Predictive directional measurement volatility spillovers between the US and selected Asian Pacific countries-Reference-Cited by-同舟云学术

Predictive directional measurement volatility spillovers between the US and selected Asian Pacific countries

Published:2023-02-08 Issue:1 Volume:11 Page:
ISSN:2332-2039
Container-title:Cogent Economics & Finance
language:en
Short-container-title:Cogent Economics & Finance

Author:

Al-Hajieh Heitham¹^ORCID

Affiliation:

1. Department of Finance, King Abdulaziz University Jeddah Saudi Arabia

Funder

research

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/23322039.2023.2173124

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2. Volatility equicorrelation: A cross-market perspective

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4. Dynamic Conditional Correlation: On Properties and Estimation

5. Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19

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