Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets
Xinlei Hao, Yong Ma, Dongtao Pan
| Year of publication: |
2024
|
|---|---|
| Authors: | Hao, Xinlei ; Ma, Yong ; Pan, Dongtao |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : Elsevier, ZDB-ID 2020437-1. - Vol. 73.2024, p. 1-20
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| Subject: | Commodity market | Cross-quantilogram | Foreign exchange market | Geopolitical risk | Stock market | Volatility spillover | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Aktienmarkt | Devisenmarkt | Welt | World | Wechselkurs | Exchange rate | Geopolitik | Geopolitics | Risiko | Risk | Rohstoffmarkt |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.mulfin.2024.100843 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014526940