Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Afees A. Salisu, Rangan Gupta, Christian Pierdzioch
| Year of publication: |
2022
|
|---|---|
| Authors: | Salisu, Afees A. ; Gupta, Rangan ; Pierdzioch, Christian |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 59.2022, p. 1-17
|
| Subject: | Equity and oil markets | Predictability | Spillovers | Tail risks | Kanada | Canada | USA | United States | Spillover-Effekt | Spillover effect | Risiko | Risk | Ölmarkt | Oil market | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101620 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013413542