Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets

Kang Sang Hoon; Maitra Debasish; Dash Saumya Ranjan; Brooks Robert

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Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets

机译：股票，商品，债券和VIX市场之间的动态溢出和关联

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来源
《Pacific-Basin Finance Journal》 |2019年第12期|101221.1-101221.32|共32页
作者
Kang Sang Hoon; Maitra Debasish; Dash Saumya Ranjan; Brooks Robert;
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Pusan Natl Univ Dept Business Adm Busan South Korea;

Indian Inst Management Indore Indore 453556 Madhya Pradesh India;

Monash Univ Monash Business Sch Caulfield Vic 3145 Australia;

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Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets

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