Spillovers and portfolio risk management of gold and stock markets : evidence from emerging Latin American markets
Year of publication: |
2022
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Authors: | Yousaf, Imran ; Ali, Shoaib ; Abbas, Faisal |
Published in: |
Macroeconomics and finance in emerging market economies. - London [u.a.] : Routledge, Taylor & Francis Group, ISSN 1752-0851, ZDB-ID 2415178-6. - Vol. 15.2022, 2, p. 160-176
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Subject: | Chinese stock market crash | Gold markets | stock markets | US financial crises | VAR-AGARCH | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Gold | Portfolio-Management | Portfolio selection | Lateinamerika | Latin America | China | Spillover-Effekt | Spillover effect | Schwellenländer | Emerging economies |
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