Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets
Yongdeng Xu, Bo Guan, Wenna Lu, Saeed Heravi
| Year of publication: |
2024
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|---|---|
| Authors: | Xu, Yongdeng ; Guan, Bo ; Lu, Wenna ; Heravi, Saeed M. |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 136.2024, Art.-No. 107750, p. 1-12
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| Subject: | Financial markets | Macroeconomic shocks | Multiplicative error model | Realized volatility | Volatility spillover | Volatilität | Volatility | Schock | Shock | Finanzmarkt | Financial market | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | VAR-Modell | VAR model | Finanzkrise | Financial crisis | Welt | World | Schätzung | Estimation | Börsenkurs | Share price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107750 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046875