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

被引：57
作者：
Kang, Sang Hoon [1 ]
Maitra, Debasish [2 ]
Dash, Saumya Ranjan [2 ]
Brooks, Robert [3 ]
机构：
[1] Pusan Natl Univ, Dept Business Adm, Busan, South Korea
[2] Indian Inst Management Indore, Indore 453556, Madhya Pradesh, India
[3] Monash Univ, Monash Business Sch, Caulfield, Vic 3145, Australia
来源：
PACIFIC-BASIN FINANCE JOURNAL | 2019年 / 58卷
关键词：
UNCONVENTIONAL MONETARY-POLICY; IMPULSE-RESPONSE ANALYSIS; VOLATILITY SPILLOVERS; INTERNATIONAL SPILLOVERS; PRECIOUS METALS; SAFE HAVEN; OIL; TIME; EQUITY; CHINA;
D O I：
10.1016/j.pacfin.2019.101221
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页数：32
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