Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Year of publication: |
2019
|
---|---|
Authors: | Kang, Sang Hoon ; Maitra, Debasish ; Dash, Saumya Ranjan ; Brooks, Robert |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 58.2019, p. 1-32
|
Subject: | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Schätzung | Estimation | Börsenkurs | Share price |
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