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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 ...
Political tension and stock markets in the Arabian Peninsula
(
John Wiley and Sons Ltd
, 2021 , Article)
This note investigates the effects of the recent political tensions in the Arabian peninsula on the linkages between the stock markets of the leading Gulf Cooperation Council countries by estimating a VAR-GARCH(1,1) model ...