Konu "Garch" için İktisadi ve İdari Bilimler Fakültesi Koleksiyonu listeleme
Toplam kayıt 2, listelenen: 1-2
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Gold, silver, and the US dollar as harbingers of financial calm and distress
(Elsevier Science Inc, 2022)In this paper, we investigate the relationship between gold, silver, and the US dollar returns and financial stress to shed light on the circumstances where these assets serve as attractive investment vehicles and whether ... -
Time-varying volatility spillovers between oil prices and precious metal prices
(Elsevier Sci Ltd, 2020)This paper tackles whether there is a return and volatility spillover effect between oil price and precious metal prices such as gold, silver, platinum, and palladium using the causality-in-variance test approach proposed ...