Extreme connectedness of agri-commodities with stock markets and its determinants
Year of publication: |
2023
|
---|---|
Authors: | Syed Mabruk Billah ; Balli, Faruk ; Hoxha, Indrit |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 56.2023, p. 1-38
|
Subject: | Agricultural commodity prices | Extreme market conditions | Food and beverage stock market returns | Quantile connectedness |
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