Sectoral uncertainty spillovers in emerging markets : a quantile time-frequency connectedness approach
Tam Hoang Nhat Dang, Faruk Balli, Hatice Ozer Balli, David Gabauer, Thi Thu Ha Nguyen
| Year of publication: |
2024
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|---|---|
| Authors: | Tam Hoang-Nhat Dang ; Balli, Faruk ; Balli, Hatice Ozer ; Gabauer, David ; Nguyen Thi Thu Ha |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 93.2024, 2, p. 121-139
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| Subject: | Emerging markets | Expected uncertainty transmission | Portfolio analysis | Quantile time-frequency connectedness | Sectoral spillover | Schwellenländer | Emerging economies | Spillover-Effekt | Spillover effect | Portfolio-Management | Portfolio selection | Risiko | Risk | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.04.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014535528