Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period
Achraf Ghorbel, Ahmed Jeribi
| Year of publication: |
2021
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|---|---|
| Authors: | Ghorbel, Achraf ; Jeribi, Ahmed |
| Published in: |
Eurasian economic review : a journal in applied macroeconomics and finance. - Heidelberg : Springer, ISSN 2147-429X, ZDB-ID 2646817-7. - Vol. 11.2021, 3, p. 449-467
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| Subject: | Cryptocurrency | Gold | Energy indices | G7 stock indices | COVID-19 pandemic | Markov-switching GARCH | Volatilität | Volatility | Coronavirus | Welt | World | Aktienindex | Stock index | ARCH-Modell | ARCH model | Energiewirtschaft | Energy sector | Virtuelle Währung | Virtual currency | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40822-021-00181-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012616018