This paper examines volatility and correlation dynamics in price returns of gold, silver, platinum and palladium, and explores the corresponding risk management implications for market risk and hedging. Value-at-Risk (VaR) is used to analyze the downside market risk associated with investments...

This paper examines how price shocks in antebellum slave markets were transmitted to surrounding slave markets. A newly developed time series econometric technique is utilized to estimate the transmission of price shocks among slave markets and to investigate the univariate and multivariate time...

Using multivariate regression analysis, this study examines the effect that demographic, educational, economic, and geographic characteristics have on average family income in rural and urban counties in the United States. The results indicate that while the above-mentioned characteristics...