Volatility and return spillovers across commodity and equity markets

This paper presents an empirical analysis of the relationship between commodity market shocks and stock markets. [...]

Detalhes bibliográficos
Autor principal: Pinho, Carlos (author)
Outros Autores: Maldonado, Isabel (author)
Formato: conferenceObject
Idioma:eng
Publicado em: 2022
Assuntos:
Texto completo:http://hdl.handle.net/11328/4068
País:Portugal
Oai:oai:repositorio.uportu.pt:11328/4068