연구동향 분석

Volatility Transmission between Commodity and Stock Markets: Evidence from the Korean Stock Market

강상훈 윤성민 2015년

논문상세정보
인용/피인용
' Volatility Transmission between Commodity and Stock Markets: Evidence from the Korean Stock Market' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • financial crisis
  • hedgeratio.
  • optimal portfolio weight
  • time-varying conditional correlation
  • volatility transmission
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
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' Volatility Transmission between Commodity and Stock Markets: Evidence from the Korean Stock Market' 의 참고문헌

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