Extreme Return Spillover Between the WTI, the VIX, and Six Latin American Stock Markets: A Quantile Connectedness Approach.
| Autor: | Kruel, Maximiliano1 (AUTHOR) maxkruel@usal.es, Ceretta, Paulo Sergio2 (AUTHOR) ceretta@smail.ufsm.br |
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| Zdroj: | Studies in Nonlinear Dynamics & Econometrics. Apr2024, p1. 16p. 5 Illustrations, 4 Charts. |
| Databáze: | Business Source Ultimate |
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