Cargando…

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...

Descripción completa

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

Ejemplares similares

Half-day trading and spillovers
por: Chen, Yifan, et al.
Publicado: (2021)

Unpacking the asymmetric impact of exchange rate volatility on trade flows: A study of selected developed and developing Asian economies
por: Kayani, Umar Nawaz, et al.
Publicado: (2023)

Digital economy, spatial spillover and industrial green innovation efficiency: Empirical evidence from China
por: Li, Guangqin, et al.
Publicado: (2023)

Sectoral volatility spillovers and their determinants in Vietnam
por: Dang, Tam Hoang-Nhat, et al.
Publicado: (2022)

Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective
por: Yadav, Miklesh Prasad, et al.
Publicado: (2022)

Trade war effects: evidence from sectors of energy and resources in Africa
por: An, Jaehyung, et al.
Publicado: (2020)

The spatial spillover effects of establishing free trade pilot zones on FDI: Empirical evidence from China
por: Zhang, Tingting, et al.
Publicado: (2023)

Natural resources volatility and South Asian economies: Evaluating the role of COVID-19
por: Zhou, Haonan, et al.
Publicado: (2022)

Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre
por: Corbet, Shaen, et al.
Publicado: (2021)

Hospital Economy in War-Time
Publicado: (1915)

War Time Economy in Prescribing
Publicado: (1944)

Volatility and dark trading: Evidence from the Covid-19 pandemic()()
por: Ibikunle, Gbenga, et al.
Publicado: (2022)

Stock market comovements among Asian emerging economies: A wavelet-based approach
por: Younis, Ijaz, et al.
Publicado: (2020)

Volatility spillover around price limits in an emerging market
por: Aktas, Osman Ulas, et al.
Publicado: (2021)

Are There Spillover Effects from the GI Bill? The Mental Health of Wives of Korean War Veterans
por: Vable, Anusha M., et al.
Publicado: (2016)

Exchange rate spillover, carry trades, and the COVID-19 pandemic
por: Mo, Wan-Shin, et al.
Publicado: (2023)

Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis
por: Özdemir, Onur
Publicado: (2022)

Public responses to foreign protectionism: Evidence from the US-China trade war
por: Steinberg, David A., et al.
Publicado: (2022)

Innovation spillover effect of the pilot carbon emission trading policy in China
por: Lai, Junming, et al.
Publicado: (2023)

Trade Wars and Election Interference
por: Brutger, Ryan, et al.
Publicado: (2022)

Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries
por: Hussain, Muntazir, et al.
Publicado: (2023)

COVID-19 vaccine and post-pandemic recovery: Evidence from Bitcoin cross-asset implied volatility spillover
por: Di, Michael, et al.
Publicado: (2022)

Trading volatility ETFs
por: Warner, Adam
Publicado: (2012)

Volatility spillover among sector equity returns under structural breaks
por: Malik, Farooq
Publicado: (2021)

Nonlinear and spatial spillover effects of the digital economy on green total factor energy efficiency: evidence from 281 cities in China
por: Zhao, Songqin, et al.
Publicado: (2022)

Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?
por: Hussain, Muntazir, et al.
Publicado: (2022)

Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty
por: Huynh, Toan Luu Duc, et al.
Publicado: (2023)

Time-varying spillovers among pilot carbon emission trading markets in China
por: Xiao, Zumian, et al.
Publicado: (2022)

Financial spillover and global risk in a multi-region model of the world economy()
por: Croitorov, Olga, et al.
Publicado: (2020)

Performance of technical trading rules: evidence from Southeast Asian stock markets
por: Tharavanij, Piyapas, et al.
Publicado: (2015)

Impact of foreign direct investment on income inequality: Evidence from selected Asian economies
por: Yuldashev, Maksudjan, et al.
Publicado: (2023)

Silver, trade and war : Spain and America in the making of early modern Europe /
por: Stein, Stanley J.
Publicado: (2000)

Volatility spillovers across sectors and their magnitude: A sector-based analysis for Australia
por: Vo, Duc Hong
Publicado: (2023)

Spillover of volatility among financial instruments: ASEAN-5 and GCC market study
por: Danila, Nevi
Publicado: (2023)

The impact of pandemic on dynamic volatility spillover network of international stock markets
por: Lan, Tingting, et al.
Publicado: (2023)

Asymmetric volatility spillover among Chinese sectors during COVID-19
por: Shahzad, Syed Jawad Hussain, et al.
Publicado: (2021)

Evaluating economic recovery by measuring the COVID-19 spillover impact on business practices: evidence from Asian markets intermediaries
por: Wang, Jianhe, et al.
Publicado: (2023)

Examining the asymmetric effects of fiscal policy instruments on environmental quality in Asian economies
por: Ullah, Sana, et al.
Publicado: (2020)

Managing trade relations in the New World economy
por: Andersson, Thomas
Publicado: (1993)

Digital economy, technological progress, and city export trade
por: Zhang, Linlin, et al.
Publicado: (2022)

Cannot write session to /tmp/vufind_sessions/sess_6n1l0mo2u5u5dstmieof3igids