Morales, Lucía; Bernadette Andreosso-O’Callaghan - In: Journal of Economics and Finance 38 (2014) 3, pp. 492-517
This study examines volatility persistence on precious metals returns taking into account oil returns and the three world major stock equity indices (Dow Jones Industrial, FTSE 100, and Nikkei 225) using daily data over the sample period January 1995 to May 2008; the aim is to analyze market...
