Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets
Fenghua Wen, Jiahui Cao, Zhen Liu, Xiong Wang
| Year of publication: |
2021
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| Authors: | Wen, Fenghua ; Cao, Jiahui ; Liu, Zhen ; Wang, Xiong |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 76.2021, p. 1-15
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| Subject: | Chinese commodity markets | Chinese stock market | Hedging effectiveness | Investment strategies | Volatility spillovers | Volatilität | Volatility | China | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Hedging | Portfolio-Management | Portfolio selection | Rohstoffmarkt | Commodity market | Anlageverhalten | Behavioural finance | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101772 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012804692