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...

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Detalles Bibliográficos
Autores principales: Ding, Shusheng, Yuan, Zhipan, Chen, Fan, Xiong, Xihan, Lu, Zheng, Cui, Tianxiang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8575302/
https://www.ncbi.nlm.nih.gov/pubmed/34748595
http://dx.doi.org/10.1371/journal.pone.0259308

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8575302/
https://www.ncbi.nlm.nih.gov/pubmed/34748595
http://dx.doi.org/10.1371/journal.pone.0259308

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