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...

Description complète

Enregistré dans:
Détails bibliographiques
Auteurs principaux: Shusheng Ding, Zhipan Yuan, Fan Chen, Xihan Xiong, Zheng Lu, Tianxiang Cui
Format: article
Langue:EN
Publié: Public Library of Science (PLoS) 2021
Sujets:
R
Q
Accès en ligne:https://doaj.org/article/fe2ffbbf6a854ebb8603672955b14324
Tags: Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
Search Result 1