Return spillovers between white precious metal ETFs : the role of oil, gold, and global equity
Marco Chi Keung Lau, Samuel A. Vigne, Shixuan Wang, Larisa Yarovaya
| Year of publication: |
July 2017
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|---|---|
| Authors: | Lau, Chi Keung ; Vigne, Samuel A. ; Wang, Shixuan ; Yarovaya, Larisa |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 52.2017, p. 316-332
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| Subject: | Precious metals | Oil | Spillovers | Volatility transmission | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Gold | Welt | World | Kapitaleinkommen | Capital income | Edelmetall | Precious metal | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2017.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011868764