The role of macroeconomic and geopolitical news on gold returns and volatility
Year of publication: |
2021
|
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Authors: | Aspergis, Nicholas ; Hayat, Tasawar ; Saeed, Tareq |
Published in: |
Economics and Business Letters : EBL. - Oviedo : Univ., ISSN 2254-4380, ZDB-ID 2708683-5. - Vol. 10.2021, 1, p. 72-80
|
Subject: | macroeconomic news | geopolitical news | gold returns | GARCHX model | Volatilität | Volatility | Geopolitik | Geopolitics | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Gold | Welt | World | Börsenkurs | Share price |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.17811/ebl.10.1.2021.72-80 [DOI] hdl:11159/5266 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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