On Volatility Transmission between Gold and Silver Markets: Evidence from A Long-Term Historical Period
نویسندگان
چکیده
Several studies estimate the volatility spillover effects between gold and silver returns, but none of them used implied to evaluate long-term relationship these two metal markets. Our paper aims fill this gap in existing literature. This investigates transmission silver; by using GARCH VAR modelling, it finds that from is unidirectional. Volatility strategies options can be designed take advantage especially times where not captured Additionally, results appear useful for gaining better portfolio diversification benefits. Investors, instance, could use study making proper investment decisions during period economic down-turns or inflation surges.
منابع مشابه
The Influence of Structural Changes in Volatility on Shock Transmission and Volatility Spillover among Iranian Gold and Foreign Exchange Markets
متن کامل
the influence of structural changes in volatility on shock transmission and volatility spillover among iranian gold and foreign exchange markets
متن کامل
A Long-term Casual Nexus between Stock Price and Dividends: Empirical Evidence from the Accepted Firms in Tehran Stock Exchange
this world; though all the discussions are focused on the causal relationships in allthe scientific arguments. One of the methods to study the designed causal relationshipsobjectively is Granger causality test. This paper aims to investigate the longtermcausal relationship between the stock price and dividends. The statisticalpopulation includes 180 active companies in Stock Exchange of Tehran ...
متن کاملfrom historical facts to geo-political realities: relation between turkey and armenia ( 1915 – 2010)
armenias geopolitics and its historical experience have had a determining impact on the character of its foreign policy .present-day armenia is a small, landlocked country with _11,620 square miles area armenias landlocked nature makes it dependent on the benevolence of its neighbors for access to the outside world a fact that gives it a sense of isolation and vulnerability. as it was indic...
15 صفحه اولthe effects of keyword and context methods on pronunciation and receptive/ productive vocabulary of low-intermediate iranian efl learners: short-term and long-term memory in focus
از گذشته تا کنون، تحقیقات بسیاری صورت گرفته است که همگی به گونه ای بر مثمر ثمر بودن استفاده از استراتژی های یادگیری لغت در یک زبان بیگانه اذعان داشته اند. این تحقیق به بررسی تاثیر دو روش مختلف آموزش واژگان انگلیسی (کلیدی و بافتی) بر تلفظ و دانش لغوی فراگیران ایرانی زیر متوسط زبان انگلیسی و بر ماندگاری آن در حافظه می پردازد. به این منظور، تعداد شصت نفر از زبان آموزان ایرانی هشت تا چهارده ساله با...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computation (Basel)
سال: 2023
ISSN: ['2079-3197']
DOI: https://doi.org/10.3390/computation11020025