Volatility spillover effect study in U.S. dollar and gold market based on bivariate-BEKK model
As the interaction between international and domestic financial markets increases, the interaction between gold market and financial markets also increases. Today, the financial attributes of gold play a more evidence role in dominating the gold price. Taking into account time-varying and dynamic pr...
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| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Published: |
American Institute of Physics Inc.
2016
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/73201/ https://www.scopus.com/inward/record.uri?eid=2-s2.0-84984576601&doi=10.1063%2f1.4954611&partnerID=40&md5=ff274b45390d4db784a7dc7f6ffa3ea5 |
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