Commodity market financialization, herding and signals an asymmetric GARCH R-vine copula approach

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Bibliographische Detailangaben
Veröffentlicht in:International review of financial analysis
1. Verfasser: Qin, Xiao (VerfasserIn)
Weitere Verfasser: Yan, Meilan (VerfasserIn), Zhang, Dalu (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2023
Schlagworte:
Asymmetric tail dependence > Commodity market financialization > Herding > Information friction > Risk-sharing > Aufsatz in Zeitschrift
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