On the co-movements among gold and other financial markets : a multivariate time-varying asymmetric approach
Riadh El Abed, Amna Zardoub
| Year of publication: |
2019
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|---|---|
| Authors: | El Abed, Riadh ; Zardoub, Amna |
| Published in: |
International economics and economic policy : IEEP. - Berlin : Springer, ISSN 1612-4804, ZDB-ID 2141405-1. - Vol. 16.2019, 4, p. 701-719
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| Subject: | A-DCC model | Gold market | Exchange market | Stock market and asymmetries | Gold | Finanzmarkt | Financial market | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Welt | World | Internationaler Finanzmarkt | International financial market | Devisenmarkt | Foreign exchange market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10368-019-00444-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012256792