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Gaines, Rhea W. (ed.) - 2024

Persistent link: https://www.econbiz.de/10014578266

The Long-Run Relationship of Gold and Silver and the Influence of Bubbles and Financial Crises

Baur, Dirk G. - 2015

This paper analyzes the long-run relationship between gold and silver prices. We closely follow Escribano and Granger (1998) and extend their study. We use a longer sample period from 1970-2011 and study the role of bubbles and financial crises for the relationship between gold and silver...

Persistent link: https://www.econbiz.de/10013037128

The price volatility of precious metals in times of economic and geopolitical crisis

Mionel, Viorel; Mionel, Oana; Moraru, Alexandra - In: Academic journal of economic studies 3 (2017) 3, pp. 87-91

Persistent link: https://www.econbiz.de/10011737934

Contagion in futures metal markets during the recent global financial crisis : evidence from Gold, Silver, Copper, Zinc and Aluminium

Tsiaras, Konstantinos - In: Spoudai : journal of economics and business 70 (2020) 3/4, pp. 42-55

This paper seeks to investigate the time-varying dynamic conditional correlations to the five most important future metal markets, namely Gold, Silver, Copper, Zinc and Aluminium. We employ a multivariate Fractionally Integrated Generalized ARCH (FIGARCH) dynamic conditional correlation (cDCC)...

Persistent link: https://www.econbiz.de/10012427825