Identifying the multiscale financial contagion in precious metal markets
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DOI: 10.1016/j.irfa.2019.04.003
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- Wang, Xinya & Lucey, Brian & Huang, Shupei, 2022. "Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling," Journal of Commodity Markets, Elsevier, vol. 27(C).
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Keywords
Precious metals; Financial contagion; Multiscale;All these keywords.
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