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  • Search: subject:"asymmetric volatility transmission"
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Year of publication
Subject
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ARCH model 1 ARCH-Modell 1 Asymmetric volatility transmission 1 Asymmetry effect 1 Daily stock returns 1 Day-of-the-week effect 1 Erdöl 1 Hedging 1 Holiday effect 1 Immobilienfonds 1 Oil market 1 Petroleum 1 Portfolio selection 1 Portfolio-Management 1 REIT 1 Real estate fund 1 Volatility 1 Volatilität 1 asymmetric volatility transmission 1 crude oil 1 hedging 1 stock 1 Ölmarkt 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Hamori, Shigeyuki 1 Jiang, Zhuhua 1 Mensi, Walid 1 Tanizaki, Hisashi 1 Vo Xuan Vinh 1 Yoon, Seong-min 1
Published in...
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Australian economic papers 1 Empirical Economics 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid; Jiang, Zhuhua; Vo Xuan Vinh; Yoon, Seong-min - In: Australian economic papers 62 (2023) 4, pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
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Volatility transmission between Japan, UK and USA in daily stock returns
Tanizaki, Hisashi; Hamori, Shigeyuki - In: Empirical Economics 36 (2009) 1, pp. 27-54
Persistent link: https://www.econbiz.de/10005184240
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