Work

How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis

Year: 2024

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2024.102217

Authors: Xiuwen Chen, Yinhong Yao, Lin Wang, Shenwei Huang

Institutions: Hangzhou Dianzi University, Capital University of Economics and Business, Donghua University

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4399360863

FWCI: 13.88

Cites: 79

Cited by: 49

Related to: 10