Evaluating the impact of multiple uncertainty shocks on China's airline stocks volatility : a novel joint quantile perspective
Year of publication: |
2024
|
---|---|
Authors: | Li, Xin ; Su, Chi-Wei |
Published in: |
Journal of air transport management : a new international journal of research, policy and practice. - Amsterdam [u.a.] : Elsevier Science, ZDB-ID 2027741-6. - Vol. 121.2024, Art.-No. 102688, p. 1-15
|
Subject: | Uncertainty | Aviation | Stock volatility | Joint quantile IRF | Bootstrap | China | Volatilität | Volatility | Risiko | Risk | Börsenkurs | Share price | Fluggesellschaft | Airline | Schock | Shock | Aktienmarkt | Stock market | Luftverkehr | Air transport | Bootstrap-Verfahren | Bootstrap approach | Schätzung | Estimation |
-
The impact of tourism uncertainty on airline stock markets in Korea : a quantile regression approach
Jeon, Ji-Hong, (2021)
-
The impact of the COVID-19 pandemic on the performance and risk profile of airline stocks
Huan H. Nguyen, (2022)
-
Economic uncertainty, oil prices, hedging and US stock returns of the airline industry
Kang, Wensheng, (2021)
- More ...
-
COVID-19 and stock market nexus : evidence from Shanghai Stock Exchange
Li, Chuanjian, (2022)
-
Su, Chi-Wei, (2016)
-
Does foreign direct investment promote exports in China?
Li, Xin, (2017)
- More ...