Volatility spillover effect in commodity derivatives market : empirical evidence through generalized impulse response function
Year of publication: |
2019
|
---|---|
Authors: | Rout, Bhabani Sankar ; Das, Nupur Moni ; Rao, Kode Chandra Sekhara |
Published in: |
Vision : the journal of business perspective. - London [u.a.] : Sage Publ., ISSN 2249-5304, ZDB-ID 2220768-5. - Vol. 23.2019, 4, p. 374-396
|
Subject: | Volatility Pattern | Lead-Lag Relationship | Influential Direction | Generalized Impulse Response Function | Volatility Spillover | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price |
-
Joarder, Suranjana, (2021)
-
Shaik, Muneer, (2021)
-
Gozgor, Giray, (2016)
- More ...
-
Rout, Bhabani Sankar, (2021)
-
Rout, Bhabani Sankar, (2021)
-
Banks' capital adequacy ratio : a panacea or placebo
Das, Nupur Moni, (2020)
- More ...