Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Walid Mensi, Jose Arroeola Hernandez, Seong-Min Yoon, Xuan Vinh Vo, Sang Hoon Kang
| Year of publication: |
2021
|
|---|---|
| Authors: | Mensi, Walid ; Hernandez, Jose Arroeola ; Yoon, Seong-min ; Xuan Vinh Vo ; Kang, Sang Hoon |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 74.2021, p. 1-19
|
| Subject: | Currencies | Hedging | Network interconnectedness | Precious metals futures | Spillovers | Spillover-Effekt | Spillover effect | Edelmetall | Precious metal | Welt | World | Devisenmarkt | Foreign exchange market | Schätzung | Estimation | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101672 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012803817