Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics.

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Bibliographic Details
Title: Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics.
Authors: Faye, Benoît1, Le Fur, Eric1, Prat, Stéphanie1, sprat@inseec.com
Source: Annals of Operations Research; Mar2024, Vol. 334 Issue 1-3, p497-520, 24p
Database: Applied Science & Technology Source
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Description
ISSN:02545330
DOI:10.1007/s10479-021-04510-5