Risk spillovers among crude oil, gold, and China equity sub-sectors
This study investigates the time-varying return spillovers among the gold and oil markets and the Chinese equity subsectors using a network system representation. The results of the statics analysis show that crude oil and the majority of equity sectors are the net transmitters of spillovers in the...
Wedi'i Gadw mewn:
| Prif Awduron: | , , |
|---|---|
| Fformat: | Artigo |
| Iaith: | Inglês |
| Cyhoeddwyd: |
Taylor & Francis Group
2024-12-01
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| Cyfres: | Cogent Economics & Finance |
| Pynciau: | |
| Mynediad Ar-lein: | https://www.tandfonline.com/doi/10.1080/23322039.2024.2431536 |
| Tagiau: |
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
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