Alam, Md. Kausar; Tabash, Mosab I.; Syed Mabruk Billah; … - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-20
markets across the world have experienced a strong dynamic regarding commodities prices. This effect can be considered the … commodities and the G7 and BRIC (leading stock) markets. We have applied the time-varying parameter vector autoregressive (TVP … commodities and markets (G7 and BRIC). The findings show that gold and silver (commodities) and the United States, Canada, China …