Return and volatility co-movement in commodity futures markets: the effects of liquidity risk (Q5026527)
From MaRDI portal
scientific article; zbMATH DE number 7470684
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Return and volatility co-movement in commodity futures markets: the effects of liquidity risk |
scientific article; zbMATH DE number 7470684 |
Statements
Return and volatility co-movement in commodity futures markets: the effects of liquidity risk (English)
0 references
8 February 2022
0 references
commodity futures markets
0 references
price co-movement
0 references
liquidity effects
0 references
volatility co-movement
0 references
