Rare earth and allied sectors in stock markets : extreme dependence of return and volatility
Elie Bouri, Kakali Kanjilal, Sajal Ghosh, David Roubaud and Tareq Saeed
| Year of publication: |
2021
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|---|---|
| Authors: | Bouri, Elie ; Kanjilal, Kakali ; Ghosh, Sajal ; Roubaud, David ; Saeed, Tareq |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 53.2021, 49, p. 5710-5730
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| Subject: | COVID-19 | quantile VAR | Rare earth metals | return and volatility connectedness | tail dependence | Volatilität | Volatility | Kapitaleinkommen | Capital income | Kritische Metalle | Critical metals | Welt | World | ARCH-Modell | ARCH model | Coronavirus | Börsenkurs | Share price | Aktienmarkt | Stock market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2021.1927971 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012626945