Volatility spillovers between stock, bond, oil, and gold with portfolio implications : evidence from China
Yongjie Zhang, Meng Wang, Xiong Xiong, Gaofeng Zou
| Year of publication: |
2021
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|---|---|
| Authors: | Zhang, Yongjie ; Wang, Meng ; Xiong, Xiong ; Zou, Gaofeng |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 40.2021, p. 1-10
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| Subject: | Gold | Financial markets | Hedge | Portfolio optimization | Portfolio-Management | Portfolio selection | China | Volatilität | Volatility | Hedging | Finanzmarkt | Financial market | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101786 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012820088