Risk Spillovers Among Markets
The paper finds that asset price declines are more consistent in extreme market conditions, based on an exploration of dependencies among commodity futures, stock markets, and ESG bond markets.
Featured in No. 83 on 23 Jan 2025 · on release day
- Released
- 23 Jan 2025
- First featured
- No. 83 · 23 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 14
- Identifier
- RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324013138
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).