Extreme risk spillover effects in world gold markets and the global financial crisis
Gang-Jin Wang, Chi Xie, Zhi-Qiang Jiang, H. Eugene Stanley
| Year of publication: |
November 2016
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|---|---|
| Authors: | Wang, Gang-Jin ; Chi, Xie ; Jiang, Zhi-Qiang ; Stanley, H. Eugene |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 46.2016, p. 55-77
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| Subject: | Gold | Risk spillover | Financial crisis | VaR | Finanzkrise | Spillover-Effekt | Spillover effect | Welt | World | Internationaler Finanzmarkt | International financial market | Risikomanagement | Risk management | Risikomaß | Risk measure | Ansteckungseffekt | Contagion effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2016.08.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011626706