The Impact of Gold, Bond, Currency, Metals and Oil Markets on the USA Stock Market
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- Wongtawan Uthumrat, 2022. "Dynamic Relationship between the Return of Gold, Crude Oil, and the Stock Exchange of Thailand Based on a Vector Autoregressive Model," International Journal of Energy Economics and Policy, Econjournals, vol. 12(4), pages 350-356, July.
- Zainudin, Ahmad Danial & Mohamad, Azhar, 2021. "Financial contagion in the futures markets amidst global geo-economic events," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 288-308.
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More about this item
Keywords
GJR-Generalized Autoregressive Conditional Heteroskedasticity; Brent Oil; Gold; Metals; Equity Market; Exchange Rates; Bond Market; Market Risk;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- R3 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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