A quantile regression analysis of flights-to-safety with implied volatilities-Reference-Cited by-同舟云学术

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A quantile regression analysis of flights-to-safety with implied volatilities

Published:2019-08 Issue: Volume:62 Page:482-495
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Troster Victor,Bouri Elie,Roubaud David

Funder

Spain's Ministerio de Educación, Cultura y Deporte

Publisher

Elsevier BV

Subject

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

Reference77 articles.

1. Why do firms engage in selective hedging? Evidence from the gold mining industry;Adam;J. Bank. Financ.,2017

2. Tests for parameter instability and structural change with unknown change point;Andrews;Econometrica,1993

3. Optimal tests when a nuisance parameter is present only under the alternative;Andrews;Econometrica,1994

4. When times get tough, gold is golden;Areal;Eur. J. Financ.,2015

5. Contemporaneous spill-over among equity, gold, and exchange rate implied volatility indices;Badshah;J. Futures Mark.,2013

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