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News-based uncertainty measures and returns on prices of precious metals : evidence from regime switching and time-varying causality approach

Adeosun, Opeoluwa Adeniyi; Adeosun, Olumide Adeola; … - In: Journal of economic studies 50 (2023) 2, pp. 173-200

Persistent link: https://www.econbiz.de/10014226466

Price stability properties and volatility analysis of precious metals : an ICSS algorithm aqpproach

Fatima, Sameen; Gan, Christopher; Hu, Baiding - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-15

market stock performances, we use the ICSS algorithm along with the GARCH model to evaluate how the number of rapid changes …

Persistent link: https://www.econbiz.de/10013471164

Volatility and foreign equity flows : evidence from the Philippines

French, Joseph J.; Vishwakarma, Vijay Kumar - In: Studies in economics and finance 30 (2013) 1, pp. 4-21

Persistent link: https://www.econbiz.de/10009716797

Modeling volatility in the Gambian exchange rates : an ARMA-GARCH approach

Marreh, Sambujang; Olubusoye, Olusanya E.; Kihoro, John M. - In: International journal of economics and finance 6 (2014) 10, pp. 118-128

Persistent link: https://www.econbiz.de/10010422149

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

International portfolio flows and exchange rate volatility in emerging Asian markets

Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - In: Journal of international money and finance 76 (2017), pp. 1-15

Persistent link: https://www.econbiz.de/10011788040

Impact of exchange rate fluctuations on US stock market returns

Bhargava, Vivek; Konku, Daniel - In: Managerial finance 49 (2023) 10, pp. 1535-1557

Persistent link: https://www.econbiz.de/10014428700

Superstitious seasonality in precious metals markets? : evidence from GARCH models with time-varying skewness and kurtosis

Auer, Benjamin R. - In: Applied economics 47 (2015) 25/27, pp. 2844-2859

Persistent link: https://www.econbiz.de/10010519853

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

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