Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach

Author:

Bhatia Vaneet,Das Debojyoti,Tiwari Aviral Kumar,Shahbaz Muhammad,Hasim Haslifah M.

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference39 articles.

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3. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals;Arouri;Q. Rev. Econ. Financ.,2012

4. Does institutional trading drive commodities prices away from their fundamentals: evidence from a nonparametric causality-in-quantiles test;Babalos;Financ. Res. Lett.,2016

5. Computation and analysis of multiple structural change models;Bai;J. Appl. Econ.,2003

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