Volatility regime, inverted asymmetry, contagion, and flights in the gold market
Meng-Shiuh Chang, Chih-Chun Kung, Meng-Wei Chen, Yuan Tian
| Year of publication: |
2021
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|---|---|
| Authors: | Chang, Meng-Shiuh ; Kung, Chih-Chun ; Chen, Meng-Wei ; Tian, Yuan |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 67.2021, p. 1-15
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| Subject: | Contagion | Flights | Inverted asymmetry | Safe haven | Volatility regimes | Volatilität | Volatility | Ansteckungseffekt | Contagion effect | Gold | Finanzkrise | Financial crisis | Schock | Shock | Internationaler Finanzmarkt | International financial market | ARCH-Modell | ARCH model | Welt | World | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2021.101522 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013252907