Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks

Foglia, Matteo; Plakandaras, Vasilios; Gupta, Rangan; Bouri, Elie

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Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks

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Titel:

Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks

Titel der Serie:

Department of Economics working paper series / Department of Economics, University of Pretoria

Autor:innen:

Foglia, Matteo
Plakandaras, Vasilios
Gupta, Rangan
Bouri, Elie

Dokumentart:

Book

Erscheinungsort und Verlagsname:

Pretoria, South Africa : Department of Economics, University of Pretoria

Erscheinungsjahr:

2023

URL der Erstveröffentlichung:

https://www.up.ac.za/media/shared/61/WP/wp_2023_37.zp245253.pdf

Sprache:

Englisch (eng)

Quellenangabe:

Foglia, Matteo/Plakandaras, Vasilios et. al. (2023). Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks. Pretoria, South Africa : Department of Economics, University of Pretoria.
https://www.up.ac.za/media/shared/61/WP/wp_2023_37.zp245253.pdf.

Erscheint in der Sammlung:

Department of Economics working paper series

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