Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Afees A. Salisu, Lateef O. Akanni, Xuan Vinh Vo
| Year of publication: |
2021
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|---|---|
| Authors: | Salisu, Afees A. ; Akanni, Lateef O. ; Xuan Vinh Vo |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 74.2021, p. 150-159
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| Subject: | Health stocks | Hedging effectiveness | Tourism stocks | Volatility spillovers | Volatilität | Volatility | Hedging | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Tourismus | Tourism | USA | United States | Gesundheit | Health | Börsenkurs | Share price | Aktienmarkt | Stock market | Tourismuswirtschaft | Tourism industry | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2021.02.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012792946