Bond-Commodity Volatility Spillover & Global Liquidity Risk
Research reveals significant volatility spillovers between gold and bond markets, and oil and some bond markets, suggesting limited diversification benefits for investors.
Featured in No. 24 on 2 Nov 2023 · on release day
- Released
- 2 Nov 2023
- First featured
- No. 24 · 2 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 20
- Identifier
- RePEc:voj:journl:v:70:y:2023:i:1:p:71-100:id:604
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