Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility-Reference-Cited by-同舟云学术

Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility

Published:2022-08-05 Issue:22 Volume:55 Page:2521-2535
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Umar Zaghum¹²^ORCID,Sayed Ayesha³^ORCID,Gubareva Mariya⁴^ORCID,Vo Xuan Vinh⁵^ORCID

Affiliation:

1. College of Business, Zayed University, Dubai, United Arab Emirates

2. Institute of Business Research, University of Economics, Ho Chi Minh City, Vietnam

3. Department of Finance andTax, University of Cape Town, South Africa

4. ISEG – Lisbon School of Economics and Management, SOCIUS/CSG - Research in Social Sciences and Management, Universidade de Lisboa, Lisbon, Portugal

5. Institute of Business Research and CFVG, University of Economics, Ho Chi Minh City, Vietnam

Funder

FCT, I.P., the Portuguese national funding agency for science, research and technology

University of Economics Ho Chi Minh City, Vietnam

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2022.2103084

Reference59 articles.

1. Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies