The Macroeconomic Determinants of Volatility in Precious Metals Markets
Year of publication: |
[2009]
|
---|---|
Authors: | Batten, Jonathan A. |
Other Persons: | Ciner, Cetin (contributor) ; Lucey, Brian M. (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 20, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1148741 [DOI] |
Classification: | C32 - Time-Series Models ; G10 - General Financial Markets. General ; Q40 - Energy. General |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Volatility equicorrelation: A cross-market perspective
Chevallier, Julien, (2014)
-
An equicorrelation measure for equity, bond, foreign exchange and commodity returns
Aboura, Sofiane, (2013)
-
Oil price shocks and stock market volatility: evidence from European data
Degiannakis, Stavros, (2013)
- More ...
-
The structure of gold and silver spread returns
Batten, Jonathan A., (2013)
-
Which Precious Metals Spill Over on Which, When and Why? – Some Evidence.
Batten, Jonathan A., (2014)
-
The macroeconomic determinants of volatility in precious metals markets
Batten, Jonathan A., (2010)
- More ...