Dynamic conditional correlations between Chinese sector returns and the S&P 500 index : an interpretation based on investment shocks
Myeong Hyeon Kim, Lingxia Sun
| Year of publication: |
March 2017
|
|---|---|
| Authors: | Kim, Myeong Hyeon ; Sun, Lingxia |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 48.2017, p. 309-325
|
| Subject: | Dynamic conditional correlation | Sector portfolio | Investment-specific shock | Investment opportunity | Korrelation | Correlation | Schock | Shock | Portfolio-Management | Portfolio selection | Investition | Investment | China | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2016.12.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011747302