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Investigating intraday interdependence between gold, silver and three major currencies : the euro, British pound and Japanese yen
Papadamou, Stephanos; Markopoulos, Thomas - In: International advances in economic research : IAER ; an … 20 (2014) 4, pp. 399-410
Persistent link: https://www.econbiz.de/10010532659
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Causality and volatility patterns between gold prices and exchange rates
Beckmann, Joscha; Czudaj, Robert; Pilbeam, Keith - In: The North American journal of economics and finance : a … 34 (2015), pp. 292-300
Persistent link: https://www.econbiz.de/10011540003
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Using precious metals to hedge cryptocurrency policy and price uncertainty
Hassan, M. Kabir; Hasan, Md. Bokhtiar; Rashid, Md. Mamunur - In: Economics letters 206 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012886541
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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
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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
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Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries
Chkir, Imed Eddine; Guesmi, Khaled; Brayek, Angham Ben; … - In: Research in international business and finance 54 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012581526
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Gold price dynamics and the role of uncertainty
Beckmann, Joscha; Berger, Theo; Czudaj, Robert - In: Quantitative finance 19 (2019) 4, pp. 663-681
Persistent link: https://www.econbiz.de/10012194705
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Gold price dynamics and the role of uncertainty
Beckmann, Joscha; Berger, Theo; Czudaj, Robert - 2017
serve as a hedge in the classical sense while the findings for the period prior to 2008 mostly suggest that gold is able to …
Persistent link: https://www.econbiz.de/10011776948
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Daily Exchange Rate Behaviour and Hedging of Currency Risk
Bos, Charles S.; Mahieu, Ronald J.; van Dijk, Herman K. - 1999
methods. The effects of several model characteristics(unit roots, GARCH, stochastic volatility, heavy tailed …
Persistent link: https://www.econbiz.de/10010324426
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Daily Exchange Rate Behaviour and Hedging of Currency Risk
Bos, Charles S.; Mahieu, Ronald J.; van Dijk, Herman K. - 2001
methods. The effects ofseveral modelcharacteristics (unit roots, GARCH, stochastic volatility, heavy taileddisturbance … returns maylead to improved hedge behaviour within currency overlay management. …
Persistent link: https://www.econbiz.de/10010324963