Time-frequency return connectedness between Chinese coal futures and international stock indices
Year of publication: |
2024
|
---|---|
Authors: | Chen, Baifan ; Huang, Jionghao ; Liu, Danhe ; Xia, Xiaohua |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 2, p. 316-333
|
Subject: | Chinese coal futures | Equity market | Return connectedness | Time-frequency connectedness | China | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Kohle | Coal | Aktienindex | Stock index | Kohlenbergbau | Coal mining |
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