Spillovers in higher moments and jumps across US stock and strategic commodity markets

Published 2021 View Full Article

Authors

Keywords

High-frequency data, Spillovers of higher moments, Jumps, US stock market, Crude oil, Gold

Journal

RESOURCES POLICY

Volume 72, Issue -, Pages 102060

Publisher

Elsevier BV

Online

2021-03-27

DOI

10.1016/j.resourpol.2021.102060

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