Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Sang Hoon Kang, Debasish Maitra, Saumya Ranjan Dash, Robert Brooks
| 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 | Anleihe | Bond | Rentenmarkt | Bond market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2019.101221 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012231049