The study of co-movement risk in the context of the Belt and Road Initiative
Ching-Chi Hsu, FengSheng Chien
| Year of publication: |
2022
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|---|---|
| Authors: | Hsu, Ching-Chi ; Chien, Fengsheng |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 80.2022, p. 1130-1152
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| Subject: | Asymmetric dynamic conditional correlation | Belt and road initiative | Comovements | Gold | Volatility spillover effect | Volatilität | Volatility | China | Internationale Wirtschaftsbeziehungen | International economic relations | Neue Seidenstraße | New silk road | Korrelation | Correlation | Spillover-Effekt | Spillover effect | Verkehrsinfrastruktur | Transport infrastructure | Welt | World | ARCH-Modell | ARCH model | Infrastrukturinvestition | Infrastructure investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.02.064 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013343223