Comovement and contagion in commodity markets
This article investigates comovement and contagions in the commodities markets. We examine the comovement by analyzing the unconditional correlation coefficients. We document that commodities tend to partially integrate. We perform contagion tests by identifying coexceedances and estimating multinom...
Wedi'i Gadw mewn:
| Prif Awduron: | , |
|---|---|
| Fformat: | Artigo |
| Iaith: | Inglês |
| Cyhoeddwyd: |
Taylor & Francis Group
2022-12-01
|
| Cyfres: | Cogent Economics & Finance |
| Pynciau: | |
| Mynediad Ar-lein: | https://www.tandfonline.com/doi/10.1080/23322039.2022.2064079 |
| Tagiau: |
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
|