Co-movement of international copper prices, China's economic activity, and stock returns : Structural breaks and volatility dynamics
Jin Guo
| Year of publication: |
2018
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|---|---|
| Authors: | Guo, Jin |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 36.2018, p. 62-77
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| Subject: | China | Copper price | Cross-correlation approach | Dynamic conditional correlation | Structural breaks | Volatility spillover | Volatilität | Volatility | Strukturbruch | Structural break | Korrelation | Correlation | Kupfermarkt | Copper market | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Kupfer | Copper | Spillover-Effekt | Spillover effect |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: Volume 52, 2022 |
| Other identifiers: | 10.1016/j.gfj.2018.01.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012125016