Speculation, cross-market sentiment and the predictability of gold market volatility
Zibo Niu, Riza Demirer, Muhammad Tahir Suleman, and Hongwei Zhang
| Year of publication: |
2024
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|---|---|
| Authors: | Niu, Zibo ; Demirer, Rıza ; Suleman, Muhammad Tahir ; Zhang, Hongwei |
| Published in: |
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA. - New York, NY [u.a.] : Routledge, Taylor & Francis Group, ISSN 1542-7579, ZDB-ID 2111535-7. - Vol. 25.2024, 3, p. 278-295
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| Subject: | Gold | Leverage effect | MCS test | Speculative sentiment | Volatility forecasting | Volatilität | Volatility | Spekulation | Speculation | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15427560.2022.2109639 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015049540