Adeosun, Opeoluwa Adeniyi; Anagreh, Suhaib; Tabash, Mosab I. - In: Studies in Economics and Finance 41 (2024) 5, pp. 1057-1084
Purpose This paper aims to examine the return and volatility transmission among economic policy uncertainty (EPU), geopolitical risk (GPR), their interaction (EPGR) and five tradable precious metals: gold, silver, platinum, palladium and rhodium. Design/methodology/approach Applying time-varying...