Market interactions in gold and stock markets : evidences from Saudi Arabia
E.M. Afsal, Mohammad Imdadul Haque
| Year of publication: |
2016
|
|---|---|
| Authors: | Afsal, E. M. ; Haque, Mohammad Imdadul |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 6.2016, 3, p. 1025-1034
|
| Subject: | Gold Return | Multivariate Generalized Autoregressive Conditional Heteroskedasticity | Market Spillover | Contagion Effect | Volatility Persistence | Volatilität | Volatility | Saudi-Arabien | Saudi Arabia | Gold | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011697567