Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Umaid A. Sheikh, Mehrad Asadi, David Roubaud, Shawkat Hammoudeh
| Year of publication: |
2024
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| Authors: | Sheikh, Umaid A. ; Asadi, Mehrad ; Roubaud, David ; Hammoudeh, Shawkat |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 92.2024, Art.-No. 103098, p. 1-26
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| Subject: | geopolitical risk | global financial stress indices | Hedging effectiveness | QVAR dynamic time and frequency connectedness | Trade policy uncertainty | Welt | World | Finanzkrise | Financial crisis | Australien | Australia | Risiko | Risk | Hedging | Internationaler Finanzmarkt | International financial market | Globalisierung | Globalization | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103098 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014492393