Impact of global macroeconomic factors on spillovers among Australian sector markets : fresh findings from a wavelet-based analysis
Zhuhua Jiang, Rim El Khoury, Muneer M. Alshater, Seong-Min Yoon
| Year of publication: |
2024
|
|---|---|
| Authors: | Jiang, Zhuhua ; El Khoury, Rim ; Alshater, Muneer Maher ; Yoon, Seong-min |
| Published in: |
Australian economic papers. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-8454, ZDB-ID 2006503-6. - Vol. 63.2024, 1, p. 78-105
|
| Subject: | Australian sectoral indices | global macroeconomic factors | portfolio diversification | spillover dynamics | time-varying connectedness | volatility transmission | wavelet decomposition | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Australien | Australia | Schätzung | Estimation | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/1467-8454.12299 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014540228