Analyzing the causality and dependence between gold shocks and asian emerging stock markets: A smooth transition copula approach

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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書目詳細資料
Main Authors:	Woraphon Yamaka, Paravee Maneejuk
格式:	雜誌
出版:	2020
主題:	Mathematics
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
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

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