The time-varying spillover effect between WTI crude oil futures returns and hedge funds. | |
Zhang, Yue-Jun; Wu, Yao-Bin | |
刊名 | International Review of Economics & Finance |
2019 | |
卷号 | Vol.61页码:156-169 |
关键词 | Crude oil futures DCOT reports Hedge funds Time-varying granger causality |
ISSN号 | 1059-0560 |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4609626 |
专题 | 湖南大学 |
作者单位 | 1.Business School, Hunan University, Changsha, 410082, China 2.Center for Resource and Environmental Management, Hunan University, Changsha, 410082, China 3.School of Management, Fudan University, Shanghai, 200433, China |
推荐引用方式 GB/T 7714 | Zhang, Yue-Jun,Wu, Yao-Bin. The time-varying spillover effect between WTI crude oil futures returns and hedge funds.[J]. International Review of Economics & Finance,2019,Vol.61:156-169. |
APA | Zhang, Yue-Jun,&Wu, Yao-Bin.(2019).The time-varying spillover effect between WTI crude oil futures returns and hedge funds..International Review of Economics & Finance,Vol.61,156-169. |
MLA | Zhang, Yue-Jun,et al."The time-varying spillover effect between WTI crude oil futures returns and hedge funds.".International Review of Economics & Finance Vol.61(2019):156-169. |
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