Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Mohammed Alomari, Refk Selmi, Walid Mensi, Hee-Un Ko, Sang Hoon Kang
| Year of publication: |
2024
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|---|---|
| Authors: | Alomari, Mohammed ; Selmi, Refk ; Mensi, Walid ; Ko, Hee-Un ; Kang, Sang Hoon |
| Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 93.2024, p. 210-228
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| Subject: | Dynamic spillovers | Economic and financial uncertainty indexes | Hedging | Higher moments | Jumps | US sector ETFs | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Indexderivat | Index derivative | Schock | Shock | Theorie | Theory | Schätzung | Estimation | Risiko | Risk | USA | United States | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2023.12.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014494645