Do geopolitical risks from the economic powers dominate world gold return? : evidence from the quantile connectedness approach
Year of publication: |
2023
|
---|---|
Authors: | Duc Hong Vo ; Minh Phuoc-Bao Tran |
Published in: |
Economic change & restructuring. - Dordrecht : Springer Science & Business Media B.V., ISSN 1574-0277, ZDB-ID 2232275-9. - Vol. 56.2023, 6, p. 4661-4688
|
Subject: | Geopolitical risks | Gold return | Quantile connectedness approach | Risk spillovers | Welt | World | Geopolitik | Geopolitics | Kapitaleinkommen | Capital income | Gold | Spillover-Effekt | Spillover effect | Risiko | Risk | Volatilität | Volatility |
-
Asai, Manabu, (2020)
-
Effects of the geopolitical risks on Bitcoin returns and volatility
Aysan, Ahmet Faruk, (2019)
-
Geopolitical risks and movements in Islamic bond and equity markets : a note
Bouri, Elie, (2019)
- More ...
-
Which factors are priced? : an application of the Fama French three-factor model in Australia
Duc Hong Vo, (2015)
-
The economics of fiscal decentralization
Duc Hong Vo, (2010)
-
Fiscal decentralisation in Vietnam : lessons from selected Asian nations
Duc Hong Vo, (2009)
- More ...