Campus Sescelades, Carretera de Valls s/n
43006 Tarragona, Tarragona 43007
Spain
Rovira i Virgili University
International Equity and Bond Comovements, Threshold, State Variables, Stock Market Volatility, Interest Rates
Market Integration, West Africa, Commodity Trade, Trade Costs, Threshold Autoregressions
cryptocurrency, correlation, GARCH, Dynamic Conditional Correlation