Higher-order moment risk spillovers across various financial and commodity markets : insights from the Israeli-Palestinian conflict
Jinxin Cui, Aktham Maghyereh
Year of publication: |
2024
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Authors: | Cui, Jinxin ; Maghyereh, Aktham I. |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 59.2024, Art.-No. 104832, p. 1-14
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Subject: | Geopolitical risks | Higher-order moments | Israeli-Palestinian conflict | Risk spillovers | TVP-VAR extended joint connectedness | Spillover-Effekt | Spillover effect | Israel | Palästina | Palestine | Risikomanagement | Risk management | Risiko | Risk | Welt | World |
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Online Resource