Hammoudeh, Shawkat M.; Yuan, Yuan; McAleer, Michael; … - In: International Review of Economics & Finance 19 (2010) 4, pp. 633-647
This study examines the conditional volatility and correlation dependency and interdependency for the four major precious metals (i.e., gold, silver, platinum and palladium), while accounting for geopolitics within a multivariate system. The implications of the estimated results for portfolio...