Acceso al sitio web del Consejo de Políticas de Infraestructura

   
Redirigiendo al acceso original de articulo en 22 segundos...
ARTÍCULO
TITULO

Volatility Spillovers Arising from the Financialization of Commodities

Wing Hong Chan    
Bryce Shelton and Yan Wendy Wu    

Resumen

No disponible

PÁGINAS
MATERIAS
ECONOMÍA

 Artículos similares

       
 
Waqar Badshah     Pág. 046 - 059
This study is conducted to check volatility spillovers from US to Emerging seven stock markets before and after the Global Financial Crisis through the VAR-GARCH model. The pre GFC sub sample data ranges from January 8, 2002 to June 29, 2007 and Post GFC... ver más

 
Hira Aftab and A. B. M. Rabiul Alam Beg    
The presence of risk premium is an issue that weakens the rational expectation hypothesis. This paper investigates changing behavior of time varying risk premium for holding 10 year maturity bond using a bivariate VARMA-DBEKK-AGARCH-M model. The model al... ver más

 
Carmelo Salleo, Alberto Grassi and Constantinos Kyriakopoulos    
We propose a comprehensive approach for the analysis of real economy and government sector risk transmission to the banking system and apply it in ten Euro-Area countries from 2005 to 2017. A flexible methodology is developed to model banks? assets accor... ver más

 
Caner Özdurak and Veysel Ulusoy    
The 2008 global financial crisis provides us with a wide range of study fields on cross-asset contagion mechanisms in the US financial markets. After a decade of the so-called subprime crisis, the impact of market news on asset volatilities increased sig... ver más

 
Nidhi Malhotra,Saumya Gupta     Pág. 208 - 215
Although, the growth in the cryptocurrency market slowed down after the meteoric rise in late 2017, the market is still enjoying steady capital inflow. This has made the study of market dynamics between the cryptocurrencies and equity market indispensabl... ver más