Downside and upside risk spillovers between financial industry and real economy based on linear and nonlinear networks
Youtao Xiang, Sumuya Borjigin
| Year of publication: |
2023
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|---|---|
| Authors: | Xiang, Youtao ; Borjigin, Sumuya |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 88.2023, p. 1337-1374
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| Subject: | Downside risk | MVMQ-CAViaR | Risk spillover network | Upside risk | Spillover-Effekt | Spillover effect | Risiko | Risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.07.066 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014475128