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Risk management of precious metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008689064
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Risk management of precious metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003989642
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Risk management of precious metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - In: The quarterly review of economics and finance : journal … 51 (2011) 4, pp. 435-441
Persistent link: https://www.econbiz.de/10009373135
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Risk management of precious metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - In: The Quarterly Review of Economics and Finance 51 (2011) 4, pp. 435-441
This paper examines volatility and correlation dynamics in price returns of gold, silver, platinum and palladium, and explores the corresponding risk management implications for market risk and hedging. Value-at-Risk (VaR) is used to analyze the downside market risk associated with investments...
Persistent link: https://www.econbiz.de/10010868872
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Risk management of precious metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - In: The quarterly review of economics and finance : journal … 51 (2011) 4, pp. 435-442
Persistent link: https://www.econbiz.de/10009807637
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Risk Management of Precious Metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - Department of Economics and Finance, College of … - 2010
This paper examines volatility and correlation dynamics in price returns of gold, silver, platinum and palladium, and explores the corresponding risk management implications for market risk and hedging. Value-at-Risk (VaR) is used to analyze the downside market risk associated with investments...
Persistent link: https://www.econbiz.de/10008493986
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Risk Management of Precious Metals
Hammoudeh, Shawkat; McAleer, Michael; Malik, Farooq - Facultad de Ciencias Económicas y Empresariales, … - 2011
This paper examines volatility and correlation dynamics in price returns of gold, silver, platinum and palladium, and explores the corresponding risk management implications for market risk and hedging. Value-at-Risk (VaR) is used to analyze the downside market risk associated with investments...
Persistent link: https://www.econbiz.de/10008864019
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Risk Management of Precious Metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - Institute of Economic Research, Kyoto University - 2011
This paper examines volatility and correlation dynamics in price returns of gold, silver, platinum and palladium, and explores the corresponding risk management implications for market risk and hedging. Value-at-Risk (VaR) is used to analyze the downside market risk associated with investments...
Persistent link: https://www.econbiz.de/10008870925