State transformation of information spillover in asset markets and effective dynamic hedging strategies
Yu-Min Wang, Che-Chun Lin, I-Chun Tsai
| Year of publication: |
2023
|
|---|---|
| Authors: | Wang, Yu-Min ; Lin, Che-Chun ; Tsai, I-Chun |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-20
|
| Subject: | Fear sentiment | Information spillovers | Liquidity factor | MS-FAVAR model | Principal components analysis | Hedging | Spillover-Effekt | Spillover effect | Theorie | Theory | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102772 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014465072