Konu "Volatility" için İktisadi ve İdari Bilimler Fakültesi Koleksiyonu listeleme
Toplam kayıt 5, listelenen: 1-5
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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 ... -
The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold
(Elsevier Sci Ltd, 2022)The purpose of this study is to examine the interconnectedness between DeFi and natural resource assets in terms of return and volatility spillovers, as well as the effectiveness of hedging, utilizing the time and frequency ... -
Investor sentiments and stock markets during the COVID-19 pandemic
(Springer, 2022)This study examines the relationship between positive and negative investor sentiments and stock market returns and volatility in Group of 20 countries using various methods, including panel regression with fixed effects, ... -
Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis
(Mdpi, 2018)This study examines the Granger-causal relationships between oil price movements and global stock returns by using time-varying Granger-causality tests in mean and in variance. We use the daily returns from Morgan Stanley ... -
Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test
(Elsevier Sci Ltd, 2022)The study aims to examine the connectedness between clean energy stocks and precious metals prices under the different market episodes. We employ the Granger causality-in-the distribution test proposed by Candelon and ...