Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets
Author:
Funder
Ministry of Education
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s10614-023-10488-y.pdf
Reference58 articles.
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3. Antonakakis, N., Cunado, J., Filis, G., Gabauer, D., & Garcia, F. (2020). Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness. Energy Economics, 91(2020), 104762.
4. Aydin, M., Pata, U. K., & Inal, V. (2022). Economic policy uncertainty and stock prices in BRIC countries: Evidence from asymmetric frequency domain causality approach. Applied Economic Analysis, 30(89), 114–129.
5. Baker, S. R., Bloom, N., & Davis, S. J. (2016). Measuring economic policy uncertainty. The Quarterly Journal of Economics, 131(4), 1593–1636.
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