forecast gold returns and its volatility, usinga method involving block means of residuals obtained from the popular …,can accurately forecast gold returns at short- to medium-term, and also time-varyingestimates of gold returns volatility to a lesser …

(2006), to determine the volatility spillovers between interest rates and stock returns for the US, the euro area, the UK …, and Japan. The investigation pays careful attention to volatility transmissions between stock returns and interest rates … causality is observed, the volatility spillover from interest rates to stock markets are more prominent for the full-sample, as …