A Volatility Spillover Analysis Between Bond and Commodity Markets as an Indicator for Global Liquidity Risk


Kırkpınar A., Evrim Mandacı P.

PANOECONOMICUS, vol.70, no.1, pp.71-100, 2023 (SSCI)

  • Publication Type: Article / Article
  • Volume: 70 Issue: 1
  • Publication Date: 2023
  • Doi Number: 10.2298/pan180811011k
  • Journal Name: PANOECONOMICUS
  • Journal Indexes: Social Sciences Citation Index (SSCI), Scopus, International Bibliography of Social Sciences, ABI/INFORM, Central & Eastern European Academic Source (CEEAS), EconLit, PAIS International, Directory of Open Access Journals
  • Page Numbers: pp.71-100
  • Dokuz Eylül University Affiliated: Yes