Quantile coherency across bonds, commodities, currencies, and equities
Year of publication: |
2024
|
---|---|
Authors: | Uddin, Mohammed Gazi Salah ; Lucey, Brian M. ; Rahman, Md Lutfur ; Stenvall, David |
Published in: |
Journal of commodity markets : JCM. - Amsterdam : Elsevier, ISSN 2405-8505, ZDB-ID 2851869-X. - Vol. 33.2024, Art.-No. 100379, p. 1-34
|
Subject: | Quantile coherency | Bonds | Commodities | Currencies | Equitie | Australien | Australia | Kanada | Canada | Wechselkurs | Exchange rate | Neuseeland | New Zealand | Anleihe | Bond | Rohstoffpreis | Commodity price |
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