Work

Volatility contagion across commodity, equity, foreign exchange and Treasury bond markets

Year: 2014

Type: article

Source: Applied Economics Letters

DOI: 10.1080/13504851.2013.879282

Author: Raquel López

Institution: University of Castilla-La Mancha

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2014691067

FWCI: 0.61

Cites: 18

Cited by: 21

Related to: 10