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ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Japan 1 Portfolio selection 1 Portfolio-Management 1 Spillover effect 1 Spillover-Effekt 1 Stock market 1 VAR model 1 VAR-Modell 1 Volatility 1 Volatilität 1 Welt 1 World 1 commodity 1 interconnectedness 1 quantile VAR 1 stock 1 volatility spillover 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Bejaoui, Azza 1 Jeribi, Ahmed 1 Mellouli, Dhouha 1 Simo-Kengne, Beatrice D. 1
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Review of financial economics : RFE 1
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ECONIS (ZBW) 1
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Unveiling the interconnectedness and volatility transmission between real assets and global stock market indices
Mellouli, Dhouha; Simo-Kengne, Beatrice D.; Bejaoui, Azza; … - In: Review of financial economics : RFE 43 (2025) 3, pp. 336-382
Persistent link: https://www.econbiz.de/10015460583
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