Work

Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks

Year: 2023

Type: article

Source: The Quarterly Review of Economics and Finance

DOI: 10.1016/j.qref.2023.12.009

Authors: Mohammed Alomari, Refk Selmi, Walid Mensi, Hee-Un Ko, Sang Hoon Kang

Institutions: German Jordanian University, éklore-ed School of Management, Sultan Qaboos University, Tunis El Manar University, Jeonbuk State Institute, University of South Australia, Pusan National University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Ministry of Education, National Research Foundation of Korea

Award: G1998314364

OpenAlex ID: W4389903307

FWCI: 4.642

Cites: 81

Cited by: 22

Related to: 10