Investigating intraday interdependence between gold, silver and three major currencies : the euro, British pound and Japanese yen
Year of publication: |
2014
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Authors: | Papadamou, Stephanos ; Markopoulos, Thomas |
Published in: |
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society. - Dordrecht [u.a.] : Springer, ISSN 1083-0898, ZDB-ID 1383843-X. - Vol. 20.2014, 4, p. 399-410
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Subject: | Precious metals | Exchange rates | Hedge | GARCH | Wechselkurs | Exchange rate | Japan | Euro | Großbritannien | United Kingdom | ARCH-Modell | ARCH model | Hedging | Yen | Gold | US-Dollar | US dollar | Silber | Silver | Volatilität | Volatility | Edelmetall | Precious metal | Pfund Sterling | Pound Sterling |
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