Yu Lou1, Chao Xiao1, Yi Lian2

  • 1School of Finance, Southwestern University of Finance and Economics, Chengdu, Sichuan, China.

PloS one
|January 2, 2024
PubMed
概括

中国工业股票主要推动了对大宗商品市场的回报溢出效应,尤其是在危机期间. 不对称的溢出效应,负收益占主导地位,是显著的,影响风险管理和交易策略.