Extreme Return Spillover Between the WTI, the VIX, and Six Latin American Stock Markets: A Quantile Connectedness Approach.
In: Studies in Nonlinear Dynamics & Econometrics, 2024-04-16, S. 1-16
Online
academicJournal
Zugriff:
Titel: |
Extreme Return Spillover Between the WTI, the VIX, and Six Latin American Stock Markets: A Quantile Connectedness Approach.
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Autor/in / Beteiligte Person: | Kruel, Maximiliano ; Ceretta, Paulo Sergio |
Link: | |
Zeitschrift: | Studies in Nonlinear Dynamics & Econometrics, 2024-04-16, S. 1-16 |
Veröffentlichung: | 2024 |
Medientyp: | academicJournal |
ISSN: | 1081-1826 (print) |
DOI: | 10.1515/snde-2023-0076 |
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