Risks in emerging markets equities: Time-varying versus spatial risk analysis
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DOI: 10.1016/j.physa.2019.123474
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- Rehman, Mobeen Ur & Owusu Junior, Peterson & Ahmad, Nasir & Vo, Xuan Vinh, 2022. "Time-varying risk analysis for commodity futures," Resources Policy, Elsevier, vol. 78(C).
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More about this item
Keywords
Elicitability; Time-varying risk; Time-invariant risk; Spatial autocorrelation; Global liquidity indicators;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
- G1 - Financial Economics - - General Financial Markets
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