Wilmington, NC 28403
United States
University of North Carolina at Wilmington
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DCC Garch, Gold
Commodities, Gold, Macroeconomic factors, Silver, Volatility, conditional
Long term dependence, volatility, gold silver spread, futures
Gold, Inflation, monetary policy
Asymmetric relation; Gold price; Gold Mining Firms; Real Options; Corporate Valuation
oil, gas, asymmetric, causality, out-of-sample
Gold, Silver, Platinum, Palladium, integration
Integration; Information transmissions; Generalized VAR model; Steam coal
KOSPI 200 Index, Korea, futures contract, trading volume, volatility, bid-ask spreads, liquidity
equity market risk premium, forecasting, model selection
information asymmetry, foreign trading, volume-return relationship, speculation