Similar Search Results

Volatility persistence in metal returns : a FIGARCH approach

Cochran, Steven J.; Mansur, Iqbal; Odusami, Babatunde … - In: Journal of economics & business 64 (2012) 4, pp. 287-305

Persistent link: https://www.econbiz.de/10009618499

Effects of the 2008 financial crisis on the linkages among the oil, gold, and platinum markets

Aruga, Kentaka; Kannan, Sudha - In: Cogent economics & finance 8 (2020) 1, pp. 1-13

have a good reference, we also tested the same issue for the oil-platinum relationship. Using the cointegration methods, we …. Conversely, we identified a long-run relationship between the crude oil and platinum markets after the crisis. Hence, we found … that compared to the platinum market, the gold market remained unlinked with the oil market after the 2008 financial crisis …

Persistent link: https://www.econbiz.de/10013179529

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

US stock returns and oil prices : the tale from daily data and the 2008 - 2009 financial crisis

Mollick, André Varella; Assefa, Tibebe Abebe - In: Energy economics 36 (2013), pp. 1-18

Persistent link: https://www.econbiz.de/10009724771

What explains global exchange rate movements during the financial crisis?

Fratzscher, Marcel - 2009

A striking and unexpected feature of the financial crisis has been the sharp appreciation of the US dollar against virtually all currencies globally. The paper finds that negative US-specific macroeconomic shocks during the crisis have triggered a significant strengthening of the US dollar,...

Persistent link: https://www.econbiz.de/10011605106