Volatility linkages among gold futures in emerging markets
Year of publication: |
2016
|
---|---|
Authors: | Baklaci, Hasan F. ; Süer, Ömür ; Yelkenci, Tezer |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 1/3, p. 1-9
|
Subject: | emerging markets | gold futures | multivariate GARCH | volatility spillover | Schwellenländer | Emerging economies | Volatilität | Volatility | Gold | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Warenbörse | Commodity exchange |
-
Volatility spillover in the foreign exchange market : the Indian experience
Ghosh, Saurabh, (2014)
-
Correlations and volatility spillovers between China and Southeast Asian stock markets
Zhong, Yi, (2021)
-
Sehgal, Sanjay, (2018)
- More ...
-
A contemporary enquiry into the intraday causality between short selling trades and volatility
Baklaci, Hasan F., (2016)
-
Price linkages among emerging gold futures markets
Baklaci, Hasan F., (2018)
-
A closer insight into the causality between short selling trades and volatility
Baklaci, Hasan F., (2016)
- More ...