International commodity-market tail risk and stock volatility
Juandan Zhong, Huaigang Long, Feng Ma, Jiqian Wang
| Year of publication: |
2023
|
|---|---|
| Authors: | Zhong, Juandan ; Long, Huaigang ; Ma, Feng ; Wang, Jiqian |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 49, p. 5790-5799
|
| Subject: | commodity market | information transmission | stock volatility | Tail risk | Volatilität | Volatility | Börsenkurs | Share price | Aktienmarkt | Stock market | Risikomaß | Risk measure | Schätzung | Estimation | Kapitaleinkommen | Capital income | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2140764 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014335790