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

Check full text access |

More access options

doi.org

taylorandfrancis.com

www.tandfonline.com

Check Google Scholar

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10013373665

A service of the