The influential impacts of international dynamic spillovers in forming investor preferences: a quantile-VAR and GDCC-GARCH perspective
Author:
Affiliation:
1. Department of Finance, Accounting and Management Science, Faculty of Management and Economics, Cyprus University of Technology, Limassol, Cyprus
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2024.2387868
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1. Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model
2. An analysis of cryptocurrencies conditional cross correlations
3. Returns and volatility spillover between agricultural commodities and emerging stock markets: new evidence from COVID-19 and Russian-Ukrainian war
4. Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
5. Is gold a safe haven? International evidence
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