黄金和美元是否分散了全球部门风险?来自连通性和动态条件相关测度的证据

Q1 Economics, Econometrics and Finance Journal of Economic Asymmetries Pub Date : 2023-01-01 DOI:10.1016/j.jeca.2023.e00304
Adil Ahmad shah , Niyati Bhanja , Arif Billah Dar
{"title":"黄金和美元是否分散了全球部门风险?来自连通性和动态条件相关测度的证据","authors":"Adil Ahmad shah , Niyati Bhanja , Arif Billah Dar","doi":"10.1016/j.jeca.2023.e00304","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":38259,"journal":{"name":"Journal of Economic Asymmetries","volume":"28 ","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Do gold and the US dollar diversify global sectoral risk? Evidence from connectedness and dynamic conditional correlation measures\",\"authors\":\"Adil Ahmad shah , Niyati Bhanja , Arif Billah Dar\",\"doi\":\"10.1016/j.jeca.2023.e00304\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":38259,\"journal\":{\"name\":\"Journal of Economic Asymmetries\",\"volume\":\"28 \",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Economic Asymmetries\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S1703494923000166\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"Economics, Econometrics and Finance\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Economic Asymmetries","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S1703494923000166","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"Economics, Econometrics and Finance","Score":null,"Total":0}
引用次数: 1

摘要

在基金管理中使用信息和通信技术,再加上金融自由化,促使我们探索黄金和美元的全球部门联系和风险管理潜力。金融市场(及其参与者)的不对称相互依赖性(和行为)进一步激励我们理解上行和下行市场联系及其基于均值的联系。为此,在向量自回归空间中使用了基于方差分解的溢出测度。基于均值的总量和方向溢出指标表明,全球股市在部门层面上高度关联,反映出全球部门冲击传播的可能性更高。定向溢出措施进一步表明,工业和金融部门是传导全球部门冲击的系统性重要部门。它们的不对称和时变对应关系表明,全球部门连通性在下行市场和危机事件中占主导地位。具体而言,欧洲债务危机后期、英国脱欧公投、美中贸易战和新冠肺炎大流行的特点是不对称和更高的全球部门冲击传播。我们还表明,将黄金和美元纳入全球部门股票有可能使全球部门风险多样化。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
Do gold and the US dollar diversify global sectoral risk? Evidence from connectedness and dynamic conditional correlation measures
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Journal of Economic Asymmetries
Journal of Economic Asymmetries Economics, Econometrics and Finance-Economics, Econometrics and Finance (all)
CiteScore
4.80
自引率
0.00%
发文量
42
审稿时长
50 days
期刊最新文献
From debt arithmetic to fiscal sustainability and fiscal rules: Taking stock and policy lessons Editorial Board Asymmetric distance and business cycles (ΑDBC): A new understanding of distance in international trade models through the example of Iran's trade corridors The asymmetric impact of leisure externalities on economic growth Investigating the asymmetric effects of financial development on trade performance in Africa: Can digitalization, transport services, and regulatory quality drive the vision 2063?
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1