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Clarifying the response of gold return to financial indicators : an empirical comparative analysis using ordinary least squares, robust and quantile regressions
Miyazaki, Takashi - In: Journal of risk and financial management : JRFM 12 (2019) 1/33, pp. 1-18
returns fall sharply; (2) it rises as the stock market volatility increases; (3) it also rises when general financial market …
Persistent link: https://www.econbiz.de/10012022330
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Selected techniques of detecting structural breaks in financial volatility
Stawiarski, Bartosz - In: E-Finanse : finansowy kwartalnik internetowy 11 (2015) 1, pp. 32-43
breaks) in the volatility of financial time series. Comparative study of three techniques: ICSS, NPCPM and Cheng's algorithm … breaks in volatility, while Cheng's technique works well only when a single break occurs. …
Persistent link: https://www.econbiz.de/10011393264
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Market volatility transmission and central banking : what happened during the subprime crisis?
Bensafta, Kamel Malik; Semedo, Gervasio - In: International economic journal 28 (2014) 4, pp. 559-588
Persistent link: https://www.econbiz.de/10010504200
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Investigating new sources of information and nonlinearities on financial markets
Behrendt, Simon - 2020
Persistent link: https://www.econbiz.de/10012415028
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Volatility and the natural resource curse
Ploeg, Frederick van der; Poelhekke, Steven - In: Oxford economic papers 61 (2009) 4, pp. 727-760
Persistent link: https://www.econbiz.de/10003889744
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Volatility, financial development and the natural resource curse
Poelhekke, Steven; Ploeg, Frederick van der - 2007
Persistent link: https://www.econbiz.de/10003574517
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Volatility, financial development and the natural resource curse
Ploeg, Frederick van der (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003560011
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La volatilidad de los precios de los commodities : el caso de los productos agrícolas
Doporto Miguez, Ivana; Michelena, Gabriel - 2011
Persistent link: https://www.econbiz.de/10009302957
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Financialisation of commodities : empirical evidence from the Indian financial market
Shamsher, Salim - In: IIMB management review 33 (2021) 1, pp. 38-49
Persistent link: https://www.econbiz.de/10013205184
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Volatility and the natural resource curse
Ploeg, Frederick van der; Poelhekke, Steven - 2008
Persistent link: https://www.econbiz.de/10003846151