Analyzing the causality and dependence between gold shocks and asian emerging stock markets: A smooth transition copula approach
© 2020 by the authors. This study aims to investigate the causality and dependence structure of gold shocks and Asian emerging stock markets. The positive and negative shocks of gold prices are quantified, and Granger causality-based Vector autoregressive and Copula approaches are employed to measur...
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| Main Authors: | , |
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| 格式: | 雜誌 |
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2020
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| 主題: | |
| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85080124471&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/68459 |
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| 機構: | Chiang Mai University |