Uncovering frequency domain causality between gold and the stock markets of China and India : evidence from implied volatility indices
Elie Bouri, David Roubaud, Rania Jammazi, Ata Assaf
| Year of publication: |
November 2017
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|---|---|
| Authors: | Bouri, Elie ; Roubaud, David ; Jammazi, Rania ; Assaf, Ata |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 23.2017, p. 23-30
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| Subject: | Implied volatility | Gold | Chinese equities | Indian equities | Frequency domain causality | China | Indien | India | Volatilität | Volatility | Aktienmarkt | Stock market | Kausalanalyse | Causality analysis | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.06.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011808309