Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States
Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States
复制标题
DOI:
10.1016/j.najef.2016.09.004
复制
发表时间:
2016-11
期刊:
影响因子:
--
通讯作者:
Shuairu Tian;S. Hamori
中科院分区:
文献类型:
--
作者:
Shuairu Tian;S. Hamori