Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Year of publication: |
2021
|
---|---|
Authors: | Salisu, Afees A. ; Akanni, Lateef O. ; Vo Xuan Vinh |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 74.2021, p. 150-159
|
Subject: | Health stocks | Hedging effectiveness | Tourism stocks | Volatility spillovers | Volatilität | Volatility | Hedging | Gesundheit | Health | Spillover-Effekt | Spillover effect | USA | United States | ARCH-Modell | ARCH model | Tourismuswirtschaft | Tourism industry | Börsenkurs | Share price | Welt | World | Tourismus | Tourism | Schätzung | Estimation |
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