Φορτώνει......
Forecasting stock market volatility: the role of gold and exchange rate
The objective of our paper is to show that gold and exchange rate volatility is predictive of stock volatility from both in-sample and out-of-sample perspectives. There exists very significant predictability from gold and exchange rate volatility to Hang Seng Index (HSI) return volatility among in-s...
Αποθηκεύτηκε σε:
| Κύριοι συγγραφείς: | , , |
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| Μορφή: | Artigo |
| Γλώσσα: | Inglês |
| Έκδοση: |
AIMS Press
2020-07-01
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| Σειρά: | AIMS Mathematics |
| Θέματα: | |
| Διαθέσιμο Online: | https://www.aimspress.com/article/10.3934/math.2020327/fulltext.html |
| Ετικέτες: |
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