Network connectedness and net spillover between financial and commodity markets
Year of publication: |
2019
|
---|---|
Authors: | Yoon, Seong-min ; Al Mamun, Md. ; Uddin, Mohammed Gazi Salah ; Kang, Sang Hoon |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 48.2019, p. 801-818
|
Subject: | Assets classes | Network connectedness | Portfolio management | Return spillover | Portfolio-Management | Portfolio selection | Spillover-Effekt | Spillover effect | Unternehmensnetzwerk | Business network | Rohstoffmarkt | Commodity market |
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