Measuring risk spillover effects on dry bulk shipping market : a value-at-risk approach
Jialin Yang, Xin Zhang and Ying-En Ge
| Year of publication: |
2022
|
|---|---|
| Authors: | Yang, Jialin ; Zhang, Xin ; Ge, Ying-En |
| Subject: | Dry bulk shipping market | risk spillover effects | VAR for VaR | impulse-response functions | the Subprime Mortgage Crisis | Massengutschifffahrt | Dry bulk shipping | Risikomaß | Risk measure | Welt | World | Spillover-Effekt | Spillover effect | Subprime-Krise | Subprime financial crisis | VAR-Modell | VAR model | Frachtrate | Freight rate | Risikomanagement | Risk management | Kreditrisiko | Credit risk |
Online Resource
| Extent: | Illustrationen, Diagramme |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverzeichnis: Seite 571-572 |
| Other identifiers: | 10.1080/03088839.2021.1889064 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013373665