Deciphering asymmetric spillovers in US industries : insights from higher-order moments
Year of publication: |
2024
|
---|---|
Authors: | Muhammad Shafiullah ; Senthilkumar, Arunachalam ; Lucey, Brian M. ; Naeem, Muhammad Abubakr |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 70.2024, 1, Art.-No. 102313, p. 1-23
|
Subject: | Disruptive global events | Higher moment-order transmission | Realized kurtosis | Realized skewness | Realized volatility | Volatilität | Volatility | Spillover-Effekt | Spillover effect | USA | United States | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Welt | World |
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