Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach-Reference-Cited by-同舟云学术

Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach

Published:2022-10 Issue: Volume:83 Page:102223
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Zhang Wenting,He Xie,Hamori Shigeyuki

Funder

Japan Society for the Promotion of Science

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

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