Dependent relationships between Chinese commodity markets and the international financial market : evidence from quantile time-frequency analysis
Huiming Zhu, Liang Meng, Yajing Ge, Liya Hau
| Year of publication: |
2020
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|---|---|
| Authors: | Zhu, Huiming ; Meng, Liang ; Ge, Yajing ; Hau, Liya |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 54.2020, p. 1-31
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| Subject: | China | Commodity market | Dependence | International financial market | Quantile regression | Wavelet analysis | Internationaler Finanzmarkt | Rohstoffmarkt | Welt | World | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Volatilität | Volatility | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101256 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012664544