Do oil prices and economic policy uncertainty matter for precious metal returns? : new insights from a TVP-VAR framework
Jianbai Huang, Xuesong Dong, Jinyu Chen, Meirui Zhong
| Year of publication: |
2022
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|---|---|
| Authors: | Huang, Jianbai ; Dong, Xuesong ; Chen, Jinyu ; Zhong, Meirui |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 78.2022, p. 433-445
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| Subject: | Economic policy uncertainty | Oil price | Precious metal returns | TVP-VAR framework | Ölpreis | Wirtschaftspolitik | Economic policy | Welt | World | Risiko | Risk | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2021.12.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013334591