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Applied Economics Letters Volume 21, 2014 - Issue 13
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Original Articles

Gold markets around the world – who spills over what, to whom, when?

Brian M. LuceySchool of Business, Trinity College Dublin, College Green, Dublin 2, Ireland;Institute for International Integration Studies (IIIS), The Sutherland Centre, Level 6, Arts Building, Trinity College Dublin, College Green, Dublin 2, Ireland;Glasgow Business School, Glasgow Caledonian University, Cowcaddens Rd, Glasgow, LanarkshireG4 0BA, UK;Faculty of Economics, University of Ljubljana, Kardeljeva ploscad 17, Ljubljana, 1000, SloveniaCorrespondence[email protected]
,
Charles LarkinSchool of Business, Trinity College Dublin, College Green, Dublin 2, Ireland;Cardiff Management School, Llandaff Campus, Cardiff Metropolitan University, Cardiff, CF5 2YB, UK
&
Fergal O’ConnorSchool of Business, Trinity College Dublin, College Green, Dublin 2, Ireland
Pages 887-892 | Published online: 04 Apr 2014

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Ilyes Abid, Abderrazak Dhaoui, Stéphane Goutte & Khaled Guesmi. (2020) Hedging and diversification across commodity assets. Applied Economics 52:23, pages 2472-2492.
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Ji-Eun Choi & Dong Wan Shin. (2020) Bootstrapping volatility spillover index. Communications in Statistics - Simulation and Computation 49:1, pages 66-78.
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Andrew Urquhart. (2017) How predictable are precious metal returns?. The European Journal of Finance 23:14, pages 1390-1413.
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Štefan Lyócsa & Peter Molnár. (2016) Volatility forecasting of strategically linked commodity ETFs: gold-silver. Quantitative Finance 16:12, pages 1809-1822.
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Peter Molnár. (2016) High-low range in GARCH models of stock return volatility. Applied Economics 48:51, pages 4977-4991.
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Aleksandra Hałka & Karol Szafranek. (2016) Whose Inflation Is It Anyway? Inflation Spillovers Between the Euro Area and Small Open Economies. Eastern European Economics 54:2, pages 109-132.
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Jonathan A. Batten, Cetin Ciner & Brian M. Lucey. (2015) Which precious metals spill over on which, when and why? Some evidence. Applied Economics Letters 22:6, pages 466-473.
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