Economic drivers of volatility and correlation in precious metal markets
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- Dinh, Theu & Goutte, Stéphane & Nguyen, Duc Khuong & Walther, Thomas, 2022. "Economic drivers of volatility and correlation in precious metal markets," Journal of Commodity Markets, Elsevier, vol. 28(C).
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More about this item
Keywords
Precious metals; long-term volatility; long-term correlation; macroeconomic drivers; financial drivers; economic policy uncertainty; mixed data sampling;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CIS-2022-08-08 (Confederation of Independent States)
- NEP-FDG-2022-08-08 (Financial Development and Growth)
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