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A boosting approach to forecasting gold and silver returns : economic and statistical forecast evaluation
Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Applied economics letters 23 (2016) 4/6, pp. 347-352
Persistent link: https://www.econbiz.de/10011430599
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Market timing in precious metals is detrimental to value creation
Almudhaf, Fahad; AlKulaib, Yaser A. - In: Applied economics letters 24 (2017) 13/15, pp. 1019-1024
Persistent link: https://www.econbiz.de/10011716527
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Hedging the downside risk of commodities through cryptocurrencies
Naeem, Muhammad Abubakr; Farid, Saqib; Balli, Faruk; … - In: Applied economics letters 28 (2021) 2, pp. 153-160
Persistent link: https://www.econbiz.de/10012415106
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Is gold a hedge and safe haven for stock market?
Chen, Ke; Wang, Meng - In: Applied economics letters 26 (2019) 13, pp. 1080-1086
Persistent link: https://www.econbiz.de/10012204550
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On the nexus between constituents and global energy commodities : an asymmetric analysis
Asafo-Adjei, Emmanuel; Agyei, Samuel Kwaku; Adam, Anokye M. - In: Applied economics letters 31 (2024) 7, pp. 579-587
Persistent link: https://www.econbiz.de/10014557793
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Impacts of COVID-19 on financial markets : from the perspective of financial stress
Yao, Xiaoyang; Li, Jianfeng; Shang, Zezhong; Le, Wei; … - In: Applied economics letters 30 (2023) 5, pp. 669-673
Persistent link: https://www.econbiz.de/10013553834
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Worldwide equity risk prediction
Ardia, David; Hoogerheide, Lennart F. - In: Applied economics letters 20 (2013) 13/15, pp. 1333-1339
Persistent link: https://www.econbiz.de/10010202894
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The impact of policy responses on stock liquidity
Busch, Thomas; Lehnert, Thorsten - In: Applied economics letters 21 (2014) 10/12, pp. 842-845
Persistent link: https://www.econbiz.de/10010416230
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Event-study volatility and bootstrapping : an international study
Essaddam, Naceur; Mnasri, Ayman - In: Applied economics letters 22 (2015) 1/3, pp. 209-213
Persistent link: https://www.econbiz.de/10010481975
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Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven - In: Applied economics letters 23 (2016) 4/6, pp. 318-323
Persistent link: https://www.econbiz.de/10011430513