Return and volatility connectedness between agricultural tokens and us equity sectors
Shoaib Ali, Mohamed Yousfi, Sumayya Chughtai, Anna Min Du
| Year of publication: |
2024
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|---|---|
| Authors: | Ali, Shoaib ; Yousfi, Mohamed ; Chughtai, Sumayya ; Min Du, Anna |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 72.2024, 2, Art.-No. 102544, p. 1-16
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| Subject: | Agricultural tokens | Connectedness | Portfolio analysis | TVP-VAR model | US sectors | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Landwirtschaft | Agriculture | Kapitaleinkommen | Capital income |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2024.102544 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015065749