Extreme risk spillover effects in world gold markets and the global financial crisis
Year of publication: |
November 2016
|
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Authors: | Wang, Gang-Jin ; Chi, Xie ; Jiang, Zhi-Qiang ; Stanley, H. Eugene |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 46.2016, p. 55-77
|
Subject: | Gold | Risk spillover | Financial crisis | VaR | Finanzkrise | Spillover-Effekt | Spillover effect | Welt | World | Risikomaß | Risk measure | Risikomanagement | Risk management | Ansteckungseffekt | Contagion effect | VAR-Modell | VAR model | Volatilität | Volatility |
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