Stock markets' bubbles burst and volatility spillovers in agricultural commodity markets
Year of publication: |
September 2016
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Authors: | Baldi, Lucia ; Peri, Massimo ; Vandone, Daniela |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 38.2016, p. 277-285
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Subject: | Stock markets' bubbles | Financialization | Volatility spillover | Agricultural commodity market | VIRF | Spekulationsblase | Bubbles | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Agrarmarkt | Agricultural market | Welt | World |
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