Dynamic spillover and connectedness in higher moments of European stock sector markets
Year of publication: |
2024
|
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Authors: | Nekhili, Ramzi ; Mensi, Walid ; Xuan Vinh Vo ; Kang, Sang Hoon |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 68.2024, Art.-No. 102164, p. 1-23
|
Subject: | European sectors | Hedging | High frequency | High moments | Spillovers | Spillover-Effekt | Spillover effect | EU-Staaten | EU countries | Aktienmarkt | Stock market | Volatilität | Volatility | Deutschland | Germany | Schätzung | Estimation |
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