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. [...]

Bibliographic Details
Main Author: Pinho, Carlos (author)
Other Authors: Maldonado, Isabel (author)
Format: conferenceObject
Language:eng
Published: 2022
Subjects:
Online Access:http://hdl.handle.net/11328/4068
Country:Portugal
Oai:oai:repositorio.uportu.pt:11328/4068