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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
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Precious metal prices : a tale of four U.S. recessions
Agnese, Pablo; Garcia-del-Barrio, Pedro; Gil-Alaña, Luis A. - 2023
This paper empirically examines the degree of persistence in four precious metal prices (i.e., gold, palladium …, platinum, and silver) during the last four U.S. recessions. Unit root tests and fractional integration techniques suggest that … gold still is the most prominent safe haven asset within this particular asset class. Our analysis highlights gold …
Persistent link: https://www.econbiz.de/10014246740
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Gold, silver, and the US dollar as harbingers of financial calm and distress
Dibooglu, Sel; Cevik, Emrah I.; Gillman, Max - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 200-210
Persistent link: https://www.econbiz.de/10014249099
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Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime; Collin-Dufresne, Pierre - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
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Relationships among strategic commodities and with financial variables : a new look
Hammoudeh, Shawkat; Sari, Ramazan; Ewing, Bradley T. - In: Contemporary economic policy : a journal of Western … 27 (2009) 2, pp. 251-264
Persistent link: https://www.econbiz.de/10003847699
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Stochastic behavior of spot and futures commodity prices : theory and evidence
Casassus, Jaime - 2004
Persistent link: https://www.econbiz.de/10003383662
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Census of mineral industries / Industry series / Copper ores, lead and zinc ores, gold ores, and silver ores
USA / Bureau of the Census - 1987-1992: Washington, DC : [Verlag nicht ermittelbar] - 1987 - 1992[?]
Persistent link: https://www.econbiz.de/10002081584
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An empirical note on demand for speculation and futures risk premium : a Kalman filter application
Kocagil, Ahmet Enis - In: Review of financial economics : RFE 6 (1997) 1, pp. 77-93
Persistent link: https://www.econbiz.de/10001223314
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Portfolio Capital Flows and the US Dollar Exchange Rate : Viewed from the Lens of Time and Frequency Dynamics of Connectedness
Mangal Goswami; Pontines, Victor; Yassier Mohammed - 2023
Using high-frequency, proprietary data on daily net non-resident portfolio flows to emerging markets, our study finds in the time domain connectedness framework that, to varying degrees, there is less interconnectedness in non-resident debt and equity portfolio flows to our sample of emerging...
Persistent link: https://www.econbiz.de/10014256797
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Modeling U.S. Monetary Policy during the Global Financial Crisis and Lessons for COVID-19
Bhar, Ramaprasad - 2020
The paper formulates the modeling of unconventional monetary policy and critically evaluates its effectiveness to address the Global Financial Crisis. We begin with certain principles guiding general scientific modeling and focus on Milton Friedman's 1968 Presidential Address that delineates the...
Persistent link: https://www.econbiz.de/10012824865