Dynamic spillover between green cryptocurrencies and stocks : a portfolio implication
Imran Yousaf, Jinxin Cui, Shoaib Ali
| Year of publication: |
2024
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| Authors: | Yousaf, Imran ; Cui, Jinxin ; Ali, Shoaib |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 96.2024, 2, Art.-No. 103661, p. 1-22
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| Subject: | Green cryptocurrencies | Green stocks | Hedging effectiveness | Return and volatility spillovers | TVP-VAR connectedness | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Spillover-Effekt | Spillover effect | Portfolio-Management | Portfolio selection | Hedging | Kapitaleinkommen | Capital income | Welt | World | ARCH-Modell | ARCH model | 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.iref.2024.103661 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015211784