Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Walid Mensi, Md Rajib Kamal, Xuan Vinh Vo, Sang Hoon Kang
| Year of publication: |
2023
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| Authors: | Mensi, Walid ; Kamal, Md Rajib ; Vo Xuan Vinh ; Kang, Sang Hoon |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 68.2023, p. 1-23
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| Subject: | Quantiles | Spillovers | Stock markets | Uncertainty indices | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Risiko | Risk | Börsenkurs | Share price | USA | United States | Volatilität | Volatility | Aktienindex | Stock index | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101970 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485327