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Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat; Yuan, Yuan; McAleer, Michael; … - In: International review of economics & finance : IREF 19 (2010) 4, pp. 633-647
Persistent link: https://www.econbiz.de/10009007004
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Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat; Yuan, Yuan; McAleer, Michael; … - 2009
Persistent link: https://www.econbiz.de/10003910288
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Towards an East Asian monetary union : an econometrics analysis of shocks
Satō, Kiyotaka (contributor); Zhang, Zhaoyong (contributor) - 2005
Persistent link: https://www.econbiz.de/10003129624
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Convergence and catching up in ASEAN : a comparative analysis
Lim, Lee K.; McAleer, Michael - In: Applied economics 36 (2004) 2, pp. 137-153
Persistent link: https://www.econbiz.de/10001898878
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Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
Hammoudeh, Shawkat M. - 2009
This study examines the conditional volatility and correlation dependency and interdependency for the four major precious metals (that is, gold, silver, platinum and palladium), while accounting for geopolitics within a multivariate system. The implications of the estimated results for portfolio...
Persistent link: https://www.econbiz.de/10013155236
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Multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2015
Persistent link: https://www.econbiz.de/10011432589
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Multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2015
an initial shock and on history, minus the baseline expectation that conditions on history. This makes the process … endogenous, but the choice of the baseline shock within the data set makes a difference. We explore the impact of three different … government allowed the investment bank Lehman Brothers to go bankrupt (GFC2). The third shock is 9 May 2010, which marked the …
Persistent link: https://www.econbiz.de/10011301206
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Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity
Satō, Kiyotaka; Zhang, Zhaoyong; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008688576
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Identifying shocks in regionally integrated East Asian economies wih structural VaR and block exogeneity
Satō, Kiyotaka; Zhang, Zhaoyong; McAleer, Michael - 2009
Persistent link: https://www.econbiz.de/10003987291
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Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity
Satō, Kiyotaka; Zhang, Zhaoyong; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003987321