Global connectivity between commodity prices and national stock markets : a time-varying MIDAS analysis
Year of publication: |
2023
|
---|---|
Authors: | Enilov, Martin ; Fazio, Giorgio ; Ghoshray, Atanu |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 3, p. 2607-2619
|
Subject: | commodity prices | developed countries | emerging markets | global connectivity | mixed-frequency VAR | stock markets | Rohstoffpreis | Commodity price | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Entwicklungsländer | Developing countries | Welt | World | Börsenkurs | Share price | Preiskonvergenz | Price convergence | Industrieländer | Industrialized countries | Globalisierung | Globalization |
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