Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective
Sun, Xiaolei, Wang, Jun, Yao, Yanzhen, Li, Jingyu, Li, JianpingJournal:
International Review of Financial Analysis
DOI:
10.1016/j.irfa.2018.10.008
Date:
May, 2019
File:
PDF, 1.40 MB
2019