Deviations between China's and international gold price : role of fundamentals, contagion and financial shocks
Junwei Wang, Zhicheng Liang and Kin Keung Lai
| Year of publication: |
2020
|
|---|---|
| Authors: | Wang, Junwei ; Liang, Zhicheng ; Lai, Kin Keung |
| Subject: | China | GARCH models | gold | price gap | Gold | Schock | Shock | ARCH-Modell | ARCH model | Volatilität | Volatility | Preiskonvergenz | Price convergence |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2019.1645279 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012197391