Impact of global macroeconomic factors on spillovers among Australian sector markets : fresh findings from a wavelet-based analysis
Year of publication: |
2024
|
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Authors: | Jiang, Zhuhua ; El Khoury, Rim ; Alshater, Muneer Maher ; Yoon, Seong-min |
Published in: |
Australian economic papers. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-8454, ZDB-ID 2006503-6. - Vol. 63.2024, 1, p. 78-105
|
Subject: | Australian sectoral indices | global macroeconomic factors | portfolio diversification | spillover dynamics | time-varying connectedness | volatility transmission | wavelet decomposition | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Australien | Australia | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment | Zustandsraummodell | State space model | Wirtschaftsindikator | Economic indicator |
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