Dynamic spillover and connectedness between oil futures and European bonds
Walid Mensi, Khamis Hamed Al-Yahyaee, Xuan Vinh Vo, Sang Hoon Kang
| Year of publication: |
2021
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|---|---|
| Authors: | Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Vo Xuan Vinh ; Kang, Sang Hoon |
| 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. 56.2021, p. 1-18
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| Subject: | COVID-19 | Crude oil futures | European bonds | Hedging effectiveness | Spillover | Hedging | Erdöl | Petroleum | Spillover-Effekt | Spillover effect | EU-Staaten | EU countries | Rohstoffderivat | Commodity derivative | Coronavirus | Rentenmarkt | Bond market | Anleihe | Bond | Ölmarkt | Oil market | Ölpreis | Oil price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101342 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012822033