Net transmitter of stock market volatility and safe haven for portfolio investors in the Asian dragons
Year of publication: |
2022
|
---|---|
Authors: | Lee, Cheng-Wen ; Chen, Shu-Hui ; Huruta, Andrian Dolfriandra ; Dewi, Christine ; Chen, Abbott Po Shun |
Published in: |
Economies : open access journal. - Basel : MDPI, ISSN 2227-7099, ZDB-ID 2704214-5. - Vol. 10.2022, 11, Art.-No. 273, p. 1-14
|
Subject: | Asian Dragons | GARCH-ARMA | return | spillover effects | volatility | Volatilität | Volatility | Asien | Asia | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Südkorea | South Korea | Hongkong | Hong Kong | Portfolio-Management | Portfolio selection |
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