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
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DOI:
10.1016/j.najef.2016.09.004
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发表时间:
2016-11
期刊:
The North American Journal of Economics and Finance
影响因子:
--
通讯作者:
Shuairu Tian;S. Hamori
Shuairu Tian;S. Hamori
中科院分区:
其他
文献类型:
--
作者:
Shuairu Tian;S. Hamori

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