How do financial and commodity markets volatility react to real economic activity?
Christian Urom, Gideon Ndubuisi, Khaled Guesmi
| Year of publication: |
2022
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|---|---|
| Authors: | Urom, Christian ; Ndubuisi, Gideon Onyewuchi ; Guesmi, Khaled |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 2, p. 1-10
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| Subject: | Asymmetric shocks Spillover | Economic activity | Energy market | Precious Metals | Stock market | Wavelets, time-frequency domain | Schock | Shock | Aktienmarkt | Volatilität | Volatility | Energiemarkt | Rohstoffmarkt | Commodity market | Zeitreihenanalyse | Time series analysis | Welt | World | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.102733 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013553789