Impact persistence of stock market risks in commodity markets: Evidence from China
The risk spillover among financial markets has been noticeably investigated in a burgeoning number of literature. Given those doctrines, we scrutinize the impact persistence of volatility spillover and illiquidity spillover of Chinese commodity markets in this paper. Based on the sample from 2010 to...
Guardado en:
Autores principales: | Shusheng Ding, Zhipan Yuan, Fan Chen, Xihan Xiong, Zheng Lu, Tianxiang Cui |
---|---|
Formato: | article |
Lenguaje: | EN |
Publicado: |
Public Library of Science (PLoS)
2021
|
Materias: | |
Acceso en línea: | https://doaj.org/article/fe2ffbbf6a854ebb8603672955b14324 |
Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
-
Impact persistence of stock market risks in commodity markets: Evidence from China.
por: Shusheng Ding, et al.
Publicado: (2021) -
Enhancing environmental sustainability through corporate governance: the merger and acquisition perspective
por: Dandan Zheng, et al.
Publicado: (2021) -
The impact of investor structure on stock price crash sensitivity: Evidence from China's stock market
por: Ningning Pan, et al.
Publicado: (2021) -
Influence of world stock markets on the development of the stock market in Ukraine
por: Inna Shkolnyk, et al.
Publicado: (2021) -
Evidence of multifractality from emerging European stock markets.
por: Petre Caraiani
Publicado: (2012)