Dynamic connectedness between China's commodity markets and China's sectoral stock markets : a multidimensional analysis
Liuguo Shao, Hua Zhang, Senfeng Chang, Ziyang Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Shao, Liuguo ; Zhang, Hua ; Chang, Senfeng ; Wang, Ziyang |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 1, p. 903-926
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| Subject: | asymmetric effect | extreme spillover effect | frequency-domain spillover effect | heterogeneity in China's sectoral stock markets | short-term dominant spillovers | time-domain spillover effect | Spillover-Effekt | Spillover effect | China | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2713 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014469066