Bidirectional spillover effect between Russian stock index and the selected commodities
Dejan Živkov, Jovan Njegić, Mirela Momčilović
| Year of publication: |
2018
|
|---|---|
| Authors: | Živkov, Dejan ; Njegić, Jovan ; Momčilović, Mirela |
| Subject: | commodities | spillover eJect | MODWT | BEKK-GARCH | wavelet coherence | Spillover-Effekt | Spillover effect | Russland | Russia | Aktienindex | Stock index | Volatilität | Volatility |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18045/zbefri.2018.1.29 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012212090