Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Zaghum Umar, Ayesha Sayed, Mariya Gubareva, Xuan Vinh Vo
| Year of publication: |
2023
|
|---|---|
| Authors: | Umar, Zaghum ; Sayed, Ayesha ; Gubareva, Mariya ; Vo Xuan Vinh |
| Subject: | agricultural commodities | connectedness | Monetary policy | volatility spillover | Volatilität | Volatility | Geldpolitik | Spillover-Effekt | Spillover effect | Welt | World | Rohstoffderivat | Commodity derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2103084 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014294972