Mean and volatility spillover in Asian economies: Evidence from trade war

This study aims to assess the mean and volatility spillover due to trade war between US and China on the Asian markets using GARCH, evidencing that portfolio opportunity exists for the investors in these markets. These markets may offer diversification benefits to investors who fear the negative ram...

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Detalles Bibliográficos
Autores principales: Shafique, Anum, Bhutta, Nousheen Tariq
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10635448/
https://www.ncbi.nlm.nih.gov/pubmed/37943787
http://dx.doi.org/10.1371/journal.pone.0292819

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10635448/
https://www.ncbi.nlm.nih.gov/pubmed/37943787
http://dx.doi.org/10.1371/journal.pone.0292819

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