Please use this identifier to cite or link to this item:
http://hdl.handle.net/11328/4068| Title: | Volatility and return spillovers across commodity and equity markets |
| Authors: | Pinho, Carlos Maldonado, Isabel |
| Keywords: | Spillover effect Volatility connectedness Variance decomposition, volatility |
| Issue Date: | Jan-2022 |
| Citation: | Pinho, C. & Maldonado, I. (2022). Volatility and return spillovers across commodity and equity markets. In F. Hernández Perlines (Ed.), Libro de resumenes de las XXXI Jornadas Hispano-Lusas de Gestión Científica "En la era de la digitalización y la sostenibilidad", Toledo, España, 2-5 febrero 2022 (pp. 151-152). Repositório Institucional UPT. http://hdl.handle.net/11328/4068 |
| Abstract: | This paper presents an empirical analysis of the relationship between commodity market shocks and stock markets. [...] |
| URI: | http://hdl.handle.net/11328/4068 |
| ISBN: | 978-84-09-37770-1 |
| Appears in Collections: | REMIT - Resumos em Livros de Atas / Abstracts in Proceedings |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Jornadas_HL_2022_CP.pdf | 313.43 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.