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...

Бүрэн тодорхойлолт

Номзүйн дэлгэрэнгүй

Үндсэн зохиолчид:	Zong-feng Zou, Chao Zhang, Xi-yun Sun
Формат:	Artigo
Хэл сонгох:	Inglês
Хэвлэсэн:	Taylor & Francis Group 2024-12-01
Цуврал:	Cogent Economics & Finance
Нөхцлүүд:	Return spillovers network structure asymmetry the Chinese equity sectors commodity markets Finance
Онлайн хандалт:	https://www.tandfonline.com/doi/10.1080/23322039.2024.2431536
Шошгууд:	Шошго нэмэх Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!