Contagion risk between the shipping freight and stock markets : evidence from the recent US-China trade war
Year of publication: |
2020
|
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Authors: | Gong, Yuting ; Li, Kevin Xingang ; Chen, Shu-Ling ; Shi, Wenming |
Published in: |
Transportation research / E : an international journal. - Amsterdam : Elsevier, ISSN 1366-5545, ZDB-ID 1380969-6. - Vol. 136.2020, p. 1-19
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Subject: | Contagion risk | Markov regime-switching | Shipping freight and stock markets | Tri-variate copula | US-China trade | China | Frachtschifffahrt | Cargo shipping | Aktienmarkt | Stock market | Ansteckungseffekt | Contagion effect | Frachtrate | Freight rate | Volatilität | Volatility | Markov-Kette | Markov chain | Börsenkurs | Share price | Handelskonflikt | Trade dispute | Welt | World |
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