Markets dependence in times of turmoil : evidence from US and Asia-Pacific stock markets
Year of publication: |
2022
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Authors: | Zehri, Chokri |
Published in: |
Montenegrin journal of economics. - Podgorica : Economic Laboratory for Transition Research, ISSN 1800-6698, ZDB-ID 2860930-X. - Vol. 18.2022, 2, p. 175-189
|
Subject: | Risk spillover | stock markets | volatility | copula quantile regression | Aktienmarkt | Stock market | Volatilität | Volatility | Asiatisch-pazifischer Raum | Asia-Pacific region | Multivariate Verteilung | Multivariate distribution | USA | United States | Börsenkurs | Share price | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Welt | World |
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