Extreme dynamic connectedness and hedging strategy across commodity, bond, currency, and stock markets : evidence from Asian Pacific, Canada, Mexico, and US countries
Walid Mensi, Rim El Khoury, Sami Al-Kharusi, Sang Hoon Kang
| Year of publication: |
2024
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| Authors: | Mensi, Walid ; El Khoury, Rim ; Al Kharusi, Sami ; Kang, Sang Hoon |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 96.2024, 1, Art.-No. 103533, p. 1-31
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| Subject: | Asian pacific stock | Commodities | connectedness | Hedging | quantile | Asiatisch-pazifischer Raum | Asia-Pacific region | Mexiko | Mexico | Kanada | Canada | Aktienmarkt | Stock market | Volatilität | Volatility | USA | United States | 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.iref.2024.103533 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015203036