Dynamic spillovers between commodity and currency markets
Nikolaos Antonakakis, Renatas Kizys
| Year of publication: |
October 2015
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|---|---|
| Authors: | Antonakakis, Nikolaos ; Kizys, Renatas |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 41.2015, p. 303-319
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| Subject: | Precious metals | Oil prices | Exchange rates | Static and dynamic spillovers | Spillover-Effekt | Spillover effect | Wechselkurs | Exchange rate | Ölpreis | Oil price | Devisenmarkt | Foreign exchange market | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2015.01.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011509000