Estimating Network Connectedness of Financial Markets and Commodities
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems,Control and Systems Engineering
Link
https://link.springer.com/content/pdf/10.1007/s11518-020-5465-1.pdf
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3. Adrian T, Brunnermeier MK (2011). CoVaR. National Bureau of Economic Research.
4. Ahmad W, Mishra AV, Daly KJ (2018). Financial connectedness of BRICS and global sovereign bond markets. Emerging Markets Review 37: 1–16.
5. Antonakakis N, Kizys R (2015). Dynamic spillovers between commodity and currency markets. International Review of Financial Analysis 41: 303–319.
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