Comovement and contagion in commodity markets
This article investigates comovement and contagions in the commodities markets. We examine the comovement by analyzing the unconditional correlation coefficients. We document that commodities tend to partially integrate. We perform contagion tests by identifying coexceedances and estimating multinom...
| الحاوية / القاعدة: | Cogent Economics & Finance |
|---|---|
| المؤلفون الرئيسيون: | , |
| التنسيق: | مقال |
| اللغة: | الإنجليزية |
| منشور في: |
Taylor & Francis Group
2022-12-01
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://www.tandfonline.com/doi/10.1080/23322039.2022.2064079 |