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  • Search: subject:"Dynamic connectedness approach"
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Year of publication
Subject
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Aktienindex 2 DCC-GARCH 2 Index futures 2 Index-Futures 2 Spillover effect 2 Spillover-Effekt 2 Stock index 2 Volatility 2 Volatilität 2 ARCH model 1 ARCH-Modell 1 CSAD 1 Carbon emission futures 1 Connectedness 1 Correlation 1 DCC-GARCH-based dynamic connectedness approach 1 Dynamic Conditional Correlations 1 Dynamic Connectedness Approach 1 Dynamic connectedness approach 1 ESG index 1 EU countries 1 EU-Staaten 1 Extreme movements 1 Greenhouse gas emissions 1 Hedging 1 Herdenverhalten 1 Herding 1 Herding behavior 1 Index Futures Mispricing 1 Korrelation 1 Portfolio selection 1 Portfolio-Management 1 Quantile Regression 1 Risk hedging 1 Spillover 1 Sustainability-related index 1 TVP-VAR 1 Treibhausgas-Emissionen 1 Volatility Index 1 Welt 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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BenMabrouk, Houda 1 Gouta, Sarra 1 Hamori, Shigeyuki 1 He, Xie 1 Jayakumar, Manju 1 Pradhan, Rudra Prakash 1 Samarakoon, S. M. R. K. 1 Tripathy, Sasikanta 1 Zhang, Wenting 1
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Published in...
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International review of financial analysis 1 Review of behavioral finance : RBF 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Does the VIX act as the main transmitter of mispricing in index futures markets? : insights from European and American regions
Samarakoon, S. M. R. K.; Pradhan, Rudra Prakash; … - 2025
Persistent link: https://www.econbiz.de/10015371777
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The nexus between herding behavior and spillover : evidence from G7 and BRICS
Gouta, Sarra; BenMabrouk, Houda - In: Review of behavioral finance : RBF 16 (2024) 2, pp. 360-377
Persistent link: https://www.econbiz.de/10014515826
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Volatility spillover and investment strategies among sustainability-related financial indexes : evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach
Zhang, Wenting; He, Xie; Hamori, Shigeyuki - In: International review of financial analysis 83 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013454962
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