Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets

Sang Hoon Kang, Debasish Maitra, Saumya Ranjan Dash, Robert Brooks

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Article number101221
Number of pages32
JournalPacific Basin Finance Journal
Volume58
DOIs
Publication statusPublished - 1 Dec 2019

Cite this

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title = "Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets",
author = "Kang, {Sang Hoon} and Debasish Maitra and Dash, {Saumya Ranjan} and Robert Brooks",
year = "2019",
month = "12",
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doi = "10.1016/j.pacfin.2019.101221",
language = "English",
volume = "58",
journal = "Pacific Basin Finance Journal",
issn = "0927-538X",
publisher = "Elsevier",

}

Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets. / Kang, Sang Hoon; Maitra, Debasish; Dash, Saumya Ranjan; Brooks, Robert.

In: Pacific Basin Finance Journal, Vol. 58, 101221, 01.12.2019.

Research output: Contribution to journalArticleResearchpeer-review

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AU - Kang, Sang Hoon

AU - Maitra, Debasish

AU - Dash, Saumya Ranjan

AU - Brooks, Robert

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JF - Pacific Basin Finance Journal

SN - 0927-538X

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