Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10010425621
Persistent link: https://www.econbiz.de/10011966714
Persistent link: https://www.econbiz.de/10009743751
We examine whether volatility spillover between US equity and commodity markets has significantly changed with the heavy influx of index traders in commodity derivatives markets, which is a phenomenon referred to as financialization. Previous findings show that institutional traders enter...
Persistent link: https://www.econbiz.de/10012864250