Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Afees A. Salisu, Christian Pierdzioch, Rangan Gupta, David Gabauer
| Year of publication: |
2022
|
|---|---|
| Authors: | Salisu, Afees A. ; Pierdzioch, Christian ; Gupta, Rangan ; Gabauer, David |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 83.2022, p. 1-16
|
| Subject: | Forecasting | Connectedness | Asymmetric loss | Gold-to-platinum price ratio | Gold-to-silver price ratio | Stock markets | Tail risks | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Aktienmarkt | Stock market | Schätzung | Estimation | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102300 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013461648