Quantile dependencies and connectedness between stock and precious metals markets
Prachi Jain, Debasish Maitra, Ron P. McIver, Sang Hoon Kang
| Year of publication: |
2023
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|---|---|
| Authors: | Jain, Prachi ; Maitra, Debasish ; McIver, Ron ; Kang, Sang Hoon |
| Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 30.2023, p. 1-29
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| Subject: | Stocks | Precious metals | Spillovers | Quantile coherency | Quantile frequency connectedness | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Welt | World | Edelmetall | Precious metal | Aktienmarkt | Stock market | Börsenkurs | Share price | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2022.100284 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014426833