机译:大宗商品和股票市场之间的相关性和波动性溢出:链接能源,食品和黄金
Department of Finance, Faculty of Management and Economic Sciences of Tunis, El Manor University, B.P. 248, C.P. 2092, Tunis Cedex, Tunisia;
Department of Finance, Faculty of Management and Economic Sciences of Tunis, El Manor University, B.P. 248, C.P. 2092, Tunis Cedex, Tunisia;
Department of Finance, Faculty of Management and Economic Sciences of Tunis, El Manor University, B.P. 248, C.P. 2092, Tunis Cedex, Tunisia;
Graduate School of Environmental Studies, Tohoku University, 6-6-20 Aramaki-Aza Aoba, Aoba-Ku, Sendai 980-8579,Japan,Graduate School of Public Policy, University of Tokyo, Japan,The Institute for Global Environmental Strategies, Hayama, Japan;
Stock markets; Commodity prices; Volatility spillovers; Hedge ratios; VAR-GARCH models; Energy price;
机译:中国股票和商品期货市场的动态相关性和波幅溢出
机译:中国股市与商品市场之间的动态波动性溢出与投资策略
机译:股票市场的泡沫破灭,农产品市场的波动性溢出
机译:亚洲新兴股市中返回和不对称波动溢出率的动态联系:来自全球后金融危机期的证据
机译:关于农产品市场联系的三篇论文:波动溢出,交叉套期保值和市场整合
机译:石油和黄金价格波动对南非股票市场的影响:波动性溢出和金融政策影响
机译:大宗商品和股票市场之间的相关性和波动性溢出:链接能源,食品和黄金