Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Matteo Foglia (University of Bari "Also Moro"), Vasilios Plakandaras (Democritus University of Thrace), Rangan Gupta (University of Pretoria), Qiang Ji (Chinese Academy of Sciences)
| Year of publication: |
[2024]
|
|---|---|
| Authors: | Foglia, Matteo ; Plakandaras, Vasilios ; Gupta, Rangan ; Ji, Qiang |
| Publisher: |
Pretoria, South Africa : Department of Economics, University of Pretoria |
| Subject: | Returns and risk spillovers | advanced equity markets | multi-layer spillover approach | nonparametric causality-in-quantiles method | climate risks | predictability | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Klimawandel | Climate change | Risiko | Risk | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Welt | World |
freely available
| Extent: | 1 Online-Ressource (circa 37 Seiten) Illustrationen |
|---|---|
| Series: | Department of Economics working paper series. - Pretoria : Department of Economics, University of Pretoria, ZDB-ID 3031297-8. - Vol. 2024, 15 (April 2024) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:11159/653605 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014515694