Work

Dynamic volatility connectedness between industrial metal markets

Year: 2022

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2022.101814

Authors: Xu Gong, Jun Xu, Tangyong Liu, Zicheng Zhou

Institutions: Xiamen University, Hubei University Of Economics, Zhejiang University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4293569820

FWCI: 3.113

Cites: 87

Cited by: 20

Related to: 10