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Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries

Chkir, Imed Eddine; Guesmi, Khaled; Brayek, Angham Ben; … - In: Research in international business and finance 54 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012581526

Determinants of the CNY/USD exchange rate : a simultaneous-equation model

Hsing, Yu - In: International journal of monetary economics and finance 8 (2015) 3, pp. 274-281

Persistent link: https://www.econbiz.de/10011502648

Impact of TED spread, bond spread, and implied volatility on stock market returns, oil prices, home prices and exchange rates

Dania, Akash; Malhotra, Davinder Kumar - In: International journal of bonds and derivatives 2 (2016) 4, pp. 329-343

Persistent link: https://www.econbiz.de/10011807737

Improving volatility forecasts : evidence from range-based models

Fałdziński, Marcin; Fiszeder, Piotr; Molnár, Peter - In: The North American journal of economics and finance : a … 69 (2024) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10014445632

Precious metals under the microscope : a high-frequency analysis

Caporin, Massimiliano; Ranaldo, Angelo; Velo, Gebriel G. - 2014

Taking advantage of a trades-and-quotes high-frequency database, we document the main stylized facts and dynamic properties of spot precious metals, i.e. gold, silver, palladium, and platinum. We analyze the behaviors of spot prices, returns, volume, and selected liquidity measures. We find...

Persistent link: https://www.econbiz.de/10010407214

Stylized facts and dynamic modeling of high-frequency data on precious metals

Caporin, Massimiliano; Ranaldo, Angelo; Velo, Gebriel G. - 2013

Persistent link: https://www.econbiz.de/10010407620

The role of precious metals in portfolio diversification during the Covid19 pandemic : a wavelet-based quantile approach

Alqaralleh, Huthaifa; Canepa, Alessandra - 2021

Persistent link: https://www.econbiz.de/10013167223

Can news-based economic sentiment predict bubbles in precious metal markets?

Maghyereh, Aktham I.; Abdoh, Hussein - In: Financial innovation : FIN 8 (2022), pp. 1-29

This study examines the role of market sentiment in predicting the price bubbles of four strategic metal commodities (gold, silver, palladium, and platinum) from January 1985 to August 2020. It is the first to investigate this topic using sentiment indices, including news-based economic and...

Persistent link: https://www.econbiz.de/10013272710

Dynamic correlation of precious metals and flight-to-quality in developed markets

Klein, Tony - In: Finance research letters 23 (2017), pp. 283-290

Persistent link: https://www.econbiz.de/10011808418

The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market

Sakemoto, Ryuta - In: Economics and Business Letters : EBL 7 (2018) 1, pp. 24-35

Persistent link: https://www.econbiz.de/10011859269

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