Zannis Margaronis

Brunel University London

Kingston Lane

Uxbridge, Middlesex UB8 3PH

United Kingdom

  • Brunel University London

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Modelling Time Varying Volatility Spillovers and Conditional Correlations Across Commodity Metal Futures

International Review of Financial Analysis, Forthcoming
Number of pages: 34 Posted: 01 Oct 2015 Last Revised: 22 Sep 2021
Menelaos Karanasos, Faek Menla Ali, Zannis Margaronis and R. Nath
Brunel University London - Economics and Finance, University of Sussex, Brunel University London and Brunel University London
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Abstract:

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Financial Crisis, Metal Futures, Structural Breaks, Time-Varying Volatility