Edel Tully

Trinity College (Dublin) - School of Business Studies

PhD Candidate

AAP College Green

Dublin 2

Ireland

SCHOLARLY PAPERS

5

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18

Scholarly Papers (5)

International Portfolio Formation, Skewness and the Role of Gold

Number of pages: 25 Posted: 04 Nov 2003
Brian M. Lucey and Edel Tully
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies
Downloads 1,008 (20,844)
Citation 3

Abstract:

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Portfolio Allocation, Skewness, Gold

International Portfolio Formation, Skewness and the Role of Gold

IIIS Discussion Paper No. 30
Number of pages: 23 Posted: 05 Jul 2005
Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - School of Business Studies and University College Dublin
Downloads 312 (95,421)
Citation 15

Abstract:

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Portfolio allocation, skewness, gold

2.

An Apgarch Investigation of the Main Influences on the Gold Price

Number of pages: 26 Posted: 29 Aug 2005
Edel Tully and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies and Trinity Business School, Trinity College Dublin
Downloads 1,213 (16,049)
Citation 2

Abstract:

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Gold, APGARCH

3.

The Evolving Relationship between Gold and Silver 1978-2003: Evidence from Dynamic Cointegration Analysis

Number of pages: 15 Posted: 20 Nov 2003
Brian M. Lucey and Edel Tully
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies
Downloads 620 (41,718)
Citation 1

Abstract:

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Gold, Cointegration

4.

Seasonality, Risk and Return in Daily Comex Gold and Silver Data 1982-2002

IIIS Discussion Paper No. 57
Number of pages: 39 Posted: 01 Jun 2005
Brian M. Lucey and Edel Tully
Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - School of Business Studies
Downloads 601 (43,485)

Abstract:

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Gold, Silver, GARCH, Seasonality, Day-of-the-week

5.

The Evolving Relationship between Gold and Silver 1978-2002: Evidence from a Dynamic Cointegration Analysis: A Note

IIIS Discussion Paper No. 55
Number of pages: 21 Posted: 09 Jun 2005
Edel Tully and Brian M. Lucey
Trinity College (Dublin) - School of Business Studies and Trinity Business School, Trinity College Dublin
Downloads 317 (94,260)

Abstract:

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Cointegration, gold