[Elsevier] Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets

RJBV Post time 2024-6-8 23:00:59 | Show all posts |Read mode
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journal:International Review of Economics & Finance

Authors:Purba Bhattacherjee; Sibanjan Mishra; Sang Hoon Kang

Published date:2024-6-

DOI:10.1016/j.iref.2024.05.021

PDF link:https://www.sciencedirect.com/sc ... 059056024003204/pdf

Article link:http://dx.doi.org/10.1016/j.iref.2024.05.021

Article Source:Elsevier BV


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