Work

Volatility spillovers between stock, bond, oil, and gold with portfolio implications: Evidence from China

Year: 2020

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2020.101786

Authors: Yongjie Zhang, Meng Wang, Xiong Xiong, Gaofeng Zou

Institution: Tianjin University

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Awards: 股票市场个体投资者决策行为演化研究, G6203081355, G955404735

OpenAlex ID: W3090745934

FWCI: 9.349

Cites: 40

Cited by: 85

Related to: 10