On the co-movements among gold and other financial markets : a multivariate time-varying asymmetric approach
Year of publication: |
2019
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Authors: | El Abed, Riadh ; Zardoub, Amna |
Published in: |
International economics and economic policy : IEEP. - Berlin : Springer, ISSN 1612-4804, ZDB-ID 2141405-1. - Vol. 16.2019, 4, p. 701-719
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Subject: | A-DCC model | Gold market | Exchange market | Stock market and asymmetries | Gold | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Welt | World | ARCH-Modell | ARCH model | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Korrelation | Correlation | Portfolio-Management | Portfolio selection |
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