Time-frequency spillover effect of domestic and foreign commodity markets on China's price levels
Wenwei Guo, Jing Tang, Hongjin Zhu, and Xiaowen Ma
| Year of publication: |
2022
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|---|---|
| Authors: | Guo, Wenwei ; Tang, Jing ; Zhu, Hongjin ; Ma, Xiaowen |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 15, p. 4207-4217
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| Subject: | Commodity markets | consumer price index | producer price index | return spillover | volatility spillover | Spillover-Effekt | Spillover effect | Volatilität | Volatility | China | Verbraucherpreisindex | Consumer price index | Rohstoffmarkt | Commodity market | Erzeugerpreisindex | Producer price index | Preisniveau | Price level | Rohstoffpreis | Commodity price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2022.2106212 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013462922