Time-frequency higher-order moment Co-movement and connectedness between Chinese stock and commodity markets
Huiming Zhu, Xiling Xia, Liya Hau, Tian Zeng, Xi Deng
| Year of publication: |
2024
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|---|---|
| Authors: | Zhu, Huiming ; Xia, Xiling ; Hau, Liya ; Zeng, Tian ; Deng, Xi |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 96.2024, 1, Art.-No. 103580, p. 1-32
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| Subject: | China | Connectedness | Higher-order moment | Stock-commodity | Time-frequency co-movement | Aktienmarkt | Stock market | Rohstoffmarkt | Commodity market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.103580 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015211028