Título:

Influence of Unconventional Monetary Policy on Agricultural Commodities Futures: Network Connectedness and Dynamic Spillovers of Returns and Volatility

Autores:

Zaghum Umar (U of Economics Ho Chi Minh City, Zayed U)
Ayesha Sayed (U Cape Town)
Mariya Gubareva (U Lisboa)
Xuan Vinh Vo (U of Economics Ho Chi Minh City)

Revista:

Applied Economics

Ano:

2023

Volume:

55

Número:

22

Páginas:

2521-2535

Códigos JEL:

E31 - Price Level; Inflation; Deflation
E44 - Financial Markets and the Macroeconomy
G13 - Contingent Pricing; Futures Pricing