Global connectivity between commodity prices and national stock markets : a time-varying MIDAS analysis
Martin Enilov, Giorgio Fazio, Atanu Ghoshray
| Year of publication: |
2023
|
|---|---|
| Authors: | Enilov, Martin ; Fazio, Giorgio ; Ghoshray, Atanu |
| Subject: | commodity prices | developed countries | emerging markets | global connectivity | mixed-frequency VAR | stock markets | Rohstoffpreis | Commodity price | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Entwicklungsländer | Developing countries | Volatilität | Volatility | Industrieländer | Industrialized countries | Börsenkurs | Share price | VAR-Modell | VAR model | Preiskonvergenz | Price convergence | Welt | World |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2552 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014327564