Measurement of volatility spillovers and asymmetric connectedness on commodity and equity markets
Year of publication: |
[2018]
|
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Authors: | Palanska, Tereza |
Publisher: |
Prague : Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague |
Subject: | Volatility | Spillovers | Relized Semivariance | Asymmetric effects | Commodity markets | Equity markets | Spillover-Effekt | Spillover effect | Volatilität | Aktienmarkt | Stock market | Rohstoffmarkt | Commodity market | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (circa 46 Seiten) Illustrationen |
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Series: | IES working paper. - Praha : [Verlag nicht ermittelbar], ZDB-ID 2408568-6. - Vol. 2018, 27 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/203207 [Handle] |
Classification: | c18 ; c58 ; G01 - Financial Crises ; G15 - International Financial Markets ; q02 |
Source: | ECONIS - Online Catalogue of the ZBW |
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