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Do Shining Precious Metals Overshadow Other Assets? Dynamic Spillovers Between Commodity and Currency Markets

Antonakakis, Nikolaos - 2014

In this study, we examine the dynamic link between returns and volatility of commodities and currency markets. In particular, based on weekly data on gold, silver, platinum, palladum, oil and the USD/EUR exchange rate over the period January 6, 1987 to July 22, 2014 we find the following...

Persistent link: https://www.econbiz.de/10013043057

The quest for banking stability in the euro area : the role of government interventions

Kizys, Renatas; Paltalidis, Nikos; Bergos, Kōnstantinos - In: Journal of international financial markets, … 40 (2016), pp. 111-133

Persistent link: https://www.econbiz.de/10011475842

Network connectedness of environmental attention : green and dirty assets

Umar, Zaghum; Abrar, Afsheen; Zaremba, Adam; Teplova, … - In: Finance research letters 50 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014239939

Trade competitiveness and the aggregate returns in global stock markets

Chiah, Mardy; Long, Huaigang; Zaremba, Adam; Umar, Zaghum - In: Journal of economic dynamics & control 148 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014240044

Composite equity issuance and the cross-section of country and industry returns

Long, Huaigang; Chiah, Mardy; Zaremba, Adam; Umar, Zaghum - In: Applied economics 55 (2023) 56, pp. 6627-6645

Persistent link: https://www.econbiz.de/10014382720

Comovements between heavily shorted stocks during a market squeeze : lessons from the GameStop trading frenzy

Umar, Zaghum; Yousaf, Imran; Zaremba, Adam - In: Research in international business and finance 58 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10013286466

Inflation hedging with commodities : a wavelet analysis of seven centuries worth of data

Zaremba, Adam; Umar, Zaghum; Mikutowski, Mateusz - In: Economics letters 181 (2019), pp. 90-94

Persistent link: https://www.econbiz.de/10012121850

Is there an illiquidity premium in frontier markets?

Stereńczak, Szymon; Zaremba, Adam; Umar, Zaghum - In: Emerging markets review 42 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012414420

Commodity financialisation and price co-movement : lessons from two centuries of evidence

Zaremba, Adam; Umar, Zaghum; Mikutowski, Mateusz - In: Finance research letters 38 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012490185

Inflation hedging in the long run : practical perspectives from seven centuries of commodity prices

Zaremba, Adam; Szczygielski, Jan J.; Umar, Zaghum; … - In: The journal of alternative investments : JAI 24 (2021) 1, pp. 119-134

Persistent link: https://www.econbiz.de/10012613092