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RePEcDerivatives & Volatility

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
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Identifier
RePEc:voj:journl:v:70:y:2023:i:1:p:71-100:id:604

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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