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Applied Economics

Article . 2021 . Peer-reviewed

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Rare earth and allied sectors in stock markets: extreme dependence of return and volatility

descriptionPublicationkeyboard_double_arrow_right Article , Journal 11 Jun 2021Publisher:Informa UK LimitedJournal:Applied Economics, volume 53, pages 5,710-5,730 (issn: 0003-6846, eissn: 1466-4283,

Authors: Elie Bouri; Kakali Kanjilal; Sajal Ghosh; David Roubaud; Tareq Saeed;

doi: 10.1080/00036846.2021.1927971

Rare earth and allied sectors in stock markets: extreme dependence of return and volatility

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Abstract

This study examines the dynamics of return and volatility connectedness between the rare earth stock index and the indexes of clean energy, consumer electronics, telecommunications, healthcare equi...

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	citations This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	36
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