Stock market spillovers of global risks and hedging opportunities
Evangelos Salachas, Georgios P. Kouretas, Nikiforos T. Laopodis, Prodromos Vlamis
| Year of publication: |
2024
|
|---|---|
| Authors: | Salachas, Evangelos ; Kouretas, Georgios P. ; Laopodis, Nikiforos ; Vlamis, Prodromos |
| Published in: |
European journal of political economy. - Amsterdam [u.a.] : Elsevier, ISSN 1873-5703, ZDB-ID 1491120-6. - Vol. 83.2024, Art.-No. 102533, p. 1-19
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| Subject: | Climate risk | GARCH models | Geopolitical risk index | Panel VAR | Stock market hedging | Stock returns | Hedging | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Risiko | Risk | Kapitaleinkommen | Capital income | Welt | World | Schätzung | Estimation | Spillover-Effekt | Spillover effect | Risikomanagement | Risk management | Risikomaß | Risk measure | Volatilität | Volatility | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejpoleco.2024.102533 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014547146