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Dynamic volatility spillover effects between oil and agricultural products
Pick Schen Yip; Brooks, Robert; Do, Hung Xuan; Nguyen, … - In: International review of financial analysis 69 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012316894
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Dynamic spillover between commodities and commodity currencies during United States Q.E.
Pick Schen Yip; Brooks, Robert; Do, Hung Xuan - In: Energy economics 66 (2017), pp. 399-410
Persistent link: https://www.econbiz.de/10011896519
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What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip; Brooks, Robert; Do, Hung Xuan; Xuan Vinh Vo - In: International review of financial analysis 83 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013460973