Predictive directional measurement volatility spillovers between the US and selected Asian Pacific countries
Year of publication: |
2023
|
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Authors: | Al-Hajieh, Heitham |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 11.2023, 1, Art.-No. 2173124, p. 1-38
|
Subject: | Asia Pacific stock markets | DECO-GARCH model | directional spillover index | financial market contagion | hedging equity portfolios | Spillover-Effekt | Spillover effect | Asiatisch-pazifischer Raum | Asia-Pacific region | Volatilität | Volatility | Aktienmarkt | Stock market | Finanzmarkt | Financial market | ARCH-Modell | ARCH model | Hedging | USA | United States | Asien | Asia | Portfolio-Management | Portfolio selection | Aktienindex | Stock index |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2023.2173124 [DOI] |
Classification: | c58 ; F36 - Financial Aspects of Economic Integration ; G1 - General Financial Markets ; G11 - Portfolio Choice ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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