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 journal › Article › Research › peer-review

65 Citations (Scopus)

Original language	English
Article number	101221
Number of pages	32
Journal	Pacific Basin Finance Journal
Volume	58
DOIs	https://doi.org/10.1016/j.pacfin.2019.101221
Publication status	Published - 1 Dec 2019

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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",

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AU - Dash, Saumya Ranjan

AU - Brooks, Robert

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