Investor sentiments and extreme risk spillovers from oil to stock markets : evidence from Asian countries
Year of publication: |
2024
|
---|---|
Authors: | Wu, Fei ; Ji, Qiang ; Ma, Yan-Ran ; Zhang, Dayong |
Published in: |
Journal of the Asia Pacific economy. - London : Taylor & Francis, ISSN 1469-9648, ZDB-ID 2018960-6. - Vol. 29.2024, 3, p. 1257-1283
|
Subject: | market sentiment | Asian stock markets | Conditional Value-at-Risk | copula | oil market | Aktienmarkt | Stock market | Asien | Asia | Ölmarkt | Oil market | Volatilität | Volatility | Risikomaß | Risk measure | Spillover-Effekt | Spillover effect | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Multivariate Verteilung | Multivariate distribution |
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