---
title: Risk Spillovers Among Markets
url: https://www.ml-quant.com/papers/repec/eee-finlet-v-71-y-2025-i-c-s1544612324013138/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324013138
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1544612324013138%3Bh%3Drepec%3Aeee%3Afinlet%3Av%3A71%3Ay%3A2025%3Ai%3Ac%3As1544612324013138
featured: 2025-01-23
citations: unknown
topic: Asset Pricing & Factors
---


# 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1544612324013138%3Bh%3Drepec%3Aeee%3Afinlet%3Av%3A71%3Ay%3A2025%3Ai%3Ac%3As1544612324013138
- Identifier: RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324013138
- Released: 2025-01-23
- First featured: Quant Letter No. 83 (2025-01-23): https://www.ml-quant.com/issues/2025-01-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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