Showing 1 - 4 of 4
forecasting accuracy significantly. Higher uncertainty is found to increase the leverage and macro effects from credit and …
Persistent link: https://www.econbiz.de/10012844423
This paper investigates whether gold and silver can be considered safe havens by examining their long-run linkages with 22 stock price indices. More specifically, the stochastic properties of the differential between gold/silver prices and 22 stock indices are analysed applying fractional...
Persistent link: https://www.econbiz.de/10014241989
Persistent link: https://www.econbiz.de/10012272048
Persistent link: https://www.econbiz.de/10012134380