Do gold and the US dollar diversify global sectoral risk? Evidence from connectedness and dynamic conditional correlation measures
Author:
Publisher
Elsevier BV
Subject
General Economics, Econometrics and Finance
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1. A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price;The North American Journal of Economics and Finance;2024-09
2. Special issue: Asymmetries in the global economy;The Journal of Economic Asymmetries;2024-05
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