Connectedness and risk transmission of China’s stock and currency markets with global commodities
Author:
Funder
the program for scientific research start-up funds of Guangdong Ocean University
the Key Scientific Research Project of the Education Department of Shaanxi Province
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10644-024-09586-0.pdf
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3. Adrian T, Brunnermeier MK (2016) CoVaR. Am Econ Rev 106(7):1705–1741
4. Akkoc U, Civcir I (2019) Dynamic linkages between strategic commodities and stock market in Turkey: evidence from SVAR-DCC-GARCH model. Resour Policy 62:231–239
5. Andrada-Félix J, Fernandez-Perez A, Fernández-Rodríguez F, Sosvilla-Rivero S (2022) Time connectedness of fear. Empir Econ 62(3):905–931
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