تصفح حسب الموضوع "Currency markets"
السجلات المعروضة 1 -- 1 من 1
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Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
( Elsevier , 2020 , Article)This study examines portfolio management and risk spillovers between four major precious metals (gold, silver, palladium and platinum) and 20 important U.S. exchange markets. To this end, we employ the multivariate DECO-GARCH ...