Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets
Year of publication: |
2024
|
---|---|
Authors: | Hao, Xinlei ; Ma, Yong ; Pan, Dongtao |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : Elsevier, ZDB-ID 2020437-1. - Vol. 73.2024, p. 1-20
|
Subject: | Commodity market | Cross-quantilogram | Foreign exchange market | Geopolitical risk | Stock market | Volatility spillover | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Devisenmarkt | Aktienmarkt | Wechselkurs | Exchange rate | Geopolitik | Geopolitics | Welt | World | Risikoprämie | Risk premium |
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