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Gold, oil, and stocks : dynamic correlations

Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2015

assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase …

Persistent link: https://www.econbiz.de/10010515402

Bidirectional volatility spillover effect between the exchange rate and stocks in the presence of structural breaks in selected Eastern European economies

Živkov, Dejan; Njegić, Jovan; Milenković, Ivan - In: Finance a úvěr 65 (2015) 6, pp. 477-498

Persistent link: https://www.econbiz.de/10011415785

The dynamic relations in the US crude oil market

Bai, Shuming - In: International journal of services and standards 9 (2014) 2/4, pp. 103-115

Persistent link: https://www.econbiz.de/10011347658

Volatility transmission and spillovers among gold, bonds and stocks : an empirical evidence from Turkey

Gencer, Hatice Gaye; Musoglu, Zafer - In: International journal of economics and financial issues … 4 (2014) 4, pp. 705-713

Persistent link: https://www.econbiz.de/10010527321

Price volatility in food markets : can stock building mitigate price fluctuations?

Serra, Teresa; Gil, José María - In: European review of agricultural economics : ERAE 40 (2013) 3, pp. 507-528

Persistent link: https://www.econbiz.de/10009760571

Twenty years of jumps in commodity markets

Chevallier, Julien; Ielpo, Florian - In: International review of applied economics 28 (2014) 1, pp. 64-82

Persistent link: https://www.econbiz.de/10010246726

Volatility spillovers in commodity markets

Chevallier, Julien; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1211-1227

Persistent link: https://www.econbiz.de/10010198563

Volatility and Kurtosis of daily stock returns at MSE

Ivanovski, Zoran; Stojanovski, Toni; Narasanov, Zoran - In: UTMS journal of economics / University of Tourism and … 6 (2015) 2, pp. 209-221

we test the existence of the Gaussian distribution of stock returns and calculate the kurtosis of several stocks at the …

Persistent link: https://www.econbiz.de/10011456336

Gold, oil, and stocks

Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2014

Persistent link: https://www.econbiz.de/10010407524

Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets : evidence from the Asian financial crisis

Sirimon Treepongkaruna; Eliza, Wu - In: Research in international business and finance 26 (2012) 3, pp. 335-352

Persistent link: https://www.econbiz.de/10009615550