Volatility spillover among the sectors of emerging and developed markets: a hedging perspective
Author:
Affiliation:
1. Department of Commerce, Manipal Academy of Higher Education (MAHE), Madhav Nagar, Manipal, Karnataka, India
2. Department of Management, Central University of Rajasthan, Bandarsindri, Kishangarh, Ajmer, Rajasthan, India
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/23322039.2024.2316048
Reference73 articles.
1. An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices
2. The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?
3. Market‐wide and sectoral integration
4. The impact of the COVID-19 outbreak on the Indian stock market – A sectoral analysis
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Harmony in diversity: Exploring connectedness and portfolio strategies among crude oil, gold, traditional and sustainable index;Resources Policy;2024-10
2. Unraveling stock exchange connections: an empirical study of India, US, Hong Kong, Germany, France and Amsterdam;Journal of Economic and Administrative Sciences;2024-08-30
3. Volatility Persistence and Spillover Effects of Indian Market in the Global Economy: A Pre- and Post-Pandemic Analysis Using VAR-BEKK-GARCH Model;Journal of Risk and Financial Management;2024-07-10
4. Volatility Spillovers in Water Exchange-Traded Funds;Advances in Finance, Accounting, and Economics;2024-05-24
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3