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The informational content of unconventional monetary policy on precious metal markets - MaRDI portal

The informational content of unconventional monetary policy on precious metal markets (Q4687658)

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scientific article; zbMATH DE number 6952648
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English
The informational content of unconventional monetary policy on precious metal markets
scientific article; zbMATH DE number 6952648

    Statements

    The informational content of unconventional monetary policy on precious metal markets (English)
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    12 October 2018
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    conditional correlation
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    GARCH models
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    nonlinear
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    volatility
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