Return and volatility spillovers among global assets : comparing health crisis with geopolitical crisis
Muhammad Abubakr Naeem, Foued Hamouda, Sitara Karim, Samuel A. Vigne
| Year of publication: |
2023
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|---|---|
| Authors: | Naeem, Muhammad Abubakr ; Hamouda, Foued ; Karim, Sitara ; Vigne, Samuel A. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 87.2023, p. 557-575
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| Subject: | Commodity markets | Cryptocurrency markets | Health crisis | TVP-VAR. Geopolitical risk | Volatility spillover | World equity markets | Volatilität | Volatility | Welt | World | Finanzkrise | Financial crisis | Spillover-Effekt | Spillover effect | Geopolitik | Geopolitics | Internationaler Finanzmarkt | International financial market | Virtuelle Währung | Virtual currency | Gesundheitswesen | Health care system |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.06.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472481