The place of gold in the cross-market dependencies-Reference-Cited by-同舟云学术

The place of gold in the cross-market dependencies

Published:2016-01-01 Issue:5 Volume:20 Page:
ISSN:1558-3708
Container-title:Studies in Nonlinear Dynamics & Econometrics
language:
Short-container-title:

Author:

Aboura Sofiane,Chevallier Julien,Jammazi Rania,Tiwari Aviral Kumar

Abstract

AbstractThis paper investigates the inter-relationships between the gold price on the one hand, other precious metals (e.g. silver, palladium, platinum) and asset markets (e.g. stocks, bonds, crude oil) on the other hand. The econometric methodology relies on the Markov-switching BEKK model by

Publisher

Walter de Gruyter GmbH

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Analysis,Economics and Econometrics,Social Sciences (miscellaneous),Analysis

Link

https://www.degruyter.com/document/doi/10.1515/snde-2015-0017/pdf

Reference92 articles.

1. The Autumn Effect of Gold;Research in International Business and Finance,2013

2. Tests of Equality between Sets of Coefficients in Two Linear Regressions;Econometrica,1960

3. Testing the International Linkage in the Platinum-Group Metal Futures Markets;Resources Policy,2011

4. Statistical Analysis of Daily Gold Price Data;Physica A: Statistical Mechanics and its Applications,2004

5. Components of Bull and Bear Markets: Bull Corrections and Bear Rallies;Journal of Business and Economic Statistics,2012

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Advanced Machine Learning Techniques for Predicting Gold and Silver Futures;International Journal of Innovative Science and Research Technology (IJISRT);2024-07-12

2. Enhancing portfolio resilience during crisis periods: Lessons from BRICS indices and multi asset strategies;Investment Management and Financial Innovations;2023-10-23

3. How to hedge extreme risk of natural gas in multivariate semiparametric value-at-risk portfolio?;E+M Ekonomie a Management;2023-09

4. A Model for Calculating the Effectiveness of Writing and Hedging SBI Derivatives;International Research Journal of Multidisciplinary Technovation;2023-03-30

5. Optimization of Intraday Trading in F&O on the NSE Utilizing BOLLINGER BANDS;Springer Tracts in Human-Centered Computing;2023