: | Yavas, Burhan F. ; Dedi, Lidija ; Škrinjarić, Tihana |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 1, p. 1291-1308
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| Subject: | co-movement of returns | exchange traded funds | M-GARCH | stock market indices | volatility spillovers | Volatilität | Volatility | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Indexderivat | Index derivative | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2215 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012815045