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Superstitious seasonality in precious metals markets? : evidence from GARCH models with time-varying skewness and kurtosis
Auer, Benjamin R. - In: Applied economics 47 (2015) 25/27, pp. 2844-2859
Persistent link: https://www.econbiz.de/10010519853
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Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano; Geman, Hélyette; Romagnoli, Silvia - In: Applied economics 52 (2020) 26, pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
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Bitcoin for energy commodities before and after the December 2013 crash : diversifier, hedge or safe haven?
Bouri, Elie; Jalkh, Naji; Molnár, Peter; Roubaud, David - In: Applied economics 49 (2017) 50, pp. 5063-5073
Persistent link: https://www.econbiz.de/10011844889
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Is gold a weak or strong hedge and safe haven against stocks? : robust evidences from three major gold-consuming countries
Dar, Arif Billah; Maitra, Debasish - In: Applied economics 49 (2017) 53, pp. 5491-5503
Persistent link: https://www.econbiz.de/10011845191
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Diversification and hedging strategies of green bonds in financial asset portfolios during the COVID-19 pandemic
Abuzayed, Bana; Al-Fayoumi, Nedal - In: Applied economics 55 (2023) 36, pp. 4228-4238
Persistent link: https://www.econbiz.de/10014299624
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Can cryptocurrencies be a safe haven : a tail risk perspective analysis
Feng, Wenjun; Yiming, Wang; Zhang, Zhengjun - In: Applied economics 50 (2018) 44, pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
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Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh; Kiss, Tamás; Österholm, Pär - In: Applied economics 54 (2022) 58, pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
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Measuring asymmetry and persistence in conditional volatility in real output : evidence from three East Asian tigers using a multivariate GARCH approach
Vu Thanh Hai; Tsui, Albert K.; Zhang, Zhaoyong - In: Applied economics 45 (2013) 19/21, pp. 2909-2914
Persistent link: https://www.econbiz.de/10010192361
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Risks of Latin America sovereign debts before and after the financial crisis
Wang, Alan T.; Yao, Chengxue - In: Applied economics 46 (2014) 13/15, pp. 1665-1676
Persistent link: https://www.econbiz.de/10010412883
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Investor sentiment and risk appetite of real estate security market
Hui, Eddie Chi Man; Zheng, Xian; Wang, Hui - In: Applied economics 45 (2013) 19/21, pp. 2801-2807
Persistent link: https://www.econbiz.de/10010189350