A key determinant of commodity price Co-movement : the role of daily market liquidity
Yongmin Zhang, Shusheng Ding, Eric M. Scheffel
| Year of publication: |
2019
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|---|---|
| Authors: | Zhang, Yongmin ; Ding, Shusheng ; Scheffel, Eric M. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 81.2019, p. 170-180
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| Subject: | Monetary policy | Commodity price Co-Movement | Granger test | Liquidity commonality | Rohstoffpreis | Commodity price | Geldpolitik | Liquidität | Liquidity | Theorie | Theory | Marktliquidität | Market liquidity | Schätzung | Estimation | Rohstoffmarkt | Commodity market | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.01.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012201921