News-based uncertainty measures and returns on prices of precious metals : evidence from regime switching and time-varying causality approach
Opeoluwa Adeniyi Adeosun, Olumide Adeola Adeosun, Mosab I. Tabash and Suhaib Anagreh
| Year of publication: |
2023
|
|---|---|
| Authors: | Adeosun, Opeoluwa Adeniyi ; Adeosun, Olumide Adeola ; Tabash, Mosab I. ; Anagreh, Suhaib |
| Published in: |
Journal of economic studies. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1758-7387, ZDB-ID 1480042-1. - Vol. 50.2023, 2, p. 173-200
|
| Subject: | Date-stamping | Global-crises | Hedge | Markov-switching | Precious metals | Safe-haven | Time-varying causality | Uncertainty | Kausalanalyse | Causality analysis | Risiko | Risk | Markov-Kette | Markov chain | Edelmetall | Precious metal | Hedging | Schätzung | Estimation | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JES-11-2021-0558 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014226466