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Risk Factors And Contagion In Commodity Markets And Stocks Markets
Language: en
Pages: 355
Authors: Stephane Goutte
Categories: Business & Economics
Type: BOOK - Published: 2020-04-28 - Publisher: World Scientific

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The link between commodities prices and the business cycle, including variables such as real GDP, industrial production, unemployment, inflation, and market unc
Wave After Wave
Language: en
Pages: 40
Authors: Bernardina Algieri
Categories:
Type: BOOK - Published: 2017 - Publisher:

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Essays on Systemic Risk and Stock Market Contagion
Language: en
Pages: 0
Authors: Claudio Nicolai Wewel
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Type: BOOK - Published: 2013 - Publisher:

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Commodity Market Contagion Under Uncertainty
Language: en
Pages: 22
Authors: Gazi Salah Uddin
Categories:
Type: BOOK - Published: 2018 - Publisher:

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This study explores the economic and financial effects of uncertainty on the commodity market integration. This issue is important from the perspective of finan
Extreme Contagion in Equity Markets
Language: en
Pages: 30
Authors: Jorge A. Chan-Lau
Categories: Business & Economics
Type: BOOK - Published: 2002-05 - Publisher: International Monetary Fund

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This study uses bivariate extremal dependence measures, based on the number of equity return co-exceedances in two markets, to quantify both negative and positi