Spillovers and hedging effectiveness between oil and US equity sectors : evidence from the COVID pre- and post-vaccination phases
Imran Yousaf, Nadia Arfaoui, Mariya Gubareva
| Year of publication: |
2024
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|---|---|
| Authors: | Yousaf, Imran ; Arfaoui, Nadia ; Gubareva, Mariya |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 69.2024, Art.-No. 102204, p. 1-18
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| Subject: | COVID-19 | COVID-Vaccination | Equity Sectors | Hedging Effectiveness | Oil | Spillovers | Hedging | Spillover-Effekt | Spillover effect | Coronavirus | Welt | World | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | Ölpreis | Oil price | USA | United States | Erdölindustrie | Oil industry | ARCH-Modell | ARCH model |
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.2023.102204 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015052236