Revisiting the currency-commodity nexus : new insights into the R² decomposed connectedness and the role of global shocks
Jionghao Huang, Hongqiao Li, Baifan Chen, Mengai Liu, Chaofan An, Xiaohua Xia
| Year of publication: |
2025
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|---|---|
| Authors: | Huang, Jionghao ; Li, Hongqiao ; Chen, Baifan ; Liu, Mengai ; An, Chaofan ; Xia, Xiaohua |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 98.2025, Art.-No. 103852, p. 1-39
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| Subject: | Currency-commodity nexus | decomposed connectedness | Event-driven statistical analysis | Return and volatility spillover | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Schock | Shock | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation | VAR-Modell | VAR model | Kapitaleinkommen | Capital income | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2025.103852 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015330663