Return spillovers between white precious metal ETFs : the role of oil, gold, and global equity
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
|
Subject: | Precious metals | Oil | Spillovers | Volatility transmission | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Edelmetall | Precious metal | Gold | Welt | World | Kapitaleinkommen | Capital income | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative |
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