Risk transmission from oil and natural gas futures to emerging market mutual funds
Year of publication: |
2018
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Authors: | Ewing, Bradley T. ; Gormus, Alper ; Soytaş, Uǧur |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 54.2018, 7/8/9, p. 1827-1836
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Subject: | emerging market mutual funds | natural gas | oil | volatility spillover | Schwellenländer | Emerging economies | Volatilität | Volatility | Investmentfonds | Investment Fund | Erdgas | Natural gas | Spillover-Effekt | Spillover effect |
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