Asymmetric volatility spillover between crude oil and other asset markets
Year of publication: |
2023
|
---|---|
Authors: | Guan, Bo ; Mazouz, Khelifa ; Xu, Yongdeng |
Publisher: |
Cardiff : Cardiff University, Cardiff Business School |
Subject: | asymmetric volatility spillovers | global asset markets | Multiplicative Error Model (MEM) | spillover balance index |
Series: | Cardiff Economics Working Papers ; E2023/27 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1871764025 [GVK] hdl:10419/284189 [Handle] |
Classification: | G10 - General Financial Markets. General ; G15 - International Financial Markets ; c58 ; F36 - Financial Aspects of Economic Integration |
Source: |
-
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