Return and Volatility Transmissions between Metals and Stocks: A Study of the Emerging Asian Markets by Using the VAR-AGARCH Approach (Q5057284)
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scientific article; zbMATH DE number 7633334
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Return and Volatility Transmissions between Metals and Stocks: A Study of the Emerging Asian Markets by Using the VAR-AGARCH Approach |
scientific article; zbMATH DE number 7633334 |
Statements
Return and Volatility Transmissions between Metals and Stocks: A Study of the Emerging Asian Markets by Using the VAR-AGARCH Approach (English)
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16 December 2022
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precious and industrial metals
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stock markets
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global financial crisis
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Chinese stock market crash
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VAR-AGARCH
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