Contagion Between Gold and other Commodity Goods using Bayesian Multivariate Quantile_On_Quantile Approach
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More about this item
Keywords
Bayesian; Quantile_on_Quantile; Gold; Commodity Goods; GARCH;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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