Unveiling the interconnectedness and volatility transmission between real assets and global stock market indices
Dhouha Mellouli, Beatrice D. Simo-Kengne, Azza Bejaoui, Ahmed Jeribi
| Year of publication: |
2025
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|---|---|
| Authors: | Mellouli, Dhouha ; Simo-Kengne, Beatrice D. ; Bejaoui, Azza ; Jeribi, Ahmed |
| Published in: |
Review of financial economics : RFE. - Hoboken, NJ : Wiley, ISSN 1873-5924, ZDB-ID 2015922-5. - Vol. 43.2025, 3, p. 336-382
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| Subject: | commodity | interconnectedness | quantile VAR | stock | volatility spillover | Volatilität | Volatility | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | VAR-Modell | VAR model | ARCH-Modell | ARCH model | Welt | World | Portfolio-Management | Portfolio selection | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/rfe.70003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015460583