Bidirectional spillover effect between Russian stock index and the selected commodities
Dejan Živkov, Jovan Njegić, Mirela Momčilović
| Year of publication: |
2018
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|---|---|
| Authors: | Živkov, Dejan ; Njegić, Jovan ; Momčilović, Mirela |
| Published in: |
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu. - Rijeka : Univ., ISSN 1846-7520, ZDB-ID 2262889-7. - Vol. 36.2018, 1, p. 29-53
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| Subject: | commodities | spillover eJect | MODWT | BEKK-GARCH | wavelet coherence | Spillover-Effekt | Spillover effect | Russland | Russia | Aktienindex | Stock index | Volatilität | Volatility |
| 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