On Volatility Transmission between Gold and Silver Markets: Evidence from A Long-Term Historical Period
Several studies estimate the volatility spillover effects between gold and silver returns, but none of them used the implied volatility to evaluate the long-term relationship between these two metal markets. Our paper aims to fill this gap in the existing literature. This paper investigates the long...
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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
MDPI AG
2023-02-01
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| Serie: | Computation |
| Soggetti: | |
| Accesso online: | https://www.mdpi.com/2079-3197/11/2/25 |
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