Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor
Author:
Funder
Ministry of Education
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference58 articles.
1. Portfolio management and dependencies among precious metal markets: Evidence from a Copula quantile-on-quantile approach;Al-Yahyaee;Resources Policy,2019
2. Exchange return co-movements and volatility spillovers before and after the introduction of euro;Antonakakis;Journal of International Financial Markets, Institutions and Money,2012
3. Dynamic spillovers between commodity and currency markets;Antonakakis;International Review of Financial Analysis,2015
4. Contagion across exchange rates: New evidence on the role of information spillovers and eight major exchange rates;Apergis;Journal of Economic Studies,2017
5. Impact of stock market trading on currency market volatility spillovers;Baklaci;Research in International Business and Finance,2020
Cited by 62 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Mineral Metamorphosis: Tracing the static and dynamic nexus between minerals and global south markets;Resources Policy;2024-09
2. A TVP-VAR assessment of the spillover effects of geopolitical risk shocks on macroeconomic variability: a study of the Ghanaian economy;Future Business Journal;2024-05-26
3. So different and yet so alike: A comparative analysis of firms' connectedness in the stock and corporate bond markets;European Financial Management;2024-04-27
4. Extreme Return Spillover Between the WTI, the VIX, and Six Latin American Stock Markets: A Quantile Connectedness Approach;Studies in Nonlinear Dynamics & Econometrics;2024-04-16
5. Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU;Energy Economics;2024-04
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3