Assessing the influence of news indicator on volatility of precious metals prices through GARCH-MIDAS model: A comparative study of pre and during COVID-19 period
Author:
Publisher
Elsevier BV
Subject
Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science
Reference86 articles.
1. What can explain the price, volatility, and trading volume of Bitcoin?;Aalborg;Finance Res. Lett.,2019
2. Google search intensity and its relationship to the returns and liquidity of Japanese startup stocks;Adachi;Pac. Basin Finance J.,2017
3. News-based uncertainty measures and returns on prices of precious metals: evidence from regime switching and time-varying causality approach;Adeosun;J. Econ. Stud.,2022
4. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?;Akhtaruzzaman;Econ. Modell.,2021
5. The importance of the macroeconomic variables in forecasting stock return variance: a GARCH‐MIDAS approach;Asgharian;J. Forecast.,2013
Cited by 16 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. Investing with Purpose: The Role of CSR in Enhancing Chinese Firms’ Performance in Japan;Journal of the Knowledge Economy;2024-04-09
2. Interest Rate Volatility and Economic Growth in Nigeria: New Insight from the Quantile Autoregressive Distributed Lag (QARDL) Model;Journal of the Knowledge Economy;2024-04-09
3. Economic uncertainty and stock market asymmetric volatility: analysis based on the asymmetric GARCH-MIDAS model;International Journal of Emerging Markets;2024-02-26
4. Asymmetrical connectedness between infectious diseases-related equity market volatility and prices of precious metals;Resources Policy;2024-01
5. Climate policy uncertainty and its relationship with precious metals price volatility: Comparative analysis pre and during COVID-19;Resources Policy;2024-01
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3